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One main challenge in time series anomaly detection for industrial IoT lies in the complex spatio-temporal couplings within multivariate data. However, traditional anomaly detection methods focus on modeling spatial or temporal dependencies…

Machine Learning · Computer Science 2025-09-30 Tao Yin , Xiaohong Zhang , Shaochen Fu , Zhibin Zhang , Li Huang , Yiyuan Yang , Kaixiang Yang , Meng Yan

This article introduces a dynamic spatiotemporal stochastic volatility (SV) model with explicit terms for the spatial, temporal, and spatiotemporal spillover effects. Moreover, the model includes time-invariant site-specific constant…

Methodology · Statistics 2023-11-10 Philipp Otto , Osman Doğan , Süleyman Taşpınar

Spatial variables can be observed in many different forms, such as regularly sampled random fields (lattice data), point processes, and randomly sampled spatial processes. Joint analysis of such collections of observations is clearly…

Methodology · Statistics 2026-05-20 Jake P. Grainger , Tuomas A. Rajala , David J. Murrell , Sofia C. Olhede

Spatial phenomena in environmental and biological contexts often involve events that are unevenly distributed across space and carry attributes, whose associations/variations are space-dependent. In this paper, we introduce the class of…

Methodology · Statistics 2025-06-02 Mehdi Moradi , Matthias Eckardt

The use of video-imaging data for in-line process monitoring applications has become more and more popular in the industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant…

Applications · Statistics 2020-04-24 Hao Yan , Marco Grasso , Kamran Paynabar , Bianca Maria Colosimo

Rainfall is an important component of the climate system and its statistical properties are vital for prediction purposes. In this study, we have developed a statistical method for constructing the distribution of annual precipitation. The…

Atmospheric and Oceanic Physics · Physics 2024-05-24 Yosef Ashkenazy , Naftali R. Smith

Recent advances in digitization have led to the availability of multivariate time series data in various domains, enabling real-time monitoring of operations. Identifying abnormal data patterns and detecting potential failures in these…

Machine Learning · Computer Science 2023-10-10 Fan Wang , Keli Wang , Boyu Yao

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

Understanding the complex nature of spatial information is crucial for problem solving in social and environmental sciences. This study investigates how the underlying patterns of spatial data can significantly influence the outcomes of…

Physics and Society · Physics 2024-09-17 Peng Luo , Yongze Song , Wenwen Li , Liqiu Meng

With the deterioration of climate, the phenomenon of rain-induced flooding has become frequent. To mitigate its impact, recent works adopt convolutional neural network or its variants to predict the floods. However, these methods directly…

Computer Vision and Pattern Recognition · Computer Science 2023-12-13 Feifei Wang , Yong Wang , Bing Li , Qidong Huang , Shaoqing Chen

Anomaly detection, where data instances are discovered containing feature patterns different from the majority, plays a fundamental role in various applications. However, it is challenging for existing methods to handle the scenarios where…

Machine Learning · Computer Science 2023-04-24 Guanchu Wang , Ninghao Liu , Daochen Zha , Xia Hu

This paper presents a novel methodology for modelling precipitation patterns in a specific geographical region using Hidden Markov Models (HMMs). Departing from conventional HMMs, where the hidden state process is assumed to be Markovian,…

Methodology · Statistics 2025-08-05 M. L. Gamiz , D. Montoro , M. C Segovia-Garcia

In this paper, we propose a new architecture for real-time anomaly detection in video data, inspired by human behavior combining spatial and temporal analyses. This approach uses two distinct models: (i) for temporal analysis, a recurrent…

Computer Vision and Pattern Recognition · Computer Science 2024-12-02 Fabien Poirier

Abstract. Detecting anomalies in patterns of sensor data is important in many practical applications, including domestic activity monitoring for Active Assisted Living (AAL). How to represent and analyse these patterns, however, remains a…

Artificial Intelligence · Computer Science 2024-01-23 Manuel Fernandez-Carmona , Sariah Mghames , Nicola Bellotto

The problem of estimating the slope parameter in regression between two spatial processes under confounding by an unmeasured spatial process has received widespread attention in the recent statistical literature. Yet, a fundamental question…

Statistics Theory · Mathematics 2026-03-04 Abhirup Datta , Michael L. Stein

We introduce the Statistical Asynchronous Regression (SAR) method: a technique for determining a relationship between two time varying quantities without simultaneous measurements of both quantities. We require that there is a time…

Statistical Mechanics · Physics 2015-06-24 T. P. O'Brien , D. Sornette , R. L. McPherron

Anomaly detection is a fundamental problem in data mining field with many real-world applications. A vast majority of existing anomaly detection methods predominately focused on data collected from a single source. In real-world…

Machine Learning · Computer Science 2019-08-13 Yuening Li , Ninghao Liu , Jundong Li , Mengnan Du , Xia Hu

Markov random fields (MRFs) are invaluable tools across diverse fields, and spatiotemporal MRFs (STMRFs) amplify their effectiveness by integrating spatial and temporal dimensions. However, modeling spatiotemporal data introduces additional…

Methodology · Statistics 2024-04-30 Ning Ning

Forecasting rainfall in tropical areas is challenging due to complex atmospheric behaviour, elevated humidity levels, and the common presence of convective rain events. In the Indian context, the difficulty is further exacerbated because of…

Machine Learning · Computer Science 2024-04-02 Ajay Devda , Akshay Sunil , Murthy R , B Deepthi

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao
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