Statistical methods for regular monitoring data

Michael L. Stein

Journal of the Royal Statistical Society Series B, 2005, vol. 67, issue 5, 667-687

Abstract: Summary. Meteorological and environmental data that are collected at regular time intervals on a fixed monitoring network can be usefully studied combining ideas from multiple time series and spatial statistics, particularly when there are little or no missing data. This work investigates methods for modelling such data and ways of approximating the associated likelihood functions. Models for processes on the sphere crossed with time are emphasized, especially models that are not fully symmetric in space–time. Two approaches to obtaining such models are described. The first is to consider a rotated version of fully symmetric models for which we have explicit expressions for the covariance function. The second is based on a representation of space–time covariance functions that is spectral in just the time domain and is shown to lead to natural partially nonparametric asymmetric models on the sphere crossed with time. Various models are applied to a data set of daily winds at 11 sites in Ireland over 18 years. Spectral and space–time domain diagnostic procedures are used to assess the quality of the fits. The spectral‐in‐time modelling approach is shown to yield a good fit to many properties of the data and can be applied in a routine fashion relative to finding elaborate parametric models that describe the space–time dependences of the data about as well.

Date: 2005
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