Events and Meetings of Italian Statistical Society, Advances in Latent Variables - Methods, Models and Applications

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Dynamic models for environmental variables
Pasquale Valentini, Tonio Di Battista

Last modified: 2013-06-16

Abstract


This article is concerned with a dynamic factor model for spatio-temporal environmental variables. A class of spatio-temporal models for measurements belonging to the exponential family of distributions is introduced. The model is proposed in a state-space formulation which, through the Kalman recursions, allows a unified approach to prediction and estimation. Full probabilistic inference for the model parameters is facilitated by adapting standard Markov chain Monte Carlo(MCMC) algorithms for dynamic linear models to our model formulation.

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