Cokriging for spatial functional data

David Nerini, Pascal Monestiez and Claude Manté

Journal of Multivariate Analysis, 2010, vol. 101, issue 2, 409-418

Abstract: This work proposes to generalize the method of kriging when data are spatially sampled curves. A spatial functional linear model is constructed including spatial dependencies between curves. Under some regularity conditions of the curves, an ordinary kriging system is established in the infinite dimensional case. From a practical point-of-view, the decomposition of the curves into a functional basis boils down the problem of kriging in infinite dimension to a standard cokriging on basis coefficients. The methodological developments are illustrated with temperature profiles sampled with dives of elephant seals in the Antarctic Ocean. The projection of sampled profiles into a Legendre polynomial basis is performed with a regularization procedure based on spline smoothing which uses the variance of the sampling devices in order to estimate coefficients by quadrature.

Keywords: Functional; data; analysis; RKHS; Functional; linear; model; Coregionalization; Cokriging; Legendre; polynomials (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (18)

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