Nonparametric prediction with spatial data

Abhimanyu Gupta; Javier Hidalgo

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arXiv · 2008.04269

Nonparametric prediction with spatial data

Abhimanyu Gupta·Javier Hidalgo

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Abstract

We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptotic properties. Finite sample performance is assessed in a Monte Carlo study that also compares our algorithm to a rival nonparametric method based on the infinite AR representation of the dynamics of the data. Finally, we apply our methodology to predict house prices in Los Angeles.

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BibTeX RIS

Abhimanyu Gupta, Javier Hidalgo. 2021-11-08. Nonparametric prediction with spatial data. https://arxiv.org/abs/2008.04269

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