The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift model that takes into account the effect of exogenous variables (either scalar or functional). Nevertheless uncertainty evaluation for functional spatial prediction remains an open issue. We propose a semi-parametric bootstrap for spatially correlated functional data that allows to evaluate the uncertainty of a predicted curve, ensuring that the spatial dependence structure is maintained in the bootstrap samples. The performance of the proposed methodology is assessed via a simulation study. Moreover, the approach is illustrated on a well known data set of Canadian temperature and on a real data set of PM10 concentration in the Piemonte region, Italy. Based on the results it can be concluded that the method is computationally feasible and suitable for quantifying the uncertainty around a predicted curve. Supplementary material including R code is available online.

Bootstrap based uncertainty bands for prediction in functional kriging

FRANCO VILLORIA, Maria;IGNACCOLO, Rosaria
2017

Abstract

The increasing interest in spatially correlated functional data has led to the development of appropriate geostatistical techniques that allow to predict a curve at an unmonitored location using a functional kriging with external drift model that takes into account the effect of exogenous variables (either scalar or functional). Nevertheless uncertainty evaluation for functional spatial prediction remains an open issue. We propose a semi-parametric bootstrap for spatially correlated functional data that allows to evaluate the uncertainty of a predicted curve, ensuring that the spatial dependence structure is maintained in the bootstrap samples. The performance of the proposed methodology is assessed via a simulation study. Moreover, the approach is illustrated on a well known data set of Canadian temperature and on a real data set of PM10 concentration in the Piemonte region, Italy. Based on the results it can be concluded that the method is computationally feasible and suitable for quantifying the uncertainty around a predicted curve. Supplementary material including R code is available online.
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130
148
https://arxiv.org/abs/1505.06966
http://www.sciencedirect.com/science/article/pii/S2211675317301240
B-splines, band depth, functional data modelling, generalized additive models, geostatistics, trace-variogram
Franco-Villoria, Maria; Ignaccolo, Rosaria
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2318/1642425
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