D-STEM v2: A Software for Modelling Functional Spatio-Temporal Data

Functional spatio-temporal data naturally arise in many environmental and climate applications where data are collected in a three-dimensional space over time. The MATLAB D-STEM v1 software package was first introduced for modelling multivariate space-time data and has been recently extended to D-STEM v2 to handle functional data indexed across space and over time. This paper introduces the new modelling capabilities of D-STEM v2 as well as the complexity reduction techniques required when dealing with large data sets. Model estimation, validation and dynamic kriging are demonstrated in two case studies, one related to ground-level air quality data in Beijing, China, and the other one related to atmospheric profile data collected globally through radio sounding.