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Model comparison and selection for stationary space-time models
Journal article   Peer reviewed

Model comparison and selection for stationary space-time models

F. Martinez, J. Mateu and F. Montes
Computational Statistics and Data Analysis, Vol.51(9), pp.4577-4596
05/2007

Abstract

AIC BIC Kalman filter Maximum likelihood Nonseparable and separable spatio-temporal covariance function Surface shortwave radiation budget (SSRB) Statistics and Probability,Computational Mathematics,Computational Theory and Mathematics,Applied Mathematics
An intensive simulation study to compare the spatio-temporal prediction performances among various space-time models is presented. The models having separable spatio-temporal covariance functions and nonseparable ones, under various scenarios, are also considered. The computational performance among the various selected models are compared. The issue of how to select an appropriate space-time model by accounting for the tradeoff between goodness-of-fit and model complexity is addressed. Performances of the two commonly used model-selection criteria, Akaike information criterion and Bayesian information criterion are examined. Furthermore, a practical application based on the statistical analysis of surface shortwave radiation budget (SSRB) data is presented. © 2006 Elsevier B.V. All rights reserved.

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