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Graph-based spatio-temporal neural networks are effective to model the spatial dependency among discrete points sampled irregularly from unstructured grids, thanks to the great expressiveness of graph neural networks. However, these models…

Machine Learning · Computer Science 2022-04-22 Haitao Lin , Guojiang Zhao , Lirong Wu , Stan Z. Li

We present a numerical framework for deep neural network (DNN) modeling of unknown time-dependent partial differential equations (PDE) using their trajectory data. Unlike the recent work of [Wu and Xiu, J. Comput. Phys. 2020], where the…

Machine Learning · Computer Science 2021-11-24 Zhen Chen , Victor Churchill , Kailiang Wu , Dongbin Xiu

Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Seungsu Kam , Dong-Young Lim , Sungil Kim

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

We study non-parametric estimation of choice models, which were introduced to alleviate unreasonable assumptions in traditional parametric models, and are prevalent in several application areas. Existing literature focuses only on the…

Optimization and Control · Mathematics 2020-08-07 Nam Ho-Nguyen , Fatma Kilinc-Karzan

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

This work presents a data-driven approach to the identification of spatial and temporal truncation errors for linear and nonlinear discretization schemes of Partial Differential Equations (PDEs). Motivated by the central role of truncation…

Numerical Analysis · Computer Science 2019-09-04 Stephan Thaler , Ludger Paehler , Nikolaus A. Adams

We develop a data-driven methodology based on parametric It\^{o}'s Stochastic Differential Equations (SDEs) to capture the real asymmetric dynamics of forecast errors. Our SDE framework features time-derivative tracking of the forecast,…

Methodology · Statistics 2021-02-11 Renzo Caballero , Ahmed Kebaier , Marco Scavino , Raúl Tempone

The importance of modelling temperature fields goes beyond the need to understand a region's climate and serves too as a starting point for understanding their socioeconomic, and health consequences. The topography of the study region…

Applications · Statistics 2016-04-05 Camila M. Casquilho-Resende , Nhu D. Le , James V. Zidek

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

Starting with sets of disorganized observations of spatially varying and temporally evolving systems, obtained at different (also disorganized) sets of parameters, we demonstrate the data-driven derivation of parameter dependent,…

Dynamical Systems · Mathematics 2022-04-27 David W. Sroczynski , Felix P. Kemeth , Ronald R. Coifman , Ioannis G. Kevrekidis

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…

Methodology · Statistics 2023-10-09 Zifeng Zhao , Ting Fung Ma , Wai Leong Ng , Chun Yip Yau

Compositional data, such as regional shares of economic sectors or property transactions, are central to understanding structural change in economic systems across space and time. This paper introduces a spatiotemporal multivariate…

Applications · Statistics 2026-03-16 Matthias Eckardt , Philipp Otto

Spatial regression is widely used for modeling the relationship between a dependent variable and explanatory covariates. Oftentimes, the linear relationships vary across space, when some covariates have location-specific effects on the…

Methodology · Statistics 2020-12-18 Xin Wang , Zhengyuan Zhu , Hao Helen Zhang

Time Series data are broadly studied in various domains of transportation systems. Traffic data area challenging example of spatio-temporal data, as it is multi-variate time series with high correlations in spatial and temporal…

Machine Learning · Computer Science 2021-07-06 Reza Asadi , Amelia Regan

Partial Differential Equations (PDEs) have long been recognized as powerful tools for image processing and analysis, providing a framework to model and exploit structural and geometric properties inherent in visual data. Over the years,…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Alejandro Garnung Menéndez

Video prediction yields future frames by employing the historical frames and has exhibited its great potential in many applications, e.g., meteorological prediction, and autonomous driving. Previous works often decode the ultimate…

Computer Vision and Pattern Recognition · Computer Science 2023-11-21 Ping Li , Chenhan Zhang , Zheng Yang , Xianghua Xu , Mingli Song

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong
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