TY - JOUR
T1 - Stilt
T2 - Easy emulation of time series AR(1) computer model output in multidimensional parameter space
AU - Olson, Roman
AU - Ruckert, Kelsey L.
AU - Chang, Won
AU - Keller, Klaus
AU - Haran, Murali
AU - An, Soon Il
N1 - Publisher Copyright:
© 2018 The R Journal.
PY - 2019
Y1 - 2019
N2 - Statistically approximating or "emulating" time series model output in parameter space is a common problem in climate science and other fields. There are many packages for spatio-temporal modeling. However, they often lack focus on time series, and exhibit statistical complexity. Here, we present the R package stilt designed for simplified AR(1) time series Gaussian process emulation, and provide examples relevant to climate modelling. Notably absent is Markov chain Monte Carlo estimation - a challenging concept to many scientists. We keep the number of user choices to a minimum. Hence, the package can be useful pedagogically, while still applicable to real life emulation problems. We provide functions for emulator cross-validation, empirical coverage, prediction, as well as response surface plotting. While the examples focus on climate model emulation, the emulator is general and can be also used for kriging spatio-temporal data.
AB - Statistically approximating or "emulating" time series model output in parameter space is a common problem in climate science and other fields. There are many packages for spatio-temporal modeling. However, they often lack focus on time series, and exhibit statistical complexity. Here, we present the R package stilt designed for simplified AR(1) time series Gaussian process emulation, and provide examples relevant to climate modelling. Notably absent is Markov chain Monte Carlo estimation - a challenging concept to many scientists. We keep the number of user choices to a minimum. Hence, the package can be useful pedagogically, while still applicable to real life emulation problems. We provide functions for emulator cross-validation, empirical coverage, prediction, as well as response surface plotting. While the examples focus on climate model emulation, the emulator is general and can be also used for kriging spatio-temporal data.
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U2 - 10.32614/RJ-2018-049
DO - 10.32614/RJ-2018-049
M3 - Article
AN - SCOPUS:85070269481
SN - 2073-4859
VL - 10
SP - 209
EP - 225
JO - R Journal
JF - R Journal
IS - 2
ER -