stgam - Spatially and Temporally Varying Coefficient Models Using
Generalized Additive Models
A framework for undertaking space and time varying
coefficient models (varying parameter models) using a
Generalized Additive Model (GAM) with smooths approach. The
framework suggests the need to investigate for the presence and
nature of any space-time dependencies in the data. It proposes
a workflow that creates and refines an initial space-time GAM
and includes tools to create and evaluate multiple model forms.
The workflow sequence is to: i) Prepare the data by lengthening
it to have a single location and time variables for each
observation. ii) Create all possible space and/or time models
in which each predictor is specified in different ways in
smooths. iii) Evaluate each model via their AIC value and pick
the best one. iv) Create the final model. v) Calculate the
varying coefficient estimates to quantify how the relationships
between the target and predictor variables vary over space,
time or space-time. vi) Create maps, time series plots etc. The
number of knots used in each smooth can be specified directly
or iteratively increased. This is illustrated with a climate
point dataset of the dry rain forest in South America. This
builds on work in Comber et al (2024)
<doi:10.1080/13658816.2023.2270285> and Comber et al (2004)
<doi:10.3390/ijgi13120459>.