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Spring 2008
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Bo Li
Post Graduate Scientist
National Center for Atmospheric Research
"Nonparametric Assessment of Properties of Space-Time Covariance Functions and its Application in Paleoclimate Reconstruction"
3:00 Refreshments in 241 Schaeffer Hall
3:30 Talk in 140 Schaeffer Hall
We propose a unified framework for testing a variety of assumptions
commonly made for covariance functions of stationary spatio-temporal
random fields. The methodology is based on the asymptotic normality
of space-time covariance estimators. We focus on tests for full
symmetry and separability in this talk, but our framework naturally
covers testing for isotropy and Taylor's hypothesis. Our test
successfully detects the asymmetric and nonseparable features in
Irish wind speed data. We perform simulation experiments to evaluate
our test and conclude that our method is reliable and powerful for
assessing common assumptions on space-time covariance functions. An
interesting application of these testing approaches is in
paleoclimate reconstruction, a crucial problem for understanding
climate change. We report our reconstruction based on hierarchical
models in a Bayesian framework, and show the necessity of identifying
the properties of covariance functions in a further study.
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Past colloquia:
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Fall 2006 | Spring 2006 |
Fall 2005 |
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