New classes of cross-covariance functions have been recently proposed, nevertheless the linear coregionalization model (LCM) is still of interest and widely applied. In this paper, a new fitting procedure of the space-time LCM (STLCM) using the generalized product-sum model is proposed. This procedure is based on the well known algorithm of matrix simultaneous diagonalization, applied on the sample matrix variograms computed for multiple spatial-temporal lags.

A new procedure for fitting a multivariate space-time linear coregionalization model

DE IACO, Sandra;PALMA, Monica;POSA, Donato
2011-01-01

Abstract

New classes of cross-covariance functions have been recently proposed, nevertheless the linear coregionalization model (LCM) is still of interest and widely applied. In this paper, a new fitting procedure of the space-time LCM (STLCM) using the generalized product-sum model is proposed. This procedure is based on the well known algorithm of matrix simultaneous diagonalization, applied on the sample matrix variograms computed for multiple spatial-temporal lags.
2011
9788896025123
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/363613
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