Abstract
A statistically efficient approach is adopted for modeling spatial time-series of large data sets. The estimation of the main diagnostic tool such as the likelihood function in Gaussian spatiotemporal models is a cumbersome task when using extended spatial time-series such as air pollution. Here, using the Innovation Algorithm, we manage to compute it for many spatiotemporal specifications. These specifications refer to the spatial periodic-trend, the spatial autoregressive moving average, the spatial autoregressive integrated and fractionally integrated moving average Gaussian models. Our method is applied to daily pollutants over a large metropolitan area like Athens. In the applied part of our paper, we first diagnose temporal and spatial structures of data using non-likelihood based criteria, such as the empirical autocorrelation and covariance functions. Second, we use likelihood and non-likelihood based criteria to select a spatiotemporal model among various specifications. Finally, using kriging we regionalize the resulting parameter estimates of the best-fitted model in space at any unmonitored location in the Athens region. The results show that a specific autoregressive integrated moving average spatiotemporal model can optimally perform in within and out of spatial sample estimation. Supplemental materials for this article are available from the journal website.
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Tsiotas, G., Argiriou, A.A. An Efficient Approach to Spatiotemporal Analysis and Modeling of Air Pollution Data. JABES 16, 371–388 (2011). https://doi.org/10.1007/s13253-011-0057-7
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DOI: https://doi.org/10.1007/s13253-011-0057-7