Geostatistical techniques for functional data were introduced by Goulard and Voltz (1993), but have only been developed recently. Several papers consider ordinary and universal kriging models to predict a curve at an unmonitored site under the assumption of a constant or longitude and latitude dependent mean or kriging with external drift, where scalar and functional exogenous variables are introduced. However, uncertainty evaluation of a predicted curve remains an open issue. Given the difficulty to derive sampling distributions for functional data, prediction band derivation can be approached using resampling methods. To evaluate uncertainty of a predicted curve, we adapt two semi-parametric bootstrap approach for spatially correlated data to the functional data case. The approach is illustrated by means of a simulation study.

Functional Kriging Uncertainty Assessment

IGNACCOLO, Rosaria;FRANCO VILLORIA, Maria
2016-01-01

Abstract

Geostatistical techniques for functional data were introduced by Goulard and Voltz (1993), but have only been developed recently. Several papers consider ordinary and universal kriging models to predict a curve at an unmonitored site under the assumption of a constant or longitude and latitude dependent mean or kriging with external drift, where scalar and functional exogenous variables are introduced. However, uncertainty evaluation of a predicted curve remains an open issue. Given the difficulty to derive sampling distributions for functional data, prediction band derivation can be approached using resampling methods. To evaluate uncertainty of a predicted curve, we adapt two semi-parametric bootstrap approach for spatially correlated data to the functional data case. The approach is illustrated by means of a simulation study.
THE XIII BIANNUAL CONGRESS OF SIMAI
MILAN, ITALY
13-16 SEPTEMBER 2016
PROCEEDINGS OF SIMAI 2016, THE XIII BIANNUAL CONGRESS OF SIMAI
Società Italiana di Matematica Applicata ed Industriale
566
570
978-88-6493-035-0
http://www1.mate.polimi.it/~simai2016/book.pdf
Ignaccolo, Rosaria; Franco-Villoria, Maria
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1620275
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