This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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118
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Type:
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Topic Contributed
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Date/Time:
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Monday, August 2, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Statistics and the Environment
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Abstract - #306999 |
Title:
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Matern Cross-Covariance Functions for Multivariate Random Fields
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Author(s):
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Tilmann Gneiting*+ and William Kleiber and Martin Schlather
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Companies:
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Heidelberg University and University of Washington and University of Goettingen
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Address:
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, , ,
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Keywords:
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spatial statistics ;
covariance function ;
weather forecasting ;
random field
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Abstract:
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We introduce a flexible parametric family of matrix-valued covariance functions for multivariate spatial random fields, where each constituent component is a Matern process. The model parameters are interpretable in terms of process variance, smoothness, correlation length, and co-located correlation coefficients, which can be positive or negative. Both the marginal and the cross covariance functions are of the Matern type. In a data example on error fields for numerical predictions of temperature and pressure over the Pacific Northwest, we compare the Matern model to the traditional linear model of coregionalization.
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