Theory of spatio-temporal data analysis and its applications to environmental data
| Project/Area Number |
21500270
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Tohoku University |
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Principal Investigator |
MATSUDA Yasumasa 東北大学, 経済学研究科(研究院), 教授 (10301590)
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| Project Period (FY) |
2009-04-01 – 2014-03-31
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| Project Status |
Completed (Fiscal Year 2013)
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| Budget Amount *help |
¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Keywords | 時空間モデル / スペクトル密度関数 / 非定常性 / 局所ピリオドグラム / フーリエ解析 / spatial temporal data / Matern Class / local stationary / B-spline / Whittle likelihood / 局所定常過程 / Whittle尤度関数 / 時空間データ / ベイズ回帰モデル / Materan class / Kriging / long memory / Stochastic Volatility model / broad band / spatial data / spatial and temporal data / ピリオドグラム / smoothing parameter |
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| Research Abstract |
This research has conducted a proposition of nonstationary Fourier analysis of spatio-temporal data when observation points are irregularly spaced. Originally nonstatinary Fourier analysis was proposed for nonstationary time series analysis by local periodogram in order to identify temporal dependencies of time series models. Here we extend the method for time series to that for spatio-temporal data that makes it possible to identify local dependencies of spatial model parameters. The consistency of the estimators by the nonstationary Fourier methods has been proved. We have applied the methodology to land price data in Kanto area and examined nonstationary behaviors of land price data by the Fourier analysis.
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Report
(5 results)
Research Products
(19 results)
