I need to perform an anomaly analysis in both space and time. I have 4 data parameters: latitude, longitude, time and temperature. What I’m trying to do is to find temperature anomalies that are present at different locations and time. Are there any readily available methods in MATLAB or commercial solutions that could do such Space-time analysis? I noticed that the software SaTScan does Space-Time analysis, but it is mostly implemented on medical related fields. Would it be possible to use it here?
This is rather a complex statistical analysis question due to the auto-correlation, both in space and time. You are having a tool-driven point of view to your problem, however without a concrete understanding of space, time and statistical approaches to handle them, you won't get almost anywhere.
One way handle this problem is the ARIMA model. Another is state-space-models (SSMs).
If R (statistical programming software) is an option for your, there are user-contributed packages that can get you on the track. see State Space Models in R paper .
I am not aware of any MATLAB library for SSMs (google it yourself)