Environmental and Ecological Statistics

, Volume 5, Issue 2, pp 173–190

A process-convolution approach to modelling temperatures in the North Atlantic Ocean

  • David Higdon

DOI: 10.1023/A:1009666805688

Cite this article as:
Higdon, D. Environmental and Ecological Statistics (1998) 5: 173. doi:10.1023/A:1009666805688


This paper develops a process-convolution approach for space-time modelling. With this approach, a dependent process is constructed by convolving a simple, perhaps independent, process. Since the convolution kernel may evolve over space and time, this approach lends itself to specifying models with non-stationary dependence structure. The model is motivated by an application from oceanography: estimation of the mean temperature field in the North Atlantic Ocean as a function of spatial location and time. The large amount of this data poses some difficulties; hence computational considerations weigh heavily in some modelling aspects. A Bayesian approach is taken here which relies on Markov chain Monte Carlo for exploring the posterior distribution.

Bayesian inference moving average non-stationarity oceanography space-time modelling spatial correlation 

Copyright information

© Kluwer Academic Publishers 1998

Authors and Affiliations

  • David Higdon
    • 1
  1. 1.Institute of Statistics and Decision SciencesDuke UniversityDurhamUSA

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