The Codispersion Coefficient

Ronny Vallejos (), Felipe Osorio () and Moreno Bevilacqua
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Ronny Vallejos: Federico Santa María Technical University, Department of Mathematics
Felipe Osorio: Federico Santa María Technical University, Department of Mathematics
Moreno Bevilacqua: Universidad Adolfo Ibañez, Faculty of Engineering and Sciences

Chapter Chapter 5 in Spatial Relationships Between Two Georeferenced Variables, 2020, pp 79-114 from Springer

Abstract: Abstract In this chapter, we study another measure to quantify the assessment of two spatial or temporal series. This coefficient, called the codispersion coefficient, was first introduced by Matheron (1965) and has been used in several applications (Goovaerts 1994, 1997, 1998; Chiles and Delfiner 1999; Blanco-Moreno et al. 2005; Vallejos 2008, 2012; Buckley et al. 2016a, b). It is a normalized version of the cross-variogram of two spatial sequences and has been extensively used in multivariate spatial prediction (Ver Hoef and Barry 1998). Rukhin and Vallejos (2008) studied the codispersion coefficient from both theoretical and applied perspectives. This coefficient has also been studied in time series to address how two time sequences change concurrently; the codispersion coefficient is a geometrically natural comovement coefficient in that it compares proportional slopes at matched pairs of points across sequences (Croux et al. 2001). Applications and extensions of the codispersion coefficient can be found in Vallejos et al. (2015).

Date: 2020
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DOI: 10.1007/978-3-030-56681-4_5

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