Model comparison and selection for stationary space-time models

  • Authors:
  • H. -C. Huang;F. Martinez;J. Mateu;F. Montes

  • Affiliations:
  • Institute of Statistical Science, Academia Sinica, Taipei 115, Taiwan;Department of Statistics and O.R., Universitat de Valencia, E-46100 Burjassot, Spain;Department of Mathematics, Universitat Jaume I, Campus Riu Sec, E-12071 Castellon, Spain;Department of Statistics and O.R., Universitat de Valencia, E-46100 Burjassot, Spain

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2007

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Abstract

An intensive simulation study to compare the spatio-temporal prediction performances among various space-time models is presented. The models having separable spatio-temporal covariance functions and nonseparable ones, under various scenarios, are also considered. The computational performance among the various selected models are compared. The issue of how to select an appropriate space-time model by accounting for the tradeoff between goodness-of-fit and model complexity is addressed. Performances of the two commonly used model-selection criteria, Akaike information criterion and Bayesian information criterion are examined. Furthermore, a practical application based on the statistical analysis of surface shortwave radiation budget (SSRB) data is presented.