Mean-dependent nonstationary spatial models
Abstract
Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in areas with high mean rainfall. Common nonstationary covariance models introduce parameters specific to each location, giving a highly-parameterized model which is difficult to fit. We develop a nonstationary spatial model that uses the mean to determine the covariance in a region, resulting in a far simpler, albeit more specialized, model. We explore inferential and predictive properties of the model under various simulated data situations. We show that this model in certain circumstances improves predictions compared to a standard stationary spatial model. We further propose a computationally efficient approximation that has comparable predictive accuracy. We also develop a test for nonstationary data and show it reliably identifies nonstationarity. We apply these methods to daily precipitation in Puerto Rico.
Cite
@article{arxiv.1905.12684,
title = {Mean-dependent nonstationary spatial models},
author = {Geoffrey Colin Lee Peterson and Joseph Guinness and Adam Terando and Brian J. Reich},
journal= {arXiv preprint arXiv:1905.12684},
year = {2019}
}