Space/time covariance models
Date given: 10/11
Due: 10/23 noon
Part 1 (20 points)
Consider the space/time random field (S/TRF) X(p), with p=(s,t), where s=(s1,s2) is the 2D spatial location, and t is time.† Assume that X(p) (measured in ppm) has a zero mean (over space and time), and that it has the following covariance
where r is the spatial lag (Km), t is the temporal lag (day), and the covariance parameters are c01=1.5 ppm2, ar1=1 Km and at1=3 days, c02=0.5 ppm2, ar2=30 Km and at2=700 days.†
1) Can this field be assumed to be homogeneous/stationary? Can you express this covariance model as a space/time separable model? What is the variance of X(p)? Describe physically the covariance model and each of its coefficients c01, ar1, etc.
2) Write the expression the covariance when the temporal lag t †is zero:
cX(r,t =0) = Ö
3) Write the expression the covariance when the spatial lag r is zero:
cX(r=0,t ) = Ö
Part2 (30 points)
1) Consider a homogenous space/time random field (S/TRF) X(p) where we know that itís covariance model verifies the following two expressions
where varX=2.0 ppm2, ar1=1 Km and at1=3 days, ar2=30 Km and at2=700 days.† Find an expression for the space/time covariance model cX(r,t ) such that the above two expressions are true.† Is that a space/time separable covariance model?
2) Now consider the following two expressions
where varX=2.0 ppm2, ar1=1 Km and at1=3 days, ar2=30 Km and at2=700 days. Find one or more expressions for the space/time covariance model cX(r,t ) such that the above two expressions are true, or if this is not possible, explain why.
Part 3 (25 points)
1) Model the space/time covariance of the Arsenic dataset.† Do an exploratory analysis of this data and model its covariance model.† Provide a write up describing your analysis.† This write up should describe the distribution of the data (is it normal?), it should have a figure showing the experimental and model covariance, it should provide the mathematical expression of the spatial and temporal components of your s/t covariance, and it should provide the expression for the full s/t covariance model.
2) Do the same analysis for the Flu dataset.†
Part 4 (25 points)
Model the space/time covariance for your project dataset.† Provide a write up describing your covariance analysis.† This write-up should include your covariance model, it should have representative figure(s) showing how well this covariance model fits the experimental covariance values.† Discuss in that write up what you think your covariance is physically representing.† This write-up will serve as a part of your final project where you present the covariance model analysis.
Submit part 3 as a well-written word document named yourfirstname_yourlastname_hwk5_part3.docx that you send to the instructor. Submit parts 1, 2 and 4 as a well-written word document named yourfirstname_yourlastname_hwk5_part124.docx that you also send to the instructor.