R
INFERENCE FOR SPATIO-TEMPORAL DATA
Noel Cressie
Department of Statistics
Iowa State University
Most environmental processes involve variability over both space and
time. The extension of traditional geostatistical methods, such as
kriging, to the spatio-temporal domain is one possible approach to
characterize this variability. In this talk, I present this descriptive
approach and an approach that uses a statistical model that is
temporally dynamic and spatially descriptive. With the inclusion of a
measurement equation, this formulation naturally leads to the
development of a spatio-temporal Kalman filter. This can be viewed as
empirical Bayesian inference in a hierarchical model. I then go on to
discuss fully Bayesian inference for spatio-temporal data.