Weighted local second-order statistics for complex spatio-temporal point processes
- Autori: Adelfio, G.; Siino, M.; Mateu, J.; Rodríguez-Cortés, F.
- Anno di pubblicazione: 2019
- Tipologia: Contributo in atti di convegno pubblicato in volume
- OA Link: http://hdl.handle.net/10447/371368
Spatial, temporal, and spatio-temporal point processes, and in particular Poisson processes, are stochastic processes that are largely used to describe and model the distribution of a wealth of real phenomena. When a model is fitted to a set of random points, observed in a given multidimensional space, diagnostic measures are necessary to assess the goodness-of-fit and to evaluate the ability of that model to describe the random point pattern behaviour. The main problem when dealing with residual analysis for point processes is to find a correct definition of residuals. Diagnostics of goodness-of-fit in the theory of point processes are often considered through the transformation of data into residuals as a result of a thinning or a rescaling procedure. We alternatively consider here second-order statistics coming from weighted measures. Motivated by Adelfio and Schoenberg (2010) for the spatial case, we consider here an extension to the spatio-temporal context in addition to focussing on local characteristics. Then, rather than using global characteristics, we introduce local tools, considering individual contributions of a global estimator as a measure of clustering. Generally, the individual contributions to a global statistic can be used to identify outlying components measuring the influence of each contribution to the global statistic. In particular, our proposed method assesses goodness-of-fit of spatio-temporal models by using local weighted second-order statistics, computed after weighting the contribution of each observed point by the inverse of the conditional intensity function that identifies the process. Weighted second-order statistics directly apply to data without assuming homogeneity nor transforming the data into residuals, eliminating thus the sampling variability due to the use of a transforming procedure. We provide some characterisations and show a number of simulation studies.