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This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

Pseudo-parabolic equations have been used to model unsaturated fluid flow in porous media. In this paper it is shown how a pseudo-parabolic equation can be upscaled when using a spatio-temporal decomposition employed in the…

Analysis of PDEs · Mathematics 2018-10-09 Arthur J. Vromans , Fons van de Ven , Adrian Muntean

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Machine Learning · Computer Science 2025-09-24 Jonathan Schmidt , Luca Schmidt , Felix Strnad , Nicole Ludwig , Philipp Hennig

We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these…

Machine Learning · Computer Science 2018-04-24 Ali Ziat , Edouard Delasalles , Ludovic Denoyer , Patrick Gallinari

This paper contributes to the multivariate analysis of marked spatio-temporal point process data by introducing different partial point characteristics and extending the spatial dependence graph model formalism. Our approach yields a…

Methodology · Statistics 2020-03-06 Matthias Eckardt , Jonatan A. González , Jorge Mateu

Current wind turbine simulations successfully use turbulence generating tools for modeling behavior. However, they lack the ability to reproduce variabilities in wind dynamics and inherent stochastic structures (like temporal and spatial…

Numerical Analysis · Mathematics 2016-03-29 Qiang Guo , Daniel Rajewski , Eugene Takle , Baskar Ganapathysubramanian

Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate time series are used to infer parameters of physical or…

Methodology · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Mirjeta Pasha

In modeling spatial processes, a second-order stationarity assumption is often made. However, for spatial data observed on a vast domain, the covariance function often varies over space, leading to a heterogeneous spatial dependence…

Methodology · Statistics 2021-02-09 Ghulam A. Qadir , Ying Sun , Sebastian Kurtek

The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded)…

Computational Physics · Physics 2007-05-23 H. Rafii-Tabar , H. R. Sepangi

Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…

Statistics Theory · Mathematics 2023-03-31 Clara Grazian

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

We show the appearance of spatiotemporal stochastic resonance in the Swift-Hohenberg equation. This phenomenon emerges when a control parameter varies periodically in time around the bifurcation point. By using general scaling arguments and…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

Methodology · Statistics 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

Incipient slip detection provides critical feedback for robotic grasping and manipulation tasks. However, maintaining its adaptability under diverse object properties and complex working conditions remains challenging. This article…

Robotics · Computer Science 2025-02-25 Mingxuan Li , Lunwei Zhang , Qiyin Huang , Tiemin Li , Yao Jiang

Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence…

Methodology · Statistics 2022-02-25 Ghulam A. Qadir , Ying Sun

The abundance of fine-grained spatio-temporal data, such as traffic sensor networks, offers vast opportunities for scientific discovery. However, inferring causal relationships from such observational data remains challenging, particularly…

Machine Learning · Statistics 2025-12-01 Xintong Li , Haoran Zhang , Xiao Zhou

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

Spatiotemporal dynamics is central to a wide range of applications from climatology, computer vision to neural sciences. From temporal observations taken on a high-dimensional vector of spatial locations, we seek to derive knowledge about…

Methodology · Statistics 2016-04-19 Lu Meng , Tian Zheng

Numerical climate model simulations run at high spatial and temporal resolutions generate massive quantities of data. As our computing capabilities continue to increase, storing all of the data is not sustainable, and thus it is important…

Methodology · Statistics 2018-02-20 Joseph Guinness , Dorit Hammerling
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