A1329
Title: Spatial and temporal interpolation based on impulsive alpha stable processes.
Authors: Nourddine Azzaoui - Universite Clermont Auvergne (France) [presenting]
Gareth Peters - University College London (United Kingdom)
Abstract: Spatio-temporal modeling is a fundamental step for understanding the mechanisms that govern the evolution of natural phenomena and their underlying econometric and financial processes; It allows us to predict a studied variable at unobserved points of a given field based on measurements of this variable at some points of the domain. Many results and solutions have been found for second order stochastic processes, e.g. spatial kriging and spatio-temporal interpolation based on Guassian processes. We sketch a generalisation of these techniques to the case where the Gaussian spatial stochastic processes is replaced by a dependent heavy tailed alpha-stable processes. We show some application examples based on a simulated alpha-stable process.
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