[Forum SIS] Seminario Emilio Porcu - 29 gennaio -Dipartimento di Scienze Statistiche Sapienza

[giovanna jona lasinio]

Il giorno 29 gennaio alle ore 11 nell'aula 5 del dipartimento di Scienze
Statistiche di Sapienza università di Roma, il professor Emilio PORCU,  del
Department of Mathematics, University Federico Santa Maria,Valparaiso,
Chile (E-mail: emilio.porcu at usm.cl)

terrà il seminario:

Spatio-Temporal Covariance and Cross-Covariance Functions of the Great
Circle Distance on a Sphere

In this article, we propose stationary covariance functions for processes
that evolve temporally over a sphere, as well as cross-covariance functions
for multivariate random fields defined over a sphere. For such processes,
the great circle distance is the natural metric that should be used to
describe spatial dependence. Given the mathematical difficulties for the
construction of covariance functions for processes defined over spheres
cross time, approximations of the state of nature have been proposed in the
literature by using the Euclidean (based on map projections) and the
chordal distances. We present several methods of construction based on the
great circle distance and provide closed-form expressions for both
spatio-temporal and multivariate cases. A simulation study assesses the
discrepancy between the great circle distance, chordal distance, and
Euclidean distance based on a map projection both in terms of estimation
and prediction in a space-time and a bivariate spatial setting, where the
space is in this case the Earth. We revisit the analysis of Total Ozone
Mapping Spectrometer (TOMS) data and investigate differences in terms of
estimation and prediction between the aforementioned distance-based
approaches. Both simulation and real data highlight sensible differences in
terms of estimation of the spatial scale parameter. As far as prediction is
concerned, the differences can be appreciated only when the interpoint
distances are large, as demonstrated by an illustrative example.

Joint work with Moreno BEVILACQUA, and Marc G. GENTON


Per informazioni contattare Giovanna Jona Lasinio
giovanna.jonalasinio at uniroma1.it

giojona at gmail.com
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