Journal of the Royal Statistical Society Series C (Applied Statistics) · 2001 · 97 citations · 18 references
Natural SciencesEarth SciencesMeteorologyRemote SensingSpatial AnalysisSpatial ModelingRadar ReflectivityRadar Signal ProcessingSpatial Covariance ModelingSpatial Time SeriesState-space ModelsTime Series ForecastingCovariance StructureRadar Data CalibrationRadar Rainfall EstimationRainfall Intensity MeasurementReflectanceSpatial ContextState-space CalibrationWeather Radar Observation
SUMMARY Motivated by a specific problem concerning the relationship between radar reflectance and rainfall intensity, the paper develops a space–time model for use in environmental monitoring applications. The model is cast as a high dimensional multivariate state space time series model, in which the cross-covariance structure is derived from the spatial context of the component series, in such a way that its interpretation is essentially independent of the particular set of spatial locations at which the data are recorded. We develop algorithms for estimating the parameters of the model by maximum likelihood, and for making spatial predictions of the radar calibration parameters by using realtime computations. We apply the model to data from a weather radar station in Lancashire, England, and demonstrate through empirical validation the predictive performance of the model.
18
Forecasting, Structural Time Series Models and the Kalman Filter
Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations
Computing, Mathematics, Forecasting +13
Geostatistical Space–Time Models: A Review
Phaedon Kyriakidis, André G. Journel · Mathematical Geology · 1999 · 500 citations