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Communication dans un congrès Année : 2010

Non-Stationary Semivariogram Analysis Using Real Estate Transaction Data

Piyawan Srikhum
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Arnaud Simon
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Résumé

Geostatistical model is one of spatial statistical methodologies used for correcting spatial autocorrelation problem. To apply this model, two common assumptions should be made to allow global homogeneity: spatial continuity and spatial stationary. In different fields of research such as geography, environmental science and computer science, they usually take into account a violation of the second assumption (spatial stationary) but no article works under non-stationary condition in real estate research fields. This article is probably a first attempt to examine the violation of stationary assumption, in term of time and space, using transaction prices, from 1998 to 2007, of Parisian properties situated 5 kilometers around Arc de Triomphe. By comparing estimated 1-year semivariogram to 10-years semivariogram function, we found evidence of non-time-stationary. Likewise, non-spatial-stationary problem was detected by segmenting data in 90 degrees rotating windows. Our results show that we should not compute a common variogram for all parts of the region of interest.
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Dates et versions

halshs-00551308, version 1 (03-01-2011)

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  • HAL Id : halshs-00551308 , version 1

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Piyawan Srikhum, Arnaud Simon. Non-Stationary Semivariogram Analysis Using Real Estate Transaction Data. ERES 2010, Jun 2010, Milan, Italy. ⟨halshs-00551308⟩
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