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Seasonality (or periodicity) and trend are features describing an observed sequence, and extracting these features is an important issue in many scientific fields. However, it is not an easy task for existing methods to analyze…

Statistics Theory · Mathematics 2013-03-20 Yu-Chun Chen , Ming-Yen Cheng , Hau-tieng Wu

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

In this paper, we introduce a variant of hidden Markov models in which the transition probabilities between the states, as well as the emission distributions, are not constant in time but vary in a periodic manner. This class of models,…

Applications · Statistics 2018-02-23 Augustin Touron

We seek statistical methods to study the occurrence of multiple rain types observed by satellite on a global scale. The main scientific interests are to relate rainfall occurrence with various atmospheric state variables and to study the…

Applications · Statistics 2018-01-03 Mikyoung Jun , Courtney Schumacher , R. Saravanan

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

Precipitation is dependent on a myriad of atmospheric conditions. In this paper, we study how certain atmospheric parameters impact the occurrence of rainfall. We propose a data-driven, machine-learning based methodology to detect…

Atmospheric and Oceanic Physics · Physics 2018-05-08 Shilpa Manandhar , Soumyabrata Dev , Yee Hui Lee , Yu Song Meng , Stefan Winkler

In agricultural landscapes, the composition and spatial configuration of cultivated and semi-natural elements strongly impact species dynamics, their interactions and habitat connectivity. To allow for landscape structural analysis and…

Populations and Evolution · Quantitative Biology 2020-03-05 Patrizia Zamberletti , Julien Papaïx , Edith Gabriel , Thomas Opitz

Statistical models are an essential tool to model, forecast and understand the hydrological processes in watersheds. In particular, the understanding of time lags associated with the delay between rainfall occurrence and subsequent changes…

Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. This paper proposes a new statistical model for such systems, modeled as dynamic networks, to address this challenge. It…

Social and Information Networks · Computer Science 2017-06-27 Jace Robinson , Derek Doran

A functional time series approach is proposed for investigating spatial correlation in daily maximum temperature forecast errors for 111 cities spread across the U.S. The modelling of spatial correlation is most fruitful for longer forecast…

Methodology · Statistics 2021-11-23 Phillip A. Jang , David S. Matteson

In a real life process evolving over time, the relationship between its relevant variables may change. Therefore, it is advantageous to have different inference models for each state of the process. Asymmetric hidden Markov models fulfil…

Machine Learning · Computer Science 2023-05-16 Carlos Puerto-Santana , Pedro Larrañaga , Concha Bielza

Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…

Methodology · Statistics 2026-05-06 Carrie J. Lei-Cramer , Jian Cao , Matthias Katzfuss

Climate models robustly imply that some significant change in precipitation patterns will occur. Models consistently project that the intensity of individual precipitation events increases by approximately 6-7%/K, following the increase in…

Applications · Statistics 2016-12-21 Won Chang , Michael L. Stein , Jiali Wang , V. Rao Kotamarthi , Elisabeth J. Moyer

We develop an efficient sampling approach for handling complex missing data patterns and a large number of missing observations in conditionally Gaussian state space models. Two important examples are dynamic factor models with unbalanced…

Econometrics · Economics 2023-02-08 Joshua C. C. Chan , Aubrey Poon , Dan Zhu

Gridded estimated rainfall intensity values at very high spatial and temporal resolution levels are needed as main inputs for weather prediction models to obtain accurate precipitation forecasts, and to verify the performance of…

Applications · Statistics 2009-01-23 Montserrat Fuentes , Brian Reich , Gyuwon Lee

In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…

Methodology · Statistics 2012-06-22 Yan Liu , Taha Bahadori , Hongfei Li

Understanding droughts in a climate context remains a major challenge. Over the United States, different choices of observations and metrics have often produced diametrically opposite insights. This paper focuses on understanding and…

Atmospheric and Oceanic Physics · Physics 2015-12-31 Poulomi Ganguli , Auroop R. Ganguly

We introduce a method for decomposition of trend, cycle and seasonal components in spatio-temporal models and apply it to investigate the existence of climate changes in temperature and rainfall series. The method incorporates critical…

Applications · Statistics 2017-03-21 Marcio Poletti Laurini

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu