Mixture Transition Distribution Modelling of Multivariate Time Series of Discrete State Processes: With an Application to Modelling Flowering Synchronisation with Respect to Climate Dynamics

Irene Lena Hudson, Susan Kim and Marie Keatley

A chapter in Probability, Combinatorics and Control from IntechOpen

Abstract: A new approach to assess synchronicity developed in this chapter is a novel bivariate extension of the generalised mixture transition distribution (MTDg) model (we coin this B-MTD). The aim of this chapter is to test MTDg an extended MTD with interactions model and its bivariate extension of MTD (B-MTD) to investigate synchrony of flowering of four Eucalypts species--E. leucoxylon, E. microcarpa, E. polyanthemos and E. tricarpa over a 31 year period. The mixture transition distribution (MTDg) is a method to estimate transition probabilities of high order Markov chains. Our B-MTD approach allows us the derive rules of thumb for synchrony and asynchrony between pairs of species, e.g. flowering of the four species. The latter B-MTD rules are based on transition probabilities between all possible on and off flowering states from previous to current time. We also apply MTDg modelling using lagged flowering states and climate covariates as predictors to model current flowering status (on/off) to assess synchronisation using residuals from the resultant models via our adaptation of Moran's classic synchrony statistic. We compare these MTDg (with covariates)-based synchrony measures with our B-MTD results in addition to those from extended Kalman filter (EKF)-based residuals.

Keywords: multivariate mixed transition distributions; Markov chains; synchrony; climate; eucalypt flowering (search for similar items in EconPapers)
JEL-codes: C60 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:ito:pchaps:201440

DOI: 10.5772/intechopen.88554

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