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  • 标题:A Universal Kriging predictor for spatially dependent functional data of a Hilbert Space
  • 本地全文:下载
  • 作者:Alessandra Menafoglio ; Piercesare Secchi ; Matilde Dalla Rosa
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2013
  • 卷号:7
  • 页码:2209-2240
  • DOI:10.1214/13-EJS843
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We address the problem of predicting spatially dependent functional data belonging to a Hilbert space, with a Functional Data Analysis approach. Having defined new global measures of spatial variability for functional random processes, we derive a Universal Kriging predictor for functional data. Consistently with the new established theoretical results, we develop a two-step procedure for predicting georeferenced functional data: first model selection and estimation of the spatial mean (drift), then Universal Kriging prediction on the basis of the identified model. The proposed methodology is applied to daily mean temperatures curves recorded in the Maritimes Provinces of Canada.
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