Covariance functions for multivariate Gaussian fields evolving temporally over planet earth

Abstract

The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space–time data arising from, e.g., climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance structure allows to capture both the space–time dependencies between the observations and the development of accurate predictions. For data observed over large portions of planet earth it is necessary to take into account the curvature of the planet. Hence the need for random field models def Show more