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This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Diffusion models have been widely used in time series and spatio-temporal data, enhancing generative, inferential, and downstream capabilities. These models are applied across diverse fields such as healthcare, recommendation, climate,…

Machine Learning · Computer Science 2025-12-09 Yiyuan Yang , Ming Jin , Haomin Wen , Chaoli Zhang , Yuxuan Liang , Lintao Ma , Yi Wang , Chenghao Liu , Bin Yang , Zenglin Xu , Shirui Pan , Qingsong Wen

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

Methodology · Statistics 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad

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

Stochastic models for spatio-temporal transport face a critical trade-off between physical realism and interpretability. The advection model with a single constant velocity is interpretable but physically limited by its perfect correlation…

Computation · Statistics 2026-02-10 Maria Laura Battagliola , Sofia Charlotta Olhede

Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…

Machine Learning · Computer Science 2023-06-27 Yuan Yuan , Jingtao Ding , Chenyang Shao , Depeng Jin , Yong Li

Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…

Machine Learning · Computer Science 2025-02-11 Valerii Iakovlev , Harri Lähdesmäki

In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest.…

Methodology · Statistics 2024-07-23 Lucia Clarotto , Denis Allard , Thomas Romary , Nicolas Desassis

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

Methodology · Statistics 2019-10-02 Behnaz Pirzamanbein

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

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

Statistics Theory · Mathematics 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

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

Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…

Applications · Statistics 2017-06-15 Emil B. Iversen , Rune Juhl , Jan K. Møller , Jan Kleissl , Henrik Madsen , Juan M. Morales

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu
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