Non‐stationary spatiotemporal analysis of karst water levels

Summary. We consider non‐stationary spatiotemporal modelling in an investigation into karst water levels in western Hungary. A strong feature of the data set is the extraction of large amounts of water from mines, which caused the water levels to reduce until about 1990 when the mining ceased, and then the levels increased quickly. We discuss some traditional hydrogeological models which might be considered to be appropriate for this situation, and various alternative stochastic models. In particular, a separable space–time covariance model is proposed which is then deformed in time to account for the non‐stationary nature of the lagged correlations between sites. Suitable covariance functions are investigated and then the models are fitted by using weighted least squares and cross‐validation. Forecasting and prediction are carried out by using spatiotemporal kriging. We assess the performance of the method with one‐step‐ahead forecasting and make comparisons with naïve estimators. We also consider spatiotemporal prediction at a set of new sites. The new model performs favourably compared with the deterministic model and the naïve estimators, and the deformation by time shifting is worthwhile.