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Precipitation exceedance probabilities are widely used in engineering design, risk assessment, and floodplain management. While common approaches like NOAA Atlas 14 assume that extreme precipitation characteristics are stationary over time,…

Applications · Statistics 2025-02-05 Yuchen Lu , Ben Seiyon Lee , James Doss-Gollin

The Mat\'ern covariance model is ubiquitous in spatial modelling, but there is no default choice for spatio-temporal modelling. In this paper, we consider the recently proposed ``diffusion-based'' extension of the spatial Mat\'ern…

Methodology · Statistics 2026-04-30 S. Knutsen Furset , Geir-Arne Fuglstad , Espen R. Jakobsen

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

Informative sampling designs can impact spatial prediction, or kriging, in two important ways. First, the sampling design can bias spatial covariance parameter estimation, which in turn can bias spatial kriging estimates. Second, even with…

Methodology · Statistics 2021-08-30 Erin M. Schliep , Christopher K. Wikle , Ranadeep Daw

This paper investigates the problem of informative path planning for a mobile robotic sensor network in spatially temporally distributed mapping. The robots are able to gather noisy measurements from an area of interest during their…

Area-level models for small area estimation typically rely on areal random effects to shrink design-based direct estimates towards a model-based predictor. Incorporating the spatial dependence of the random effects into these models can…

Methodology · Statistics 2024-04-22 Sho Kawano , Paul A. Parker , Zehang Richard Li

The objective of this study is to investigate spatial structures of error in the assessment of continuous raster data. The use of conventional diagnostics of error often overlooks the possible spatial variation in error because such…

Applications · Statistics 2025-10-15 Narumasa Tsutsumida , Pedro Rodríguez-Veiga , Paul Harris , Heiko Balzter , Alexis Comber

We develop a new methodology for forecasting matrix-valued time series with historical matrix data and auxiliary vector time series data. We focus on a time series of matrices defined on a static 2-D spatial grid and an auxiliary time…

Methodology · Statistics 2025-09-25 Hu Sun , Zuofeng Shang , Yang Chen

In the frame of designing a knowledge discovery system, we have developed stochastic models based on high-order hidden Markov models. These models are capable to map sequences of data into a Markov chain in which the transitions between the…

Artificial Intelligence · Computer Science 2007-05-23 Jean-Francois Mari , Florence Le Ber

The prevalence of multivariate space-time data collected from monitoring networks and satellites, or generated from numerical models, has brought much attention to multivariate spatio-temporal statistical models, where the covariance…

Methodology · Statistics 2023-03-14 Huang Huang , Ying Sun , Marc G. Genton

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded…

Statistical Mechanics · Physics 2018-02-07 Denis S. Grebenkov , Liubov Tupikina

Atmospheric inverse modelling is a method for reconstructing historical fluxes of green-house gas between land and atmosphere, using observed atmospheric concentrations and an atmospheric tracer transport model. The small number of observed…

Applications · Statistics 2019-07-08 Unn Dahlen , Johan Linström , Marko Scholze

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

We describe a novel method for modeling non-stationary multivariate time series, with time-varying conditional dependencies represented through dynamic networks. Our proposed approach combines traditional multi-scale modeling and network…

Methodology · Statistics 2017-12-25 Xinyu Kang , Apratim Ganguly , Eric D. Kolaczyk

Spatially and temporally varying coefficient (STVC) models are currently attracting attention as a flexible tool to explore the spatio-temporal patterns in regression coefficients. However, these models often struggle with balancing…

Methodology · Statistics 2025-01-07 Daisuke Murakami , Shinichiro Shirota , Seiji Kajita , Mami Kajita

Thank you very much for the attention and concern of colleagues and scholars in this work. With the comments and guidance of experts, editors, and reviewers, this work has been accepted for publishing in the journal "Process Safety and…

Machine Learning · Computer Science 2023-10-06 Hao Ren , Xiaojun Liang , Chunhua Yang , Zhiwen Chen , Weihua Gui

We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions.…

Statistics Theory · Mathematics 2008-12-18 Bo Li , Marc G. Genton , Michael Sherman

Cooperative multi-robot missions often require teams of robots to traverse environments where traversal risk evolves due to adversary patrols or shifting hazards with stochastic dynamics. While support coordination--where robots assist…

Multiagent Systems · Computer Science 2026-03-19 Manshi Limbu , Xuan Wang , Gregory J. Stein , Daigo Shishika , Xuesu Xiao

This study develops a spatially varying coefficient model by extending the random effects eigenvector spatial filtering model. The developed model has the following properties: its coefficients are interpretable in terms of the Moran…

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