Variance modeling for nonstationary spatial processes with temporal replications
- 24 October 2003
- journal article
- Published by American Geophysical Union (AGU) in Journal of Geophysical Research: Atmospheres
- Vol. 108 (D24)
- https://doi.org/10.1029/2002jd002864
Abstract
We have previously formulated a Bayesian approach to the Sampson and Guttorp model for the nonstationary correlation functionr(x,x′) of a Gaussian spatial process [Damian et al., 2001]. This model assumes that the nonstationarity can be encoded through a bijective space deformation,f, that defines a new coordinate system in which the spatial correlation function can be considered isotropic, namelyr(x,x′) = ρ(∥f(x) −f(x′)∥), where ρ belongs to a known parametric family. We extend this model to incorporate spatial heterogeneity in site‐specific temporal variances. In our Bayesian framework the variances are considered (hidden) realizations of another spatial process, which we model as log‐Gaussian, with correlation structure expressed in terms of the same spatial deformation function underlying that of the observed process. We demonstrate the method in simulations and in an application.Keywords
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