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Stochastic volatility (SV) models are nonlinear state-space models that enjoy increasing popularity for fitting and predicting heteroskedastic time series. However, due to the large number of latent quantities, their efficient estimation is…

Computation · Statistics 2021-12-02 Darjus Hosszejni , Gregor Kastner

Spatiotemporal data mining aims to discover interesting, useful but non-trivial patterns in big spatial and spatiotemporal data. They are used in various application domains such as public safety, ecology, epidemiology, earth science, etc.…

Databases · Computer Science 2022-06-28 Arun Sharma , Zhe Jiang , Shashi Shekhar

For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…

Statistics Theory · Mathematics 2022-03-10 Holger Dette , Pascal Quanz

Accurate traffic flow prediction heavily relies on the spatio-temporal correlation of traffic flow data. Most current studies separately capture correlations in spatial and temporal dimensions, making it difficult to capture complex…

Machine Learning · Computer Science 2025-01-03 Ben-Ao Dai , Nengchao Lyu , Yongchao Miao

Characterizing the spatio-temporal variability of relative sea level (RSL) and estimating local, regional, and global RSL trends requires statistical analysis of RSL data. Formal statistical treatments, needed to account for the spatially…

We define several new models for how to define anomalous regions among enormous sets of trajectories. These are based on spatial scan statistics, and identify a geometric region which captures a subset of trajectories which are…

Data Structures and Algorithms · Computer Science 2019-06-06 Michael Matheny , Dong Xie , Jeff M. Phillips

We introduce a dynamic spatiotemporal volatility model that extends traditional approaches by incorporating spatial, temporal, and spatiotemporal spillover effects, along with volatility-specific observed and latent factors. The model…

Methodology · Statistics 2024-10-23 Osman Doğan , Raffaele Mattera , Philipp Otto , Süleyman Taşpınar

Spatial transcriptomics (ST) enables the visualization of gene expression within the context of tissue morphology. This emerging discipline has the potential to serve as a foundation for developing tools to design precision medicines.…

Image and Video Processing · Electrical Eng. & Systems 2024-11-12 Shivam Kumar , Samrat Chatterjee

Receiver Operating Characteristic (ROC) curves have recently been used to evaluate the performance of models for spatial presence-absence or presence-only data. Applications include species distribution modelling and mineral prospectivity…

Methodology · Statistics 2025-06-05 Adrian Baddeley , Ege Rubak , Suman Rakshit , Gopalan Nair

The ETAS model is widely employed to model the spatio-temporal distribution of earthquakes, generally using spatially invariant parameters. We propose an efficient method for the estimation of spatially varying parameters, using the…

Geophysics · Physics 2017-06-28 Shyam Nandan , Guy Ouillon , Stefan Wiemer , Didier Sornette

Fitting Gaussian Processes (GPs) provides interpretable aleatoric uncertainty quantification for estimation of spatio-temporal fields. Spatio-temporal deep learning models, while scalable, typically assume a simplistic independent…

Machine Learning · Statistics 2025-10-27 Brandon R. Feng , David Keetae Park , Xihaier Luo , Arantxa Urdangarin , Shinjae Yoo , Brian J. Reich

Video prediction aims to predict future frames by modeling the complex spatiotemporal dynamics in videos. However, most of the existing methods only model the temporal information and the spatial information for videos in an independent…

Computer Vision and Pattern Recognition · Computer Science 2022-04-21 Zheng Chang , Xinfeng Zhang , Shanshe Wang , Siwei Ma , Wen Gao

This manuscript develops computationally efficient online learning for multivariate spatiotemporal models. The method relies on matrix-variate Gaussian distributions, dynamic linear models, and Bayesian predictive stacking to efficiently…

Methodology · Statistics 2026-02-10 Luca Presicce , Sudipto Banerjee

This paper presents the generalized spatial autoregression (GSAR) model, a significant advance in spatial econometrics for non-normal response variables belonging to the exponential family. The GSAR model extends the logistic SAR, probit…

Methodology · Statistics 2024-12-03 N. A. Cruz , J. D. Toloza-Delgado , O. O. Melo

Gaussian processes (GP) are a popular and powerful tool for spatial modelling of data, especially data that quantify environmental processes. However, in stationary form, whether covariance is isotropic or anisotropic, GPs may lack the…

Methodology · Statistics 2023-11-10 Benjamin D. Youngman

We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using…

The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationally infeasible for modern spatial data. As such, various…

In this study, we present a collection of local models, termed geographically weighted (GW) models, that can be found within the GWmodel R package. A GW model suits situations when spatial data are poorly described by the global form, and…

Methodology · Statistics 2013-12-11 Binbin Lu , Paul Harris , Martin Charlton , Chris Brunsdon

Epidemic modeling is an essential tool to understand the spread of the novel coronavirus and ultimately assist in disease prevention, policymaking, and resource allocation. In this article, we establish a state of the art interface between…

Applications · Statistics 2020-12-17 Li Wang , Guannan Wang , Lei Gao , Xinyi Li , Shan Yu , Myungjin Kim , Yueying Wang , Zhiling Gu

Spatial-temporal forecasting is crucial and widely applicable in various domains such as traffic, energy, and climate. Benefiting from the abundance of unlabeled spatial-temporal data, self-supervised methods are increasingly adapted to…

Machine Learning · Computer Science 2024-12-20 Qi Zheng , Zihao Yao , Yaying Zhang
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