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  • 标题:Stilt: Easy Emulation of Time Series AR(1) Computer Model Output in Multidimensional Parameter Space
  • 本地全文:下载
  • 作者:Roman Olson ; Kelsey L. Ruckert ; Won Chang
  • 期刊名称:R News
  • 印刷版ISSN:1609-3631
  • 出版年度:2018
  • 卷号:10
  • 期号:2
  • 页码:209-225
  • 语种:English
  • 出版社:The R Foundation for Statistical Computing
  • 摘要:Statistically approximating or “emulating” time series model output in parameter space is a common problem in climate science and other fields. There are many packages for spatio-temporal modeling. However, they often lack focus on time series, and exhibit statistical complexity. Here, we present the R package stilt designed for simplified AR(1) time series Gaussian process emulation, and provide examples relevant to climate modelling. Notably absent is Markov chain Monte Carlo estimation – a challenging concept to many scientists. We keep the number of user choices to a minimum. Hence, the package can be useful pedagogically, while still applicable to real life emulation problems. We provide functions for emulator cross-validation, empirical coverage, prediction, as well as response surface plotting. While the examples focus on climate model emulation, the emulator is general and can be also used for kriging spatio-temporal data.
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