Prediction for spatio-temporal models with autoregression in errors

Hongxia Wang, Jinde Wang and Bo Huang

Journal of Nonparametric Statistics, 2012, vol. 24, issue 1, 217-244

Abstract: In various environmental studies spatio-temporal correlated data are involved, so there has been an increasing demand for spatio-temporal prediction methods that capture spatio-temporal correlation so as to improve the accuracy of prediction. In this paper we propose a nonparametric iteration procedure for spatio-temporal models with specific autocorrelation structures. We extended the local linear method for spatial data to spatio-temporal local linear models, taking both spatial and temporal characteristics into consideration. The asymptotic normality of the predictors is established under mild conditions. The results of a simulation and case study also show that our predictors perform better than the traditional local linear method.

Date: 2012
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DOI: 10.1080/10485252.2011.616893

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