Author : (Bill) Ke Xu
Publisher :
ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.:/5 (575 download)
Book Synopsis Efficient Parameterization and Estimation of Spatio-temporal Dynamic Models by : (Bill) Ke Xu
Download or read book Efficient Parameterization and Estimation of Spatio-temporal Dynamic Models written by (Bill) Ke Xu and published by . This book was released on 2004 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation consists of two separate but related topics in spatio-temporal modeling. In the first part we investigate the problem of GEM (General EM) estimation of spatio-temporal models. We propose a spatio-temporal dynamic model formulation with parameter matrices further specified based on science and/or common spatial models. Several parame-terization strategies are proposed and analytical or computational closed form GEM update equations are derived for each. We apply the methodology to a diffusion space-time model in a simulation study and also apply a dimension-reduced model to a U.S. Palmer Drought Severity Index (PDSI) data set. In the second part we look at a convolution kernel approach to modeling diffusive propagation in the framework of Bayesian hierarchical spatio-temporal dynamic models. The diffusive propagation is modeled through the displacement of the convolution kernel. Computation efficiency is achieved by using the FFT and spectral dimension reduction. The method is applied to a thunderstorm nowcasting problem in Sydney, Australia.