Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

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Version: Author's accepted manuscript
Serval ID
serval:BIB_9B347DB4BD96
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test
Journal
Journal of Geographical Systems
Author(s)
Bavaud F.
ISSN
1435-5930 (Print,1435-5949)
Publication state
Published
Issued date
07/2013
Peer-reviewed
Oui
Volume
15
Pages
233-247
Language
english
Notes
Issue 3
Abstract
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.
Keywords
bootstrap, local variance, Markov and semi-Markov processes, Moran's I, permutation test, spatial autocorrelation, spatial filtering, weighted networks
Create date
14/08/2013 14:54
Last modification date
20/08/2019 16:02
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