The University of Southampton
University of Southampton Institutional Repository

A comparison of Bayesian models for daily ozone concentration levels

A comparison of Bayesian models for daily ozone concentration levels
A comparison of Bayesian models for daily ozone concentration levels
Recently, there has been a surge of interest in Bayesian space-time modeling of daily maximum eight-hour average ozone concentration levels. Hierarchical models based on well known time series modeling methods such as the dynamic linear models (DLM) and the auto-regressive (AR) models are often used in the literature. The DLM, developed as a result of the popularity of Kalman filtering methods, provide a dynamical state-space system that is thought to evolve from a pair of state and observation equations. The AR models, on the other hand, cast in a Bayesian hierarchical setting, have recently been developed through a pair of models where a measurement error model is formulated at the top level and an AR model for the true ozone concentration levels is postulated at the next level. Each of the modeling scenarios is set in an appropriate multivariate setting to model the spatial dependence. This paper compares these two methods in hierarchical Bayesian settings. A simplified skeletal version of the DLM taken from Dou et al. (2009) is compared theoretically with a matching hierarchical AR model. The comparisons reveal many important differences in the induced space-time correlation structures. Further comparisons of the variances of the predictive distributions by conditioning on different sets of data for each model show superior performances of the AR models under certain conditions. These theoretical investigations are followed-up by a simulation study and a real data example implemented using Markov chain Monte Carlo (MCMC) methods for modeling daily maximum eighthour average ozone concentration levels observed in the state of New York in the months of July and August, 2006. The hierarchical AR model is chosen by all the model choice criteria considered in this example.
auto-regressive model, bayesian inference, dynamic linear model, maximum daily eight-hour ozone, space-time modeling
1572-3127
144-157
Sahu, Sujit K.
33f1386d-6d73-4b60-a796-d626721f72bf
Bakar, K.S.
85166621-61c6-4d76-a274-3f3b57a36f56
Sahu, Sujit K.
33f1386d-6d73-4b60-a796-d626721f72bf
Bakar, K.S.
85166621-61c6-4d76-a274-3f3b57a36f56

Sahu, Sujit K. and Bakar, K.S. (2011) A comparison of Bayesian models for daily ozone concentration levels. Statistical Methodology, 9, 144-157. (Submitted)

Record type: Article

Abstract

Recently, there has been a surge of interest in Bayesian space-time modeling of daily maximum eight-hour average ozone concentration levels. Hierarchical models based on well known time series modeling methods such as the dynamic linear models (DLM) and the auto-regressive (AR) models are often used in the literature. The DLM, developed as a result of the popularity of Kalman filtering methods, provide a dynamical state-space system that is thought to evolve from a pair of state and observation equations. The AR models, on the other hand, cast in a Bayesian hierarchical setting, have recently been developed through a pair of models where a measurement error model is formulated at the top level and an AR model for the true ozone concentration levels is postulated at the next level. Each of the modeling scenarios is set in an appropriate multivariate setting to model the spatial dependence. This paper compares these two methods in hierarchical Bayesian settings. A simplified skeletal version of the DLM taken from Dou et al. (2009) is compared theoretically with a matching hierarchical AR model. The comparisons reveal many important differences in the induced space-time correlation structures. Further comparisons of the variances of the predictive distributions by conditioning on different sets of data for each model show superior performances of the AR models under certain conditions. These theoretical investigations are followed-up by a simulation study and a real data example implemented using Markov chain Monte Carlo (MCMC) methods for modeling daily maximum eighthour average ozone concentration levels observed in the state of New York in the months of July and August, 2006. The hierarchical AR model is chosen by all the model choice criteria considered in this example.

Text
comparedlm.pdf - Author's Original
Restricted to Repository staff only
Request a copy

More information

Submitted date: February 2011
Keywords: auto-regressive model, bayesian inference, dynamic linear model, maximum daily eight-hour ozone, space-time modeling
Organisations: Statistics

Identifiers

Local EPrints ID: 181729
URI: http://eprints.soton.ac.uk/id/eprint/181729
ISSN: 1572-3127
PURE UUID: 71a663b4-3a78-4edf-a0ae-c0f52154f10a
ORCID for Sujit K. Sahu: ORCID iD orcid.org/0000-0003-2315-3598

Catalogue record

Date deposited: 27 Apr 2011 08:49
Last modified: 15 Mar 2024 03:05

Export record

Contributors

Author: Sujit K. Sahu ORCID iD
Author: K.S. Bakar

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×