Statistical Learning for Big Dependent Data

CHAPTER 9SPATIO-TEMPORAL DEPENDENT DATA

Dependent data occur in many ways with the most common ones being observations taken over time, and these data have been the main focus of the previous chapters. Here we turn to another type of commonly observed dependent data, observations taken at different locations in space. The space can be geographical space, socioeconomic space, or network space. Consider, for instance, a given geographical region, such as the state of California or the Midwest of the United States. The daily average temperatures of the counties in the state of California on 1 October 2019, and the PM measurements of all monitoring stations in the Midwest at 8:00 a.m. on 1 January 2020 are two examples of dependent data in space. These data are referred to as the spatial data. Let denote the th location in the space such as and be the time of the th data point taken at ...