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dc.contributor.authorHuang, Huang
dc.contributor.authorSun, Ying
dc.contributor.authorGenton, Marc G.
dc.date.accessioned2020-12-01T11:27:47Z
dc.date.available2020-12-01T11:27:47Z
dc.date.issued2020-08-09
dc.identifier.urihttp://hdl.handle.net/10754/666189
dc.description.abstractThe prevalence of multivariate space-time data collected from monitoring networks and satellites or generated from numerical models has brought much attention to multivariate spatio-temporal statistical models, where the covariance function plays a key role in modeling, inference, and prediction. For multivariate space-time data, understanding the spatio-temporal variability, within and across variables, is essential in employing a realistic covariance model. Meanwhile, the complexity of generic covariances often makes model fitting very challenging, and simplified covariance structures, including symmetry and separability, can reduce the model complexity and facilitate the inference procedure. However, a careful examination of these properties is needed in real applications. In the work presented here, we formally define these properties for multivariate spatio-temporal random fields and use functional data analysis techniques to visualize them, hence providing intuitive interpretations. We then propose a rigorous rank-based testing procedure to conclude whether the simplified properties of covariance are suitable for the underlying multivariate space-time data. The good performance of our method is illustrated through synthetic data, for which we know the true structure. We also investigate the covariance of bivariate wind speed, a key variable in renewable energy, over a coastal and an inland area in Saudi Arabia.
dc.publisherarXiv
dc.relation.urlhttps://arxiv.org/pdf/2008.03689
dc.rightsArchived with thanks to arXiv
dc.titleVisualization of Covariance Structures for Multivariate Spatio-Temporal Random Fields
dc.typePreprint
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.contributor.departmentStatistics Program
dc.eprint.versionPre-print
dc.identifier.arxivid2008.03689
kaust.personHuang, Huang
kaust.personSun, Ying
kaust.personGenton, Marc G.
refterms.dateFOA2020-12-01T11:28:13Z


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