Year: 2010
Type: preprint
Abstract: In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying complex patterns in the physical plane. By combining aspects of multi-dimensional scaling, group lasso, and latent variables models, a dimensionally sparse projection is found in which the originally nonstationary field exhibits stationarity. Following a comparison with existing methods in a simulated environment, dimension expansion is studied on a classic test-bed data set historically used to study nonstationary models. Following this, we explore the use of dimension expansion in modeling air pollution in the United Kingdom, a process known to be strongly influenced by rural/urban effects, amongst others, which gives rise to a nonstationary field.
Source: arXiv (Cornell University)
Authors: Bornn, Luke, Shaddick, Gavin, Zidek, James V
Institutions: University of British Columbia, University of Bath
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2953246325