Interpretable, predictive spatio-temporal models via enhanced pairwise directions estimation
© 2022 Informa UK Limited, trading as Taylor & Francis Group.
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 50(2023), 14 vom: 14., Seite 2914-2933 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2023
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| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article Covariates dimension reduction kriging semi-parametric models spatio-temporal data visualization |
| Zusammenfassung: | © 2022 Informa UK Limited, trading as Taylor & Francis Group. This article concerns predictive modeling for spatio-temporal data as well as model interpretation using data information in space and time. We develop a novel approach based on supervised dimension reduction for such data in order to capture nonlinear mean structures without requiring a prespecified parametric model. In addition to prediction as a common interest, this approach emphasizes the exploration of geometric information from the data. The method of Pairwise Directions Estimation (PDE) is implemented in our approach as a data-driven function searching for spatial patterns and temporal trends. The benefit of using geometric information from the method of PDE is highlighted, which aids effectively in exploring data structures. We further enhance PDE, referring to it as PDE+, by incorporating kriging to estimate the random effects not explained in the mean functions. Our proposal can not only increase prediction accuracy but also improve the interpretation for modeling. Two simulation examples are conducted and comparisons are made with several existing methods. The results demonstrate that the proposed PDE+ method is very useful for exploring and interpreting the patterns and trends for spatio-temporal data. Illustrative applications to two real datasets are also presented |
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| Beschreibung: | Date Revised 06.12.2023 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2022.2147150 |