Backfitting in Smoothing Spline Anova, with Application to Historical Global Temperature Data

In the attempt to estimate the temperature history of the earth using the surface observations, various biases can exist. An important source of bias is the incompleteness of sampling over both time and space. There have been a few methods proposed to deal with this problem. Although they can correct some biases resulting from incomplete sampling, they have ignored some other significant biases. In this dissertation, a smoothing spline ANOVA approach which is a multivariate function estimation method is proposed to deal simultaneously with various biases resulting from incomplete sampling. Besides that, an advantage of this method is that we can get various components of the estimated temperature history with a limited amount of information stored. This method can also be used for detecting erroneous observations in the data base. The method is illustrated through an example of modeling winter surface air temperature as a function of year and location. Extension to more complicated models are discussed. The linear system associated with the smoothing spline ANOVA estimates is too large to be solved by full matrix decomposition methods. A computational procedure combining the backfitting (Gauss-Seidel) algorithm and the iterative imputation algorithm is proposed. This procedure takes advantage of the tensor product structure in the data to make the computation feasible in an environment of limited memory. Various related issues are discussed, e.g., the computation of confidence intervals and the techniques to speed up the convergence of the backfitting algorithm such as collapsing and successive over-relaxation.