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Data cleaning is a crucial part of every data analysis exercise. Yet, the currently available R packages do not provide fast and robust methods for cleaning and preparation of time series data. The open source package tsrobprep introduces…

Machine Learning · Statistics 2021-10-12 Michał Narajewski , Jens Kley-Holsteg , Florian Ziel

Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…

Analyzing time-series cross-sectional (also known as longitudinal or panel) data is an important process across a number of fields, including the social sciences, economics, finance, and medicine. PanelMatch is an R package that implements…

Methodology · Statistics 2025-08-19 Adam Rauh , In Song Kim , Kosuke Imai

Simulation of rainfall over a region for long time-sequences can be very useful for planning and policy-making, especially in India where the economy is heavily reliant on monsoon rainfall. However, such simulations should be able to…

Applications · Statistics 2017-09-04 Adway Mitra

Mining temporal data for information is often inhibited by a multitude of formats: irregular or multiple time intervals, point events that need aggregating, multiple observational units or repeated measurements on multiple individuals, and…

Applications · Statistics 2019-02-14 Earo Wang , Dianne Cook , Rob J Hyndman

We propose models and algorithms for learning about random directions in two-dimensional simplex data, and apply our methods to the study of income level proportions and their changes over time in a geostatistical area. There are several…

Methodology · Statistics 2022-05-24 Rayleigh Lei , XuanLong Nguyen

Many environmental processes such as rainfall, wind or snowfall are inherently spatial and the modelling of extremes has to take into account that feature. In addition, environmental processes are often attached with an angle, e.g., wind…

Methodology · Statistics 2024-07-04 Gaspard Tamagny , Mathieu Ribatet

Smoothing methods and SiZer (SIgnificant ZERo crossing of the derivatives) are useful tools for exploring significant underlying structures in data samples. An extension of SiZer to circular data, namely CircSiZer, is introduced. Based on…

Applications · Statistics 2013-02-27 María Oliveira , Rosa M. Crujeiras , Alberto Rodríguez-Casal

Deep neural network models have become ubiquitous in recent years, and have been applied to nearly all areas of science, engineering, and industry. These models are particularly useful for data that have strong dependencies in space (e.g.,…

Machine Learning · Statistics 2022-06-07 Christopher K. Wikle , Andrew Zammit-Mangion

Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…

Searching spatial data is an important operation for scientific simulations which are performed mostly with periodic boundary conditions. An R-Tree is a well known tree data structure used to contain spatial objects and it is capable of…

Data Structures and Algorithms · Computer Science 2017-12-11 Toru Niina

State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…

Methodology · Statistics 2015-07-23 Satyaki Mazumder , Sourabh Bhattacharya

Spatio-temporal areal data can be seen as a collection of time series which are spatially correlated, according to a specific neighbouring structure. Motivated by a dataset on mobile phone usage in the Metropolitan area of Milan, Italy, we…

Despite their promise and ubiquity, Gaussian processes (GPs) can be difficult to use in practice due to the computational impediments of fitting and sampling from them. Here we discuss a short R package for efficient multivariate normal…

Computation · Statistics 2015-07-23 Giri Gopalan , Luke Bornn

The use of Bayesian adaptive designs for randomised controlled trials has been hindered by the lack of software readily available to statisticians. We have developed a new software package (Bayesian Adaptive Trials Simulator Software -…

We propose a class of dynamic vine copula models. This is an extension of static vine copulas and a generalization of dynamic C-vine and D-vine copulas studied by Almeida et al (2016) and Goel and Mehra (2019). Within this class, we allow…

Methodology · Statistics 2019-11-05 Alexander Kreuzer , Claudia Czado

It is well known that the integration among different data-sources is reliable because of its potential of unveiling new functionalities of the genomic expressions which might be dormant in a single source analysis. Moreover, different…

Methodology · Statistics 2021-12-08 Arnab Kumar Maity , Sang Chan Lee , Bani K. Mallick , Tapasree Roy Sarkar

There has been increased interest in the use of historical data to formulate informative priors in regression models. While many such priors for incorporating historical data have been proposed, adoption is limited due to access to…

Methodology · Statistics 2025-06-26 Ethan M. Alt , Xinxin Chen , Luiz M. Carvalho , Joseph G. Ibrahim

A space-time model for wind fields is proposed. It aims at simulating realistic wind conditions with a focus on reproducing the space-time motions of the meteorological systems. A Gaussian linear state-space model is used where the latent…

Methodology · Statistics 2013-12-20 Julie Bessac , Pierre Ailliot , Valerie Monbet

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