A Space-Time Model with Application to Annual Temperature Anomalies; Lee, Eui-Kyoo; Moon, Myung-Sang; Gunst, Richard F.;
Spatiotemporal statistical models are used for analyzing space-time data in many fields, such as environmental sciences, meteorology, geology, epidemiology, forestry, hydrology, fishery, and so on. It is well known that classical spatiotemporal process modeling requires the estimation of space-time variogram or covariance functions. In practice, the estimation of such variogram or covariance functions are computationally difficult and highly sensitive to data structures. We investigate a Bayesian hierarchical model which allows the specification of a more realistic series of conditional distributions instead of computationally difficult and less realistic joint covariance functions. The spatiotemporal model investigated in this study allows both spatial component and autoregressive temporal component. These two features overcome the inability of pure time series models to adequately predict changes in trends in individual sites.