  We present a multivariate hierarchical space-time model to describe the joint
series of monthly extreme temperatures and amounts of rainfall. Data are
available for 360 monitoring stations over 60 years, with missing data
affecting almost all series. Model components account for spatio-temporal
dependence with annual cycles, dependence on covariates and between responses.
The very large amount of data is tackled modeling the spatio-temporal
dependence by the nearest neighbor Gaussian process. Response multivariate
dependencies are described using the linear model of coregionalization, while
annual cycles are assessed by a circular representation of time. The proposed
approach allows imputation of missing values and easy interpolation of climate
surfaces at the national level. The motivation behind is the characterization
of the so called ecoregions over the Italian territory. Ecoregions delineate
broad and discrete ecologically homogeneous areas of similar potential as
regards the climate, physiography, hydrography, vegetation and wildlife, and
provide a geographic framework for interpreting ecological processes,
disturbance regimes, vegetation patterns and dynamics. To now, the two main
Italian macro-ecoregions are hierarchically arranged into 35 zones. The current
climatic characterization of Italian ecoregions is based on data and
bioclimatic indices for the period 1955-1985 and requires an appropriate
update.
