1,721,260 research outputs found

    Families of covariance functions for bivariate random fields on spheres

    Full text link
    \ua9 2020This paper proposes a new class of covariance functions for bivariate random fields on spheres, having the same properties as the bivariate Mat\ue9rn model proposed in Euclidean spaces. The new class depends on the geodesic distance on a sphere; it allows for indexing differentiability (in the mean square sense) and fractal dimensions of the components of any bivariate Gaussian random field having such covariance structure. We find parameter conditions ensuring positive definiteness. We discuss other possible models and illustrate our findings through a simulation study, where we explore the performance of maximum likelihood estimation method for the parameters of the new covariance function. A data illustration then follows, through a bivariate data set of temperatures and precipitations, observed over a large portion of the Earth, provided by the National Oceanic and Atmospheric Administration Earth System Research Laboratory

    Relations between schoenberg coefficients on real and complex spheres of different dimensions

    Full text link
    Positive definite functions on spheres have received an increasing interest in many branches of mathematics and statistics. In particular, the Schoenberg sequences in the spectral representation of positive definite functions have been studied by several mathematicians in the last years. This paper provides a set of relations between Schoenberg sequences defined over real as well as complex spheres of different dimensions. We illustrate our findings describing an application to strict positive definiteness

    A semiparametric class of axially symmetric random fields on the sphere

    No full text
    The paper provides a way to model axially symmetric random fields defined over the two-dimensional unit sphere embedded in the three-dimensional Euclidean space. Specifically, our strategy is to integrate an isotropic random field on the sphere over longitudinal arcs with a given central angle. The resulting random field is shown to be axially symmetric and to have the arc central angle as a tuning parameter that allows for isotropy as well as for longitudinal independence as limit cases. We then consider multivariate longitudinally integrated random fields, having the same properties of axial symmetry and a tuning parameter (arc central angle) proper to each random field component. This construction allows for a unified framework for vector-valued random fields that can be geodesically isotropic, axially symmetric, or longitudinally independent. Additionally, all the components of the vector random field are allowed to be cross-correlated. We finally show how to simulate the proposed axially symmetric scalar and vector random fields through a computationally efficient algorithm that exactly reproduces the desired covariance structure and provides approximately Gaussian finite-dimensional distributions

    Analisi sperimentale e simulazione FEM del comportamento vibrazionale della nuova metropolitana leggera di Cagliari

    No full text
    Nella memoria viene analizzato il comportamento vibrazionale della Nuova Metropolitana Leggera di Cagliari e condotta una valutazione di alcuni differenti interventi di mitigazione. Un particolare sito sperimentale è stato monitorato prima della costruzione della nuova linea metropolitana, realizzata attraverso l’adeguamento di una preesistente ferrovia a scartamento ridotto. Lo studio, dapprima condotto sperimentalmente, ha compreso una serie di misurazioni lungo allineamenti perpendicolari alla linea ferrata, per circa 45 m., in corrispondenza del passaggio dei convogli ferroviari. Ciò ha permesso di costruire il profilo di attenuazione delle vibrazioni e validare il modello agli elementi finiti, utilizzato nella seconda fase della ricerca per simulare il fenomeno. Il modello così validato è stato successivamente testato, modificando l’input della forzante generata dai nuovi convogli e trasmessa al terreno dal nuovo armamento. I risultati hanno confermato il migliore comportamento della nuova metropolitana e, in modo meno banale, hanno permesso di quantificare l’attitudine di 4 tecniche differenti per lo smorzamento delle vibrazioni. Il fenomeno è stato poi studiato parametricamente modificando gli input del modello quali materiali, potenza degli strati e configurazione al contorno. Infine, vengono illustrati i risultati del monitoraggio condotto in fase di costruzione e collaudo dell’opera

    SPACE-TIME ESTIMATION AND PREDICTION UNDER FIXED-DOMAIN ASYMPTOTICS WITH COMPACTLY SUPPORTED COVARIANCE FUNCTIONS

    Full text link
    We study the estimation and prediction of Gaussian processes with spacetime covariance models belonging to the dynamical generalized Wendland (DGW) family, under fixed-domain asymptotics. Such a class is nonseparable, has dynamical compact supports, and parameterizes differentiability at the origin similarly to the space-time Matern class.Our results are presented in two parts. First, we establish the strong consistency and asymptotic normality for the maximum likelihood estimator of the microergodic parameter associated with the DGW covariance model, under fixed-domain asymptotics. The second part focuses on optimal kriging prediction under the DGW model and an asymptotically correct estimation of the mean squared error using a misspecified model. Our theoretical results are, in turn, based on the equivalence of Gaussian measures under some given families of space-time covariance functions, where both space or time are compact. The technical results are provided in the online Supplementary material

    Unifying compactly supported and Matern covariance functions in spatial statistics

    Full text link
    The Matern family of covariance functions has played a central role in spatial statistics for decades, being a flexible parametric class with one parameter determining the smoothness of the paths of the underlying spatial field. This paper proposes a family of spatial covariance functions, which stems from a reparameterization of the generalized Wendland family. As for the Matern case, the proposed family allows for a continuous parameterization of the smoothness of the underlying Gaussian random field, being additionally compactly supported.More importantly, we show that the proposed covariance family generalizes the Matern model which is attained as a special limit case. This implies that the (reparametrized) Generalized Wendland model is more flexible than the Matern model with an extra-parameter that allows for switching from compactly to globally supported covariance functions.Our numerical experiments elucidate the speed of convergence of the proposed model to the Matern model. We also inspect the asymptotic distribution of the maximum likelihood method when estimating the parameters of the proposed covariance models under both increasing and fixed domain asymptotics. The effectiveness of our proposal is illustrated by analyzing a georeferenced dataset of mean temperatures over a region of French, and performing a re-analysis of a large spatial point referenced dataset of yearly total precipitation anomalies. (C) 2022 Published by Elsevier Inc

    Nonseparable, space-time covariance functions with dynamical compact supports

    Full text link
    This study provides new classes of nonseparable space-time covariance functions with spatial (or temporal) margins that belong to the generalized Wendland class of compactly supported covariance functions. An interesting feature of our covariances, from a computational viewpoint, is that the compact support is a decreasing function of the temporal (spatial) lag. We provide conditions for the validity of the proposed class, and analyze the problem of differentiability at the origin for the temporal (spatial) margin. A simulation study explores the finite-sample properties and the computational burden associated with the maximum likelihood estimation of the covariance parameters. Finally, we apply the proposed covariance models to Irish wind speed data, and compare the results with those of Gneiting-Matérn models in terms of fitting, prediction efficiency, and computational burden. The necessary and sufficient conditions, together with other results on dynamically varying compact supports, are provided in the online Supplementary Material
    corecore