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In this paper, we present an overview of different types of random walk strategies with local and non-local transitions on undirected connected networks. We present a general approach to analyzing these strategies by defining the dynamics…

Statistical Mechanics · Physics 2020-07-08 A. P. Riascos , José L. Mateos

In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature. A first part is made with discrete values accounting for some symbolic…

Statistics Theory · Mathematics 2008-03-27 Cécile Hardouin , Jian-Feng Yao

Modeling spatiotemporal interactions in multivariate time series is key to their effective processing, but challenging because of their irregular and often unknown structure. Statistical properties of the data provide useful biases to model…

Machine Learning · Computer Science 2024-09-17 Andrea Cavallo , Mohammad Sabbaqi , Elvin Isufi

Network models have been popular for modeling and representing complex relationships and dependencies between observed variables. When data comes from a dynamic stochastic process, a single static network model cannot adequately capture…

Machine Learning · Statistics 2013-04-03 Mladen Kolar , Eric P. Xing

We introduce a mixed-effects model to learn spatiotempo-ral patterns on a network by considering longitudinal measures distributed on a fixed graph. The data come from repeated observations of subjects at different time points which take…

This article proposes a spatial dynamic structural equation model for the analysis of housing prices at the State level in the USA. The study contributes to the existing literature by extending the use of dynamic factor models to the…

Applications · Statistics 2013-12-23 Pasquale Valentini , Luigi Ippoliti , Lara Fontanella

Spatial autoregressive combined (SAC) model has been widely studied in the literature for the analysis of spatial data in various areas such as geography, economics, demography, regional sciences. This is a linear model with scalar…

Methodology · Statistics 2020-04-17 Alassane Aw , Emmanuel Nicolas Cabral

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in…

Econometrics · Economics 2024-11-04 Donald W. K. Andrews , Ming Li

A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the…

Applications · Statistics 2015-01-27 Theodoros Economou , David B. Stephenson , Christopher A. T. Ferro

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…

Methodology · Statistics 2021-09-30 Wennan Chang , Pengtao Dang , Changlin Wan , Xiaoyu Lu , Yue Fang , Tong Zhao , Yong Zang , Bo Li , Chi Zhang , Sha Cao

Spatiotemporal processes have the potential to be one of the most influential factors governing how fisheries targeting sedentary species respond to harvesting. Despite this, management strategy evaluation often fails to account for space…

Populations and Evolution · Quantitative Biology 2021-09-07 Christopher D. Nottingham , Russell B. Millar

Projections of storm surge return levels are a basic requirement for effective management of coastal risks. A common approach to estimate hazards posed by extreme sea levels is to use a statistical model, which may use a time series of a…

Applications · Statistics 2018-08-28 Tony E. Wong

Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be…

Machine Learning · Computer Science 2022-10-11 Ivan Marisca , Andrea Cini , Cesare Alippi

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

Spatial regression or geographically weighted regression models have been widely adopted to capture the effects of auxiliary information on a response variable of interest over a region. In contrast, relationships between response and…

Methodology · Statistics 2021-04-29 Shonosuke Sugasawa , Daisuke Murakami

This study introduces a statistical mechanics framework to analyze the territorial distribution of the Resident Foreign Population across Italian municipalities. The observed percentages of foreign residents are treated as the reference…

Methodology · Statistics 2025-10-14 Pierpaolo Massoli

We introduce a nonstationary spatio-temporal statistical model for gridded data on the sphere. The model specifies a computationally convenient covariance structure that depends on heterogeneous geography. Widely used statistical models on…

Applications · Statistics 2016-02-25 Stefano Castruccio , Joseph Guinness

A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…

Methodology · Statistics 2021-08-18 Sean Ryan , Rebecca Killick

For a long time, many methods are developed to make temporal signal analyses based on time series. However, for geographical systems, spatial signal analyses are as important as temporal signal analyses. Nonstationary spatial and temporal…

Physics and Society · Physics 2020-12-29 Yanguang Chen , Yuqing Long

Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…

Computational Physics · Physics 2018-08-01 Amir H. Delgoshaie , Patrick Jenny , Hamdi A. Tchelepi