Spatial modeling of day-within-year temperature time series: an examination of daily maximum temperatures in Aragón, Spain
年内日温度序列的空间建模:西班牙阿拉贡日最高温研究AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确采用年度与年内日的自回归结构处理温度序列,支持时间序列方法分类,应用对象为气候数据。
年内日温度序列的空间建模:西班牙阿拉贡日最高温研究AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Acknowledging a considerable literature on modeling daily temperature data, we propose a multi-level spatio-temporal model which introduces several innovations in order to explain the daily maximum temperature in the summer period over 60 years in a region containing Aragón, Spain. The model operates over continuous space but adopts two discrete temporal scales, year and day within year. It captures temporal dependence through autoregression on days within year and also on years. Spatial dependence is captured through spatial process modeling of intercepts, slope coefficients, variances, and autocorrelations. The model is expressed in a form which separates fixed effects from random effects and also separates space, years, and days for each type of effect. Motivated by exploratory data analysis, fixed effects to capture the influence of elevation, seasonality and a linear trend are employed. Pure errors are introduced for years, for locations within years, and for locations at days within years. The performance of the model is checked using a leave-one-out cross-validation. Applications of the model are presented including prediction of the daily temperature series at unobserved or partially observed sites and inference to investigate climate change comparison.
NIRVAR:网络信息约束向量自回归
High-dimensional panels of time series often arise in finance and macroeconomics, where co-movements within groups of panel components occur. Extracting these groupings from the data provides a coarse-grained description of the complex system in question and can inform subsequent prediction tasks. We develop a novel methodology to model such a panel as a restricted vector autoregressive process, where the coefficient matrix is the weighted adjacency matrix of a stochastic…
学习宏观经济语言
We show how state-of-the-art large language models (LLMs) can be trained effectively on limited historical data for macroeconomic forecasting. We estimate a dynamic stochastic general equilibrium (DSGE) model with stochastic volatility and Student-t shocks on an initial segment of the data to obtain a posterior distribution over structural parameters. We sample from this posterior to generate millions of theory-consistent synthetic panels that, when mixed with macroeconomic…
Summary The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption, ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends the standard SCM to account for spillovers and estimate both treatment and spillover effects. The…
嵌入网络自回归:时间序列分析与因果同伴效应推断
We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect model or a time series network autoregressive model as additive effects. This approach takes a unified view of two related yet fundamentally different problems: (1) modeling and predicting multivariate networked time series data and (2) causal…
利用变分贝叶斯与拉普拉斯近似拟合潜在非高斯模型
Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that contain inherently non-Gaussian features, such as sudden jumps or spikes, that adversely affect the inferences and predictions made using an LGM. These datasets require more general latent non-Gaussian models (LnGMs) that can handle…
面板数据回归模型的最优估计方法综述
This survey study discusses main aspects to optimal estimation methodologies for panel data regression models. In particular, we present current methodological developments for modeling stationary panel data as well as robust methods for estimation and inference in nonstationary panel data regression models. Some applications from the network econometrics and high dimensional statistics literature are also discussed within a stationary time series environment.