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Christopher K. Wikle
University of Missouri
Department of Statistics
May 2012
Notation
Exploratory and Descriptive Methods for
Spatio-Temporal Data
Motivation for Spatio-Temporal Statistical Modeling
(sst movie)
1997
Time (Year)
the other dimension 2000
0
It is typically helpful 4
associated with
2
various spatial
locations or regions of 1
Deg C
space. Consider the 0
SST anomaly 1
of the Pacific 3
1950 1955 1960 1965 1970 1975 1980 1985 1990 1995 2000
Year
Time-Series Plots:
1400
for each year from 1986 1988 1990 1992 1994 1996
Year
1998 2000 2002 2004
1986 - 2003.
Latitude
Latitude
10N 10N
0 0
Latitude
Latitude
10N 10N
Latitude
Latitude
10N 10N
0 0
10S 10S
20S 20S
30N
140E 160E 180 160W 140W 120W 100W 80W
Longitude
May 98
30S
30N
140E 160E 180 160W 140W 120W 100W 80W
Longitude
Nov 98
Latitude
Latitude
10N 10N
0 0
10S 10S
Latitude
Latitude
10N 10N
0 0
Latitude
10N 10N
2 2 resolution. 2 0 2
Spatial Maps:
80
60
20
sampling-route counts
from 1988-2003. The ECD
relative abundance is
represented by both the
size and color of the
circles.
Christopher K. Wikle (UMC) Statistics for Spatio-Temporal Data May 2012 19 / 47
Empirical Covariance/Correlation
for t = 1, . . . , T .
(a)
1.6
Longitude
0.8
0.6
Longitude
(b)
1
180
Now, consider an image 0.4
Longitude
plot of the empirical lag-0 160W
0.2
0.4
Ocean. 80W
140E 160E 180 160W 140W 120W 100W 80W
Longitude
20N
Latitude
component at 155 E, 5 N and the 0
10S
30S
for each of the pixels in the 140E 160E 180 160W
Longitude
140W 120W 100W 80W
where Z (si ) (1/T ) Tt=1 Z (si ; t), Ns (h) refers to the pairs of
P
spatial locations with spatial lag within some tolerance of of h, Nt ( )
refers to the pairs of time points with time lag within some tolerance
of , and |N()| refers to the number of elements (cardinality) of the
set N().
From this formula, we can construct the lag- empirical covariance
matrices C( ) , = 0, 1, 2, . . ..
Christopher K. Wikle (UMC) Statistics for Spatio-Temporal Data May 2012 26 / 47
Visualization: Empirical Spatio-Temporal Covariance
(a)
20
0.4
0.35
0.15
5 0.1
0
0
with spatial lags (h) in degrees and 0 20 40 60
Spatial Lag (deg)
80 100
0
0.4
0.35
0.25
10 0.2
0.0
5 0.1
0 0
0 20 40 60 80 100
Spatial Lag
100
90
80
70
Percent
60
50
40
30
0 10 20 30 40 50 60 70 80 90 100
EOF
(a) (c)
30N 30N
0.2
20N 0.1 20N
10N 0.05 10N 0.1
Latitude
Latitude
0 0 0 0
10S 0.05 10S 0.1
20S 0.1 20S
0.2
30S 30S
140E 160E 180 160W 140W 120W 100W 80W 140E 160E 180 160W 140W 120W 100W 80W
Longitude Longitude
(b) (d)
20 10
10 5
deg C
deg C
0 0
10 5
20 10
1970 1975 1980 1985 1990 1995 2000 1970 1975 1980 1985 1990 1995 2000
Year Year
(a) (c)
30N 30N
20N 0.1 20N
0.1
10N 10N
Latitude
Latitude
0 0 0 0
10S 10S
0.1 0.1
20S 20S
30S 30S
140E 160E 180 160W 140W 120W 100W 80W 140E 160E 180 160W 140W 120W 100W 80W
Longitude Longitude
(b) (d)
10
5
5
deg C
deg C
0 0
5
5
10
1970 1975 1980 1985 1990 1995 2000 1970 1975 1980 1985 1990 1995 2000
Year Year
1.5
Latitude
0 1
We consider plots of the leading eigenvalue for each year and the
EOF maps for two example years.
(a)
30N
1
20N
0.5
10N
Latitude
The spatial map of the leading 0
10S
0
0.5
Latitude
0 0
El Nino year and 1981 was not. 10S
0.5
20S
1
30S
140E 160E 180 160W 140W 120W 100W 80W
Longitude
principal components 10
(a) x 10
3
30N
20N 5
10N
Latitude
0 0
10S
30S
SST anomalies ( 1 ). (b) 140E 160E 180 160W 140W
Longitude
120W 100W 80W
55N
0
50N
2
45N
4
120W 110W 100W
3
SST
Indicated Mallard Pair Counts
1.5
1.5