Space–time correlation analysis: a comparative study

Space–time correlation modelling is one of the crucial steps of traditional structural analysis, since space– time models are used for prediction purposes. A comparative study among some classes of space–time covariance functions is proposed. The relevance of choosing a suitable model by taking into account the characteristic behaviour of the models is proved by using a space–time data set of ozone daily averages and the flexibility of the product-sum model is also highlighted through simulated data sets.