Applying a new procedure for fitting a multivariate space-time linear coregionalization model

摘要

The near simultaneous diagonalization of the sample space-time matrix covariances or variograms makes the fitting procedure of a space-time linear coregionalization model (ST-LCM) easier. The method is illustrated by a case study involving data on three environmental variables measured at some monitoring stations of the Puglia region, Italy. It is shown that the near diagonalization works very well for this data set and the cross validation results show that the fitted matrix variogram is appropriate for the data.