Spatio-temporal variography: variogram parameters setting

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Spatio-temporal variography: variogram parameters setting

Bruno Sesti
Hi,
I am trying to do spatio-temporal kriging in R.
I would like to ask you if there are R tools to fit the parameters of
function variogramST in optimal way. In particular I refer to parameters
tlag, tunit, twindow, width, boundaries and par.scale ?
How can I get the pairs of points identified by the field np (in the
structure returned by variogramST) in each spatio-temporal lags?

Kind regards

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Re: Spatio-temporal variography: variogram parameters setting

Dr. Benedikt Gräler


On 29.04.2018 11:24, Bruno Sesti wrote:
> Hi,
> I am trying to do spatio-temporal kriging in R.
> I would like to ask you if there are R tools to fit the parameters of
> function variogramST in optimal way. In particular I refer to parameters
"Optimal" depends on the random field that you are about to model and
the way how you prepared your data.

> tlag,
The temporal lags. If your data is recorded/stored in regular time
intervals and prepared as STFDF/STSDF, then the tlag vector indicates
temporal ids. E.g.: assume regular daily data, then 0:5 denotes pairs at
the same day, 1, 2, 3, 4, and 5 days difference.
If your data is irregular and an explicit temporal binning needs to be
carried out, tlag refers to actual time differences and c(0,6,12,24)
would result in temporal bins of simultaneous observations, >0 to 6, 6
to 12, 12 to 24 secs/minutes/hours/days/weeks where the unit depends on
the argument of tunit. You can gradually increase the range and see
where the vgm surface begins to flatten. For regular daily data for
instance, 0:5 or 0:7 is often already enough.

> tunit,
the temporal unit of the tlags argument if it is not a regular structure.

> twindow,
an integer that indicates the number of temporal jumps to be used when
creating the temporal distance matrix - no need to provide it explicitly

> width,
the spatial width of the bins, default: cutoff/15

> boundaries
a vector that allows to explicitly provide spatial boundaries - instead
of 15 equidistant bins (take a look at your number of pairs and merge
for instance too less populated bins)

  and > par.scale ?Do you mean parscale in calling fit.StVariogram? This
is to ease the numerical optimization of optim (e.g. changing the range
by 1 m most likely effects the vgm surface less than increasing the sill
by 1; parscale shall help to make these scales more alike). See the help
of optim for further details. Often, optim succeeds without parscale
been explicitly set. The order corresponds to the order of parameters in
the spatio-temporal model as indicated e.g. by the function extractParNames.

> How can I get the pairs of points identified by the field np (in the
> structure returned by variogramST) in each spatio-temporal lags?
np just indicates the number of pairs identified. The pairs themselves
are not persistently stored at any time. You would have to re-do the
selection manually.

HTH

>
> Kind regards
>
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>
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