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Activity Number:
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263
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Type:
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Invited
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Date/Time:
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Tuesday, July 31, 2007 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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| Abstract - #307735 |
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Title:
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Nonparametric Assessment of Properties of Space-Time Covariance Functions Associated with Wind Speed Data
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Author(s):
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Bo Li*+ and Marc Genton and Michael Sherman
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Companies:
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National Center for Atmospheric Research and University of Geneva and Texas A&M University
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Address:
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1300 30th Street Apt B3 24, Boulder, CO, 80303,
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Keywords:
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Asymptotic normality ; Covariance ; Full symmerty ; Separability
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Abstract:
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We propose a unified framework for testing a variety of assumptions commonly made for covariance functions of stationary spatio-temporal random fields. The methodology is based on the asymptotic normality of space-time covariance estimators. We focus on tests for full symmetry and separability, but our framework naturally covers testing for isotropy and Taylor's hypothesis. Our test successfully detects the asymmetric and nonseparable features in two sets of wind speed data. We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on space-time covariance functions.
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