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Combining spatial and temporal correlation

1 message · Highland Statistics Ltd

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I would try to do this in a Bayesian context:
1. Fit a low rank thin plate spline
2. Add the random effect
3. Add an extra residual term epsilon..and impose a residual CAR 
correlation structure. You can now fill in a matrix C for the 
correlation however you want (though you have to follow some 
rules).....spatial correlation...or temporal correlation...or both.
4. Let your computer run...and run...and run

You can do this in R2WinBUGS. We are on the point to finish a book with 
only case studies on this stuff. Great fun!

An alternative approach to deal with the spatial-temporal correlation is 
to impose a spatial correlation on the residuals and let the parameters 
of the model change over time. Not sure how that would work with 
smoothers though.

The latest book from Cressie & Wikle (Statistics for Spatio-Temporal 
Data) may give you some ideas.

Alain