Copula-Based Semiparametric Models for Spatio-Temporal Data
Data Generation
example for one-step ahead forecast
example for new location prediction
one-step ahead forecast by separate time series analysis
one-step ahead forecast by Gaussian copula
one-step ahead forecast by t copula
one-step ahead forecast by Gaussian process fitting
negtive log-likelihood for separate time series analysis
negtive log-likelihood for Gaussian copula
negtive log-likelihood for t copula
negtive log-likelihood of Gaussian process
new location prediction by Gaussian copula
new location prediction by t copula
new location prediction by Gaussian process method
multivariate rank of a vector
Parameter estimation, one-step ahead forecast and new location prediction methods for spatio-temporal data.