Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height by Erik Vanem

Author:Erik Vanem
Language: eng
Format: epub
Publisher: Springer Berlin Heidelberg, Berlin, Heidelberg

3.5.6.1 Simulations of Six-Hourly Data

The models were also run for all the data, trying to exploit the full temporal resolution of 6 h. Running these simulations was very computational intensive with each set of simulations requiring about 6,000 CPU-hours. The burn-in-period was still 20,000 and with a batch size of 5. The initial check of model assumptions seems satisfactory, but there are indications of nonconvergence of the Gibbs-sampler. Hence, the quantitative estimates from these simulations are regarded as unreliable. Nevertheless, it is believed that the results provide some useful insight and a qualitative description of these simulations will be given below.

The contribution from the time-independent part is almost identical to the results obtained using monthly and daily data, which is reassuring. However, the contribution from the short-term space-time dynamic part, , is significantly larger than what was obtained from the daily (and monthly) data. It is expected that a higher temporal resolution would make this dynamic part more meaningful, so this might not be problematic. Again, is the largest of the -parameters except and it is observed that and have negative posterior expectations. This further substantiates that sea states travels predominantly from the west or from the north in this particular area. However, trace plots indicate that the parameters determining the contribution from this component may not have converged, so reservations should be made in the interpretation of this component. Trace plots for the five -parameters are given in Fig. 3.23 and it can be seen that all the ’s, , are increasing at the expense of .

Fig. 3.23Traceplots for the -parameters (six-hourly data) indicate lack of convergence

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