文章基本信息

标题：Stilt: Easy Emulation of Time Series AR(1) Computer Model Output in Multidimensional Parameter Space
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作者：Roman Olson ; Kelsey L. Ruckert ; Won Chang 等
期刊名称：R News
印刷版ISSN：1609-3631
出版年度：2018
卷号：10
期号：2
页码：209-225
语种：English
出版社：The R Foundation for Statistical Computing
摘要：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.