Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

Détails

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Etat: Public
Version: Author's accepted manuscript
ID Serval
serval:BIB_9B347DB4BD96
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test
Périodique
Journal of Geographical Systems
Auteur⸱e⸱s
Bavaud F.
ISSN
1435-5930 (Print,1435-5949)
Statut éditorial
Publié
Date de publication
07/2013
Peer-reviewed
Oui
Volume
15
Pages
233-247
Langue
anglais
Notes
Issue 3
Résumé
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.
Mots-clé
bootstrap, local variance, Markov and semi-Markov processes, Moran's I, permutation test, spatial autocorrelation, spatial filtering, weighted networks
Création de la notice
14/08/2013 14:54
Dernière modification de la notice
20/08/2019 16:02
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