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We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…

Methodology · Statistics 2022-05-23 Beniamino Hadj-Amar , Jack Jewson , Mark Fiecas

Modeling a precipitation field is challenging due to its intermittent and highly scale-dependent nature. Motivated by the features of high-frequency precipitation data from a network of rain gauges, we propose a threshold space-time $t$…

Applications · Statistics 2016-02-10 Ying Sun , Michael L. Stein

In this paper, we develop a time-varying parameter based seasonally-adjusted Bayesian state-space model for non-stationary time series datasets where both the trend and seasonal components are present and it is the general scenario for most…

Methodology · Statistics 2015-12-08 Arnab Hazra

To study trends in extreme precipitation across US over the years 1951-2017, we consider 10 climate indexes that represent extreme precipitation, such as annual maximum of daily precipitation, annual maximum of consecutive 5-day average…

Applications · Statistics 2019-01-01 Arnab Hazra , Brian J. Reich , Ana-Maria Staicu

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

Classical assessments of trends in gridded temperature data perform independent evaluations across the grid, thus, ignoring spatial correlations in the trend estimates. In particular, this affects assessments of trend significance as…

Applications · Statistics 2019-01-28 Ola Haug , Thordis L Thorarinsdottir , Sigrunn H Sørbye , Christian L E Franzke

We propose a computationally efficient statistical method to obtain distributional properties of annual maximum 24 hour precipitation on a 1 km by 1 km regular grid over Iceland. A latent Gaussian model is built which takes into account…

Methodology · Statistics 2015-06-23 Óli Páll Geirsson , Birgir Hrafnkelsson , Daniel Simpson

Statistical downscaling of global climate models (GCMs) allows researchers to study local climate change effects decades into the future. A wide range of statistical models have been applied to downscaling GCMs but recent advances in…

Machine Learning · Statistics 2017-02-15 Thomas Vandal , Evan Kodra , Auroop R Ganguly

This paper introduces a new stochastic diffusion process to model the electricity production from natural gas sources (as a percentage of total electricity production) in the United States. The method employs trend function analysis to…

Applications · Statistics 2025-11-05 Safa' Alsheyab

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…

Methodology · Statistics 2025-04-28 Dan Cunha , Mark Friedl , Luis Carvalho

Understanding dynamics of hydrological responses is essential in producing skillful runoff forecast. This can be quantitatively done by tracking changes in hydrology model parameters that represent physical characteristics. In this study,…

Applications · Statistics 2021-12-13 Xiao Peng , John D. Albertson

Precipitation is a large-scale, spatio-temporally heterogeneous phenomenon, with frequent anomalies exhibiting unusually high or low values. We use Markov Random Fields (MRFs) to detect spatio-temporally coherent anomalies in gridded annual…

Applications · Statistics 2017-11-01 Adway Mitra , Ashwin K. Seshadri

We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…

We propose a Bayesian hierarchical model for spatial extremes on a large domain. In the data layer a Gaussian elliptical copula having generalized extreme value (GEV) marginals is applied. Spatial dependence in the GEV parameters are…

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…

Atmospheric and Oceanic Physics · Physics 2020-11-16 Christian L. E. Franzke , Terence J. O'Kane , Judith Berner , Paul D. Williams , Valerio Lucarini

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

Methodology · Statistics 2019-10-01 Paul G Blackwell

Short-range forecasts of precipitation fields are needed in a wealth of agricultural, hydrological, ecological and other applications. Forecasts from numerical weather prediction models are often biased and do not provide uncertainty…

Applications · Statistics 2009-01-23 Veronica J. Berrocal , Adrian E. Raftery , Tilmann Gneiting

Deep generative models are increasingly used to gain insights in the geospatial data domain, e.g., for climate data. However, most existing approaches work with temporal snapshots or assume 1D time-series; few are able to capture…

Computer Vision and Pattern Recognition · Computer Science 2021-04-27 Konstantin Klemmer , Sudipan Saha , Matthias Kahl , Tianlin Xu , Xiao Xiang Zhu

While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…

Statistical Mechanics · Physics 2026-03-03 Thomas Sayer , Andrés Montoya-Castillo