Multi-objective sampling design for spatio-temporal processes

• Autores: Francisco Javier Alonso Morales, José Miguel Angulo Ibáñez, María del Carmen Bueso Sánchez, María Dolores Ruiz Medina
• Localización: XXXI Congreso Nacional de Estadística e Investigación Operativa ; V Jornadas de Estadística Pública: Murcia, 10-13 de febrero de 2009 : Libro de Actas, 2009, ISBN 978-84-691-8159-1
• Idioma: inglés
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• Resumen

  • applications, and plays an important role in risk assessment in relation to detection and prediction of extreme values or threshold exceedances. Given the intermittent character of extremal events, a model-based dynamic selection incorporating the historical sample information constitutes a natural way of constructing a time-adaptive monitoring network.

    In this context, we formulate a multi-objective optimization criterion, de ned in terms of a convex linear combination involving an entropy measure of the information contained in the data and a penalty function related to the network structure. The criterion proposed is applied to some numerical examples where di erent models for the spatio-temporal dependence as well as for the local variability are assumed.

    This work has been supported by grants P05-FQM-00990, Andalusian CICYE, and MTM2005-08597, DGI, Spain