Campuses:

Non-linear Analysis of Spatial Time Series

Tuesday, November 13, 2001 - 3:00pm - 3:30pm
Keller 3-180
Ana Antunes (University of Science and Technology in Manchester (UMIST))
The initial impetus to the study of spatial time series models came from geophysics. The first development was in spatial statistical analysis, and later temporal components were included in the analysis.

A special class of linear stationary space-time ARMA (STARMA) models has been proven useful in many contexts. A review of STARMA models and various modelling procedures will be presented. An order determination method is proposed. The STARMA modelling procedure has been tested using simulated data and then applied to real data of monthly mean temperatures from nine stations around the UK. Extensions of these models to accommodate non stationarity in the form of periodically varying correlation are considered. We also discuss the selection of subset space-time autoregressive models and the presence of non- gaussianity and non-linearity.

This is joint work with Tata Subba Rao.