Fast estimation of spatially dependent temporal vegetation trends using Gaussian Markov random fields
David Bolin,
Johan Lindström,
Lars Eklundh and
Finn Lindgren
Computational Statistics & Data Analysis, 2009, vol. 53, issue 8, 2885-2896
Abstract:
There is a need for efficient methods for estimating trends in spatio-temporal Earth Observation data. A suitable model for such data is a space-varying regression model, where the regression coefficients for the spatial locations are dependent. A second order intrinsic Gaussian Markov Random Field prior is used to specify the spatial covariance structure. Model parameters are estimated using the Expectation Maximisation (EM) algorithm, which allows for feasible computation times for relatively large data sets. Results are illustrated with simulated data sets and real vegetation data from the Sahel area in northern Africa. The results indicate a substantial gain in accuracy compared with methods based on independent ordinary least squares regressions for the individual pixels in the data set. Use of the EM algorithm also gives a substantial performance gain over Markov Chain Monte Carlo-based estimation approaches.
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00445-3
Full text for ScienceDirect subscribers only.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:53:y:2009:i:8:p:2885-2896
Access Statistics for this article
Computational Statistics & Data Analysis is currently edited by S.P. Azen
More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().