کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148458 957835 2008 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Spatially varying dynamic coefficient models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Spatially varying dynamic coefficient models
چکیده انگلیسی

In this work we present a flexible class of linear models to treat observations made in discrete time and continuous space, where the regression coefficients vary smoothly in time and space. This kind of model is particularly appealing in situations where the effect of one or more explanatory processes on the response present substantial heterogeneity in both dimensions. We describe how to perform inference for this class of models and also how to perform forecasting in time and interpolation in space, using simulation techniques. The performance of the algorithm to estimate the parameters of the model and to perform prediction in time is investigated with simulated data sets. The proposed methodology is used to model pollution levels in the Northeast of the United States.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 138, Issue 4, 1 April 2008, Pages 1038–1058
نویسندگان
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