A Spatial-temporal Model for Temperature with Seasonal Variance

Jurate saltyte Benth, Fred Espen Benth and Paulius Jalinskas

Journal of Applied Statistics, 2007, vol. 34, issue 7, 823-841

Abstract: We propose a spatial-temporal stochastic model for daily average surface temperature data. First, we build a model for a single spatial location, independently on the spatial information. The model includes trend, seasonality, and mean reversion, together with a seasonally dependent variance of the residuals. The spatial dependency is modelled by a Gaussian random field. Empirical fitting to data collected in 16 measurement stations in Lithuania over more than 40 years shows that our model captures the seasonality in the autocorrelation of the squared residuals, a property of temperature data already observed by other authors. We demonstrate through examples that our spatial-temporal model is applicable for prediction and classification.

Keywords: Spatial-temporal random field; temperature; seasonally dependent variance (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (17)

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DOI: 10.1080/02664760701511398

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