The
Environmental Section of the RSS and the
RSS Glasgow Local Group are pleased to welcome
Dr. Carolina Euan, who will deliver the talk
The Bernoulli Vector Autoregressive (BerVAR) model: analysis of drought events with spatial dependence.
Dr. Euan is a Lecturer in Statistics at the Mathematics and Statistics Department, University of Lancaster. Her research interests include high dimensional time series analysis, spatio-temporal models, complex data visualisation and non-stationary processes.
This is a hybrid event. This is the registration page for attendance in-person.
Abstract
Drought events occur more frequently and typically affect multiple regions simultaneously, which is sometimes challenging to model. During this presentation, we will discuss the BerVAR model proposed by Euan, C & Ying, S (2020). This model was developed for multivariate binary time series, and the main goal was to propose a model that simultaneously captures temporal and spatial dependencies. We will revisit the main properties of the proposed model and the developed inference methodology. Lastly, we will demonstrate how this model can describe the spatio-temporal dynamics of drought events in Guanajuato, Mexico.
References
Euan, C., & Sun, Y. (2020). Bernoulli vector autoregressive model.
Journal of Multivariate Analysis,
177, 104599.
Dr Carolina Euan, Lecturer in Statistics at the Mathematics and Statistics Department, University of Lancaster.