Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test


Autoria(s): Bavaud F.
Data(s)

01/04/2013

Resumo

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.

Identificador

http://serval.unil.ch/?id=serval:BIB_736016B20524

isbn:1435-5930 (Print) and 1435-5949 (Online)

doi:10.1007/s10109-013-0179-2

http://link.springer.com/journal/10109

http://my.unil.ch/serval/document/BIB_736016B20524.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_736016B205244

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Journal of Geographical Systems, pp. 1-15

Palavras-Chave #bootstrap, local variance, Markov and semi-Markov processes, Moran's I, permutation test, spatial autocorrelation, spatial filtering, weighted networks
Tipo

info:eu-repo/semantics/article

article