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We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

Applications · Statistics 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

Spatial models are used in a variety research areas, such as environmental sciences, epidemiology, or physics. A common phenomenon in many spatial regression models is spatial confounding. This phenomenon takes place when spatially indexed…

Methodology · Statistics 2021-06-08 Isa Marques , Thomas Kneib , Nadja Klein

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…

Statistics Theory · Mathematics 2023-03-31 Clara Grazian

Accuracy and timeliness are indeed often conflicting goals in prediction tasks. Premature predictions may yield a higher rate of false alarms, whereas delaying predictions to gather more information can render them too late to be useful. In…

Machine Learning · Computer Science 2024-06-19 Wei Shao , Yufan Kang , Ziyan Peng , Xiao Xiao , Lei Wang , Yuhui Yang , Flora D Salim

Fitting spatio-temporal models for areal data is crucial in many fields such as cancer epidemiology. However, when data sets are very large, many issues arise. The main objective of this paper is to propose a general procedure to analyze…

Methodology · Statistics 2023-02-06 E. Orozco-Acosta , A. Adin , M. D. Ugarte

Environmental contours are tools frequently used in the early design of marine structures. They provide a description of critical design conditions and serve as a means for simplifying expensive long-term response calculations. Here, we…

Probability · Mathematics 2023-09-04 Åsmund Hausken Sande

Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…

Machine Learning · Statistics 2017-08-18 Patrick L. McDermott , Christopher K. Wikle

The last decades have seen an unprecedented increase in the availability of data sets that are inherently global and temporally evolving, from remotely sensed networks to climate model ensembles. This paper provides a view of statistical…

Statistics Theory · Mathematics 2017-06-29 Emilio Porcu , Alfredo Alegría , Reinhard Furrer

Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been successfully fitted to time series, spatial data and space-time…

Methodology · Statistics 2016-06-08 Sven Buhl , Claudia Klüppelberg

Spatio-temporal problems are ubiquitous and of vital importance in many research fields. Despite the potential already demonstrated by deep learning methods in modeling spatio-temporal data, typical approaches tend to focus solely on…

Machine Learning · Statistics 2018-08-28 Filipe Rodrigues , Francisco C. Pereira

Spatial boundaries, such as ecological transitions or climatic regime interfaces, capture steep environmental gradients, and shifts in their structure can signal emerging environmental changes. Quantifying uncertainty in spatial boundary…

Applications · Statistics 2025-12-18 Stephen Tivenan , Indranil Sahoo , Yanjun Qian

Spatial process models are widely used for modeling point-referenced variables arising from diverse scientific domains. Analyzing the resulting random surface provides deeper insights into the nature of latent dependence within the studied…

Methodology · Statistics 2023-02-15 Aritra Halder , Sudipto Banerjee , Dipak K. Dey

Spatiotemporal forecasting is critical for real-world applications like traffic management, yet capturing reliable interactions remains challenging under noisy and non-stationary conditions. Existing methods primarily rely on historical…

Machine Learning · Computer Science 2026-05-20 Yinghao Ai , Yukai Zhou , Ruoxi Jiang , Junyi An , Chao Qu , Zhijian Zhou , Shiyu Wang , Fenglei Cao , Zenglin Xu , Furao Shen , Yuan Qi

This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…

Applications · Statistics 2015-09-04 Gianluca Rosso

In a linear regression model of fixed dimension $p \leq n$, we construct confidence regions for the unknown parameter vector based on the Lasso estimator that uniformly and exactly hold the prescribed in finite samples as well as in an…

Statistics Theory · Mathematics 2018-10-08 Karl Ewald , Ulrike Schneider

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

Forecast verification plays a crucial role in the development cycle of operational numerical weather prediction models. At the same time, verification remains a challenge as the traditionally used non-spatial forecast quality metrics…

Atmospheric and Oceanic Physics · Physics 2026-05-25 Gregor Skok , Katarina Kosovelj

Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…

Dynamical Systems · Mathematics 2020-12-29 Mark A. Pinsky

Spatial modelling of extreme values allows studying the risk of joint occurrence of extreme events at different locations and is of significant interest in climatic and other environmental sciences. A popular class of dependence models for…

Methodology · Statistics 2026-02-11 Lorenzo Dell'Oro , Carlo Gaetan , Thomas Opitz