Complex-Valued Random Fields for Vectorial Data: Estimating and Modeling Aspects

Complex-valued random fields represent a natural extension of real-valued random fields and can be useful for modeling vectorial data in two dimensions (i.e., a wind field). In such a case, some theoretical issues arise concerning generating and fitting complex covariance functions to be used for prediction purposes. In this paper, some general aspects and properties of complex-valued random fields are summarized and a procedure to fit complex stationary covariance functions is proposed. A case study for analyzing wind speed data is presented.