Improved prediction for a spatio-temporal model

被引:0
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作者
Gen Nowak
A. H. Welsh
机构
[1] The Australian National University,Research School of Finance, Actuarial Studies and Statistics, ANU College of Business and Economics
关键词
Kriging; Mixed model; Prediction; Spatio-temporal data;
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学科分类号
摘要
We investigate a framework for improving predictions from models for spatio-temporal data. The framework is based on minimising the mean squared prediction error and can be applied to many models. We applied the framework to a model for monthly rainfall data in the Murray-Darling Basin in Australia. Across a range of prediction situations, we improved the predictive accuracy compared to predictions using only the expectation given by the model. Further, we showed that these improvements in predictive accuracy were maintained even when using a reduced subset of the data for generating predictions.
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页码:631 / 648
页数:17
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