時空過程的配適研究

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姓名

羅意昕(Yi-Sin Luo) 查詢紙本館藏

畢業系所

統計研究所

論文名稱

時空過程的配適研究
(An efficient modeling approach for spatiotemporal processes)

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至系統瀏覽論文 (2025-7-1以後開放)

摘要(中)

空間迴歸分析中，如何將解釋變數有效地加入共變異結構中以獲取更精確的空間預測是本文感興趣的議題。本文提供一種矩陣分解的方法，將解釋變數引入共變異結構中並能保證共變異矩陣為非負定矩陣，然後透過最大概似估計法估計模型參數。此外，本文將參數估計的結果結合自我迴歸模型(Autoregressive model)用以推測下一個時間點的參數值，並依此建立對應的研究區域之空間預測曲面。透過數值模擬實驗得知，本文所提的方法較一般常用的泛克利金迴歸法(universal kriging)有較佳的預測表現。同時本文亦透過分析臺灣PM2.5濃度的資料說明所提方法的實用性。

摘要(英)

In spatial regression analysis, how to incorporate possible covariates into the covariance structure and obtain a more accurate spatial prediction both are interesting issues. In this thesis, a method of matrix decomposition is proposed which not only can incorporate possible covariates into the covariance structure but also guarantees the resulting covariance matrix to be positive semidefinite. Then, model parameters are estimated by the maximum likelihood method. Based on the estimation results of model parameters and the autoregressive model, model parameter values and the corresponding predicted surface for the next time point can be obtained. Numerical results show that the proposed method is superior to the commonly used universal kriging method in terms of spatial prediction. Also, a real data example regarding the fine particulate matter concentration in Taiwan is analyzed for illustration.

關鍵字(中)

★ 變量訊息
★ 高斯過程
★ 地理統計
★ 空間預測

關鍵字(英)

★ Covariate information
★ Gaussian processes
★ Geostatistics
★ Spatial prediction

論文目次

Contents
1 Introduction 1
2 Covarigram accompanied by Spatial Covariate Information 4
2.1 Covarigram Based on the Matrix Decomposition . . . . . . . . . . . . . . . . 4
2.2 Incorporate Covariate Information in the Decomposition Matrix . . . . . . . 5
3 Parameter Estimation and Spatial Prediction 9
3.1 Parameter Estimation by ML Method . . . . . . . . . . . . . . . . . . . . . . 9
3.2 Parameter Estimation for the Future Time Based on the AR Model . . . . . 10
3.3 Spatial Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
4 Simulation Study 14
4.1 Spatial Prediction for the Observed Time . . . . . . . . . . . . . . . . . . . . 14
4.2 Spatial Prediction for the Future Time . . . . . . . . . . . . . . . . . . . . . 17
5 An Application 22
6 Discussion 30
Reference 32

參考文獻

Reference
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指導教授

陳春樹(Chun-Shu Chen)

審核日期

2022-6-16

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