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Multivariate Kalman filtering for spatio-temporal processes.

ABSTRACT: An increasing interest in models for multivariate spatio-temporal processes has been noted in the last years. Some of these models are very flexible and can capture both marginal and cross spatial associations amongst the components of the multivariate process. In order to contribute to the statistical analysis of these models, this paper deals with the estimation and prediction of multivariate spatio-temporal processes by using multivariate state-space models. In this context, a multivariate spatio-temporal process is represented through the well-known Wold decomposition. Such an approach allows for an easy implementation of the Kalman filter to estimate linear temporal processes exhibiting both short and long range dependencies, together with a spatial correlation structure. We illustrate, through simulation experiments, that our method offers a good balance between statistical efficiency and computational complexity. Finally, we apply the method for the analysis of a bivariate dataset on average daily temperatures and maximum daily solar radiations from 21 meteorological stations located in a portion of south-central Chile.

Supplementary information

The online version contains supplementary material available at 10.1007/s00477-022-02266-3.

SUBMITTER: Ferreira G

PROVIDER: S-EPMC9303052 | biostudies-literature |

REPOSITORIES: biostudies-literature

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Project description:A key challenge in island biogeography is to quantity the role of dispersal in shaping biodiversity patterns among the islands of a given archipelago. Here, we propose such a framework. Dispersal within oceanic archipelagos may be conceptualized as a spatio-temporal process dependent on: (1) the spatial distribution of islands, because the probability of successful dispersal is inversely related to the spatial distance between islands and (2) the chronological sequence of island formation that determines the directional asymmetry of dispersal (hypothesized to be predominantly from older to younger islands). From these premises, directional network models may be constructed, representing putative connections among islands. These models may be translated to eigenfunctions in order to be incorporated into statistical analysis. The framework was tested with 12 datasets from the Hawaii, Azores, and Canaries. The explanatory power of directional network models for explaining species composition patterns, assessed by the Jaccard dissimilarity index, was compared with simpler time-isolation models. The amount of variation explained by the network models ranged from 5.5% (for Coleoptera in Hawaii) to 60.2% (for Pteridophytes in Canary Islands). In relation to the four studied taxa, the variation explained by network models was higher for Pteridophytes in the three archipelagos. By the contrary, small fractions of explained variation were observed for Coleoptera (5.5%) and Araneae (8.6%) in Hawaii. Time-isolation models were, in general, not statistical significant and explained less variation than the equivalent directional network models for all the datasets. Directional network models provide a way for evaluating the spatio-temporal signature of species dispersal. The method allows building scenarios against which hypotheses about dispersal within archipelagos may be tested. The new framework may help to uncover the pathways via which species have colonized the islands of a given archipelago and to understand the origins of insular biodiversity.

Dataset Information

Multivariate Kalman filtering for spatio-temporal processes.

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