ASkew– Gaussian Spatio– Temporal Process with Non– Stationary Correlation Structure

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BARZEGAR ZAHRA; Rivaz Firoozeh; JAFARI KHALEDI MAJID

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Journal Paper

Paper Information

Journal: Journal of the Iranian Statistical Society Year:2019 | Volume:18 | Issue:2 Page(s): 63-85

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Title

ASkew– Gaussian Spatio– Temporal Process with Non– Stationary Correlation Structure

Author(s)

BARZEGAR ZAHRA | Rivaz Firoozeh | JAFARI KHALEDI MAJID | Issue Writer Certificate

Keywords

Closed

Skew Normal Distribution

Low

Rank Models

Non

Stationarity

Spatio

Temporal Data

Abstract

This paper develops a new class of Spatio-temporal process models that can simultaneously capture skewness and Non-Stationarity. The proposed approach which is based on using the Closed skew-normal distribution in the Low-rank representation of stochastic processes, has several favorable properties. In particular, it greatly reduces the dimension of the Spatio-temporal latent variables and induces flexible correlation structures. Bayesian analysis of the model is implemented through a Gibbs MCMC algorithm which incorporates a version of the Kalman filtering algorithm. All fully conditional posterior distributions have Closed forms which show another advanta-geous property of the proposed model. We demonstrate the e ciency of our model through an extensive simulation study and an application to a real data set comprised of precipitation measurements.

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APA: Copy

BARZEGAR, ZAHRA, Rivaz, Firoozeh, & JAFARI KHALEDI, MAJID. (2019). ASkew– Gaussian Spatio– Temporal Process with Non– Stationary Correlation Structure. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 18(2), 63-85. SID. https://sid.ir/paper/724014/en

Vancouver: Copy

BARZEGAR ZAHRA, Rivaz Firoozeh, JAFARI KHALEDI MAJID. ASkew– Gaussian Spatio– Temporal Process with Non– Stationary Correlation Structure. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2019;18(2):63-85. Available from: https://sid.ir/paper/724014/en

IEEE: Copy

ZAHRA BARZEGAR, Firoozeh Rivaz, and MAJID JAFARI KHALEDI, “ASkew– Gaussian Spatio– Temporal Process with Non– Stationary Correlation Structure,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 18, no. 2, pp. 63–85, 2019, [Online]. Available: https://sid.ir/paper/724014/en

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