Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)
A Comparison of Bayesian Monte Carlo Markov Chain and Maximum Likelihood Estimation Methods for the Statistical Analysis of Geodetic Time Series
Olivares Pulido, German; Teferle, Felix Norman
2013American Geophysical Union Fall Meeting 2013
 

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Keywords :
Global Positioning System; Uncertainty; Monte Carlo Markov Chain; Time Series Analysis
Abstract :
[en] One of the objectives of TIGA is to compute precise station coordinates and velocities for GPS stations of interest. Consequently, a comprehensive knowledge of the stochastic features of the GPS time series noise is crucial, as it affects the velocity estimation for each GPS station. For that, we present a Monte Carlo Markov Chain (MCMC) method to simultaneously estimate the velocities and the stochastic parameters of the noise in GPS time series. This method allows to get a sample of the likelihood function and thereby, using Monte Carlo integration, all parameters and their uncertainties are estimated simultaneously. We propose this method as an alternative to optimization methods, such as the Maximum Likelihood Estimator (MLE) method implemented in the widely used CATS software, whenever the likelihood and the parameters of the noise are to be estimated in order to obtain more robust uncertainties for all parameters involved. Furthermore, we assess the MCMC method through comparison with the widely used CATS software using daily height time series from the Jet Propulsion Laboratory.
Disciplines :
Earth sciences & physical geography
Author, co-author :
Olivares Pulido, German ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Engineering Research Unit
Teferle, Felix Norman ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Engineering Research Unit
Language :
English
Title :
A Comparison of Bayesian Monte Carlo Markov Chain and Maximum Likelihood Estimation Methods for the Statistical Analysis of Geodetic Time Series
Publication date :
10 December 2013
Event name :
American Geophysical Union Fall Meeting 2013
Event organizer :
American Geophysical Union
Event place :
San Francisco, United States
Event date :
9-12-2013 to 13-12-2013
Audience :
International
Available on ORBilu :
since 05 December 2013

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