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Original Articles

Estimation of the temporal autocorrelation structure by the collocation technique with an emphasis on soil moisture studies

Estimation de la structure d’autocorrélation temporelle par la technique de collocation. Application aux études sur l’humidité du sol

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Pages 1729-1747 | Received 12 Oct 2012, Accepted 18 Feb 2013, Published online: 18 Oct 2013

Figures & data

Fig. 1 Results of the simulation studies (see Section 6): (a) exemplary time series simulated using the procedure and parameters outlined; (b) convergence of the estimators for the variance equation (16): solid lines indicate ±2 SE range from equation (22); (c) convergence of the variance of the estimated variance: the markers indicate the sample variance obtained by running 50 simulations for each N; solid lines are from equation (20); (d) convergence of the estimators for the variance equation (16); solid lines indicate the ±2 SE range from equation (21); (e) convergence of the variance of the estimated variance: the markers indicate the sample variance obtained by running 50 simulations for each N; solid lines are from equation (21); and (f) comparison of the empirical normalization factor of equation (36) with the number of samples N; solid lines are from equation (36).

Fig. 1 Results of the simulation studies (see Section 6): (a) exemplary time series simulated using the procedure and parameters outlined; (b) convergence of the estimators for the variance equation (16): solid lines indicate ±2 SE range from equation (22); (c) convergence of the variance of the estimated variance: the markers indicate the sample variance obtained by running 50 simulations for each N; solid lines are from equation (20); (d) convergence of the estimators for the variance equation (16); solid lines indicate the ±2 SE range from equation (21); (e) convergence of the variance of the estimated variance: the markers indicate the sample variance obtained by running 50 simulations for each N; solid lines are from equation (21); and (f) comparison of the empirical normalization factor of equation (36) with the number of samples N; solid lines are from equation (36).

Fig. 2 Results of case study 1: calibration constants, RMS errors (square root of estimated variance) and autocorrelations. The window sizes wc and we are expressed in months: (a) the soil moisture time series; (b) estimated α for ASCAT; (c) estimated β for ASCAT; (d) estimated RMS of ASCAT, wc = we; (e) estimated RMS of ASCAT wcwe; (f) estimated RMS of ASCAT, in ASCAT climatology, wc = we; (g) estimated RMS of ASCAT, in ASCAT climatology, wcwe; (h) autocorrelation of ASCAT errors, τ = 1 d; (i) autocorrelation of ASCAT errors, τ = 10 d, wc = we; and (j) autocorrelation of ASCAT errors, τ = 10 d, wcwe.

Fig. 2 Results of case study 1: calibration constants, RMS errors (square root of estimated variance) and autocorrelations. The window sizes wc and we are expressed in months: (a) the soil moisture time series; (b) estimated α for ASCAT; (c) estimated β for ASCAT; (d) estimated RMS of ASCAT, wc = we; (e) estimated RMS of ASCAT wc  we; (f) estimated RMS of ASCAT, in ASCAT climatology, wc = we; (g) estimated RMS of ASCAT, in ASCAT climatology, wc  we; (h) autocorrelation of ASCAT errors, τ = 1 d; (i) autocorrelation of ASCAT errors, τ = 10 d, wc = we; and (j) autocorrelation of ASCAT errors, τ = 10 d, wc  we.

Fig. 2 (Continued)

Fig. 2 (Continued)

Table 1 Overview of the soil moisture probes

Fig. 3 Soil moisture measured by the five sensors at Station 115 of the UDC_SMOS network.

Fig. 3 Soil moisture measured by the five sensors at Station 115 of the UDC_SMOS network.

Table 2 Estimated variances

Table 3 Estimated covariances

Fig. 4 Different estimates of (a) the autocovariance and (b) the auto-cross-covariance function of sensor EC-ET. The legend refers to the combination and the period during which α is estimated, e.g. V3i/A1 denotes the estimate with combination V3i, where α was determined during period A1.

Fig. 4 Different estimates of (a) the autocovariance and (b) the auto-cross-covariance function of sensor EC-ET. The legend refers to the combination and the period during which α is estimated, e.g. V3i/A1 denotes the estimate with combination V3i, where α was determined during period A1.

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