Integro-Difference Equation Spatio-Temporal Models
Description
The Integro-Difference Equation model is a linear, dynamical model used to model
phenomena that evolve in space and in time; see, for example, Cressie and Wikle (2011,
ISBN:978-0-471-69274-4) or Dewar et al. (2009) . At the
heart of the model is the kernel, which dictates how the process evolves from one time
point to the next. Both process and parameter reduction are used to facilitate computation,
and spatially-varying kernels are allowed. Data used to estimate the parameters are assumed
to be readings of the process corrupted by Gaussian measurement error. Parameters are fitted
by maximum likelihood, and estimation is carried out using an evolution algorithm.