Moment and Bayesian wavelet regression from spatially correlated functional data

A new wavelet-based estimation methodology, in the context of spatial functional regression, is proposed to discriminate between small-scale and large scale variability of spatially correlated functional data, defined by depth-dependent curves. Specifically, the discrete wavelet transform of the data is computed in space and depth to reduce dimensionality. Moment-based regression estimation is applied for the approximation of the scaling coefficients of the functional response. While its wavelet coefficients are estimated in a Bayesian regression framework. Both regression approaches are implemented from the empirical versions of the scaling and wavelet auto-covariance and cross-covariance operators, characterizing the correlation structure of the spatial functional response. Weather stations in ocean islands display high spatial concentration. The proposed estimation methodology overcomes the difficulties arising in the estimation of ocean temperature field at different depths, from long records of ocean temperature measurements in these stations. Data are collected from The World-Wide Ocean Optics Database. The performance of the presented approach is tested in terms of 10-fold cross-validation, and residual spatial and depth correlation analysis. Additionally, an application to soil sciences, for prediction of electrical conductivity profiles is also considered to compare this approach with previous related ones, in the statistical analysis of spatially correlated curves in depth.