Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data
Summary We introduce a new class of dynamic multiscale models for spatiotemporal processes arising from Gaussian areal data. Specifically, we use nested geographical structures to decompose the original process into multiscale coefficients which evolve through time following state space equations. Our approach naturally accommodates data that are observed on irregular grids as well as heteroscedasticity. Moreover, we propose a multiscale spatiotemporal clustering algorithm…