A Markov regime-switching regression approach to modelling NDVI from surface temperature and soil moisture

被引:3
|
作者
Tesfamichael, Solomon G. [1 ]
Shiferaw, Yegnanew A. [2 ]
机构
[1] Univ Johannesburg, Dept Geog Environm Management & Energy Studies, Auckland Pk Kingsway Campus,POB 524, ZA-2006 Johannesburg, South Africa
[2] Univ Johannesburg, Dept Stat, Johannesburg, South Africa
关键词
TIME-SERIES; VEGETATION INDEXES; TIBETAN PLATEAU; DAILY RAINFALL; MODIS NDVI; TRENDS; VARIABILITY; CLIMATE; PRECIPITATION; DYNAMICS;
D O I
10.1080/01431161.2019.1630783
中图分类号
TP7 [遥感技术];
学科分类号
081102 ; 0816 ; 081602 ; 083002 ; 1404 ;
摘要
Building accurate relationships between vegetation amount and climatic variables is helpful in understanding and informing sustainable environmental management. The common approach in this regard is to develop a generic, linear relationship or season-dependent relationships. Such approaches, however, fail to hold if data characteristics deviate from expected patterns. This study applied a regime-switching regression model, namely the Markov-switching (MS) approach, to predict time-series Normalized Difference Vegetation Index (NDVI). This was done using surface temperature, soil moisture and the interaction of surface temperature and soil moisture as regressors at monthly temporal resolution. Modelling was executed at the biome spatial (broad vegetation categories) scale. The results showed that the MS approach captured the non-linear dynamics in the data for each of the eight biomes considered in the study. The accuracy of the MS approach compared to non-switching modelling approach was evident in model comparison criteria including significance of parameter estimates, coefficient of determination (R-2), Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and log-likelihood as well as post-modelling diagnostics such as residual plots, autocorrelation function (ACF) and partial autocorrelation function (PACF) of residuals, and squared residuals. Overall, the study clearly demonstrates the superiority of MS modelling that captures non-linear relationships that may not be modelled using conventional non-switching modelling. Further studies are encouraged to test the approach at larger spatial scales.
引用
收藏
页码:9352 / 9379
页数:28
相关论文
共 50 条
  • [1] Estimation of Markov regime-switching regression models with endogenous switching
    Kim, Chang-Jin
    Piger, Jeremy
    Startz, Richard
    JOURNAL OF ECONOMETRICS, 2008, 143 (02) : 263 - 273
  • [2] Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach
    Vigfusson, Robert
    INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 1997, 2 (04) : 291 - 305
  • [3] The determinants of FDI in Turkey: A Markov Regime-Switching approach
    Bilgili, Faik
    Tuluce, Nadide Sevil Halici
    Dogan, Ibrahim
    ECONOMIC MODELLING, 2012, 29 (04) : 1161 - 1169
  • [4] Markov regime-switching quantile regression models and financial contagion detection
    Ye, Wuyi
    Zhu, Yangguang
    Wu, Yuehua
    Miao, Baiqi
    INSURANCE MATHEMATICS & ECONOMICS, 2016, 67 : 21 - 26
  • [5] Cryptocurrency volatility forecasting: A Markov regime-switching MIDAS approach
    Ma, Feng
    Liang, Chao
    Ma, Yuanhui
    Wahab, M. I. M.
    JOURNAL OF FORECASTING, 2020, 39 (08) : 1277 - 1290
  • [6] A MARKOV REGIME-SWITCHING ARMA APPROACH FOR HEDGING STOCK INDICES
    Chen, Chao-Chun
    Tsay, Wen-Jen
    JOURNAL OF FUTURES MARKETS, 2011, 31 (02) : 165 - 191
  • [7] Forecasting hedge fund volatility: a Markov regime-switching approach
    Blazsek, Szabolcs
    Downarowicz, Anna
    EUROPEAN JOURNAL OF FINANCE, 2013, 19 (04): : 243 - 275
  • [8] Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters*
    Kim, Young Min
    Kang, Kyu Ho
    JOURNAL OF FINANCIAL ECONOMETRICS, 2022, 20 (03) : 391 - 436
  • [9] Revisiting the macroeconomic variables and economic growth nexus: A Markov regime-switching approach
    Fiaz, Asma
    Khurshid, Nabila
    Satti, Ahsan ul Haq
    ECONOMIC JOURNAL OF EMERGING MARKETS, 2022, 14 (01) : 100 - 112
  • [10] Credibility of monetary policy in four accession countries: A Markov regime-switching approach
    Arestis, P
    Mouratidis, K
    INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2005, 10 (01) : 81 - 89