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Measuring, mapping, and uncertainty quantification in the space-time cube

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Abstract

The space-time cube is not a cube of course, but the idea of one is useful. Its base is a spatial domain, \(D_t\), and the “cube” is traced out by a process of spatial domains, \(\{D_t:t\ge 0\}\). Now fill the cube with a spatio-temporal stochastic process \(\{Y_t(\mathbf{s} ):\mathbf{s} \in D_t,t\ge 0\}\). Assume that \(\{D_t\}\) is fixed and known (but clearly it too could be stochastic). Slicing the cube laterally for a fixed \(t_0\) generates a spatial stochastic process \(\{Y_{t_0}(\mathbf{s} ):\mathbf{s} \in D_{t_0}\}\). Slicing the cube longitudinally for a fixed \(\mathbf{s} _0\) generates a temporal process \(\{Y_t(\mathbf{s} _0):t\ge 0\}\) that, after dicing, yields a time series, \(\{Y_0(\mathbf{s} _0),Y_1(\mathbf{s} _0),\ldots \}\). These are the main highways that traverse the cube but other, less-traveled paths, can be taken. In this paper, we discuss spatio-temporal data and processes whose domain is the space-time cube, and we incorporate them into hierarchical statistical models for spatio-temporal data.

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Acknowledgements

Material from Chapters 1, 2, and 6 of [10] is used with permission from the publisher: Copyright ©(2011) by John Wiley and Sons, Inc. All rights reserved. Cressie’s research was supported by ARC Discovery Project DP190100180. Wikle’s research was supported by NSF grants SES-1853096 and DMS-1811745.

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Cressie, N., Wikle, C.K. Measuring, mapping, and uncertainty quantification in the space-time cube. Rev Mat Complut 33, 643–660 (2020). https://doi.org/10.1007/s13163-020-00359-7

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