Related papers: Kronecker-structured Covariance Models for Multiwa…
Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…
We develop two new classes of space-time Gaussian process models by specifying covariance functions using what we call a half-spectral representation. The half-spectral representation of a covariance function, $K$, is a special case of…
This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…
Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…
The advent of data science has provided an increasing number of challenges with high data complexity. This paper addresses the challenge of space-time data where the spatial domain is not a planar surface, a sphere, or a linear network, but…
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…
Hypergraphs and tensors extend classic graph and matrix theory to account for multiway relationships, which are ubiquitous in engineering, biological, and social systems. While the Kronecker product is a potent tool for analyzing the…
In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…
We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…
We present a method for modelling the covariance structure of tensor-variate data, with the ulterior aim of learning an unknown model parameter vector using such data. We express the high-dimensional observable as a function of this sought…
Multivariate spatial modeling is key to understanding the behavior of materials downstream in a mining operation. The ore recovery depends on the mineralogical composition, which needs to be properly captured by the model to allow for good…
Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…
A multifractal-like representation for multi-time multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of…
In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature. A first part is made with discrete values accounting for some symbolic…
The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…
Vector autoregressive (VAR) models have become a staple in the analysis of multivariate time series and are formulated in the time domain as difference equations, with an implied covariance structure. In many contexts, it is desirable to…
Due to the rise in the use of renewable energies as an alternative to traditional ones, and especially solar energy, there is increasing interest in studying how to address photovoltaic forecasting in the face of the challenge of…
Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…
World is looking for clean and renewable energy sources that do not pollute the environment, in an attempt to reduce greenhouse gas emissions that contribute to global warming. Wind energy has significant potential to not only reduce…