Modelling toroidal data using circula densities generated from Fourier series

A. Pewsey

We consider an approach to modelling bivariate circular data based on a marginal specification construction incorporating highly tractable circula densities generated by different patterns of non-zero Fourier coefficients. Specifically, we propose a highly successful model identification tool and methods for parameter estimation and goodness-of-fit testing. The application of the approach is illustrated in an analysis of wind directions. An important advantage of the approach is that it facilitates the separate modelling of the circular marginal distributions and a circula density in a structured sequential way. It also accommodates formal goodness-of-fit testing, an issue largely neglected in the literature on modelling toroidal data.

This is joint work with Shogo Kato (ISM, Japan) and Chris Jones (OU, UK).

Keywords: Directional statistics, Fourier series, Goodness-of-fit, Inference, Statistical modelling.

Scheduled

Statistical Models II
June 10, 2022  4:00 PM
A11

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