Research

Modeling non-stationary processes through dimension expansion


Reference:

Bornn, L., Shaddick, G. and Zidek, J. V., 2012. Modeling non-stationary processes through dimension expansion. Journal of the American Statistical Association, 107 (497), pp. 281-289.

Related documents:

[img]
Preview
PDF (author's accepted version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Download (1829kB) | Preview

    Official URL:

    http://dx.doi.org/10.1080/01621459.2011.646919

    Abstract

    In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying complex patterns in the physical plane. By combining aspects of multi-dimensional scaling, group lasso, and latent variable models, a dimensionally sparse projection is found in which the originally nonstationary field exhibits stationarity. Following a comparison with existing methods in a simulated environment, dimension expansion is studied on a classic test-bed data set historically used to study nonstationary models. Following this, we explore the use of dimension expansion in modeling air pollution in the United Kingdom, a process known to be strongly influenced by rural/urban effects, amongst others, which gives rise to a nonstationary field.

    Details

    Item Type Articles
    CreatorsBornn, L., Shaddick, G. and Zidek, J. V.
    DOI10.1080/01621459.2011.646919
    DepartmentsFaculty of Science > Mathematical Sciences
    Publisher StatementBornn_Jasa_rev1.pdf: http://pubs.amstat.org/loi/jasa
    RefereedYes
    StatusPublished
    ID Code26620

    Export

    Actions (login required)

    View Item

    Document Downloads

    More statistics for this item...