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Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…

Machine Learning · Computer Science 2022-11-29 Xinyu Chen , Chengyuan Zhang , Xiaoxu Chen , Nicolas Saunier , Lijun Sun

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

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

Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or…

Methodology · Statistics 2026-01-21 Taehee Lee , Jun S. Liu

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…

Machine Learning · Statistics 2026-03-02 Daniele Zambon , Cesare Alippi

Reanalysis products such as the ERA5 reanalysis are commonly used as proxies for observed atmospheric conditions. These products are convenient to use due to their global coverage, the large number of available atmospheric variables and the…

Applications · Statistics 2025-07-03 Silius M. Vandeskog , Thordis L. Thorarinsdottir , Alex Lenkoski

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean

Current wind turbine simulations successfully use turbulence generating tools for modeling behavior. However, they lack the ability to reproduce variabilities in wind dynamics and inherent stochastic structures (like temporal and spatial…

Numerical Analysis · Mathematics 2016-03-29 Qiang Guo , Daniel Rajewski , Eugene Takle , Baskar Ganapathysubramanian

Data fusion models are widely used in air quality monitoring to integrate in situ and large-scale gridded products, offering spatially complete and temporally detailed estimates. However, traditional Gaussian-based models often…

Applications · Statistics 2026-05-18 M. Daniela Cuba , Craig Wilkie , Marian Scott , Daniela Castro-Camilo

Methods to deal with systematic model errors are an increasingly important component of modern data assimilation systems and their effectiveness has increased in recent years thanks to advances in methodology and the quality and density of…

Applications · Statistics 2022-09-26 Massimo Bonavita , Patrick Laloyaux

Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…

Quantum Physics · Physics 2025-08-07 Adva Baratz , Loris Maria Cangemi , Assaf Hamo , Sivan Refaely-Abramson , Amikam Levy

With latent variables, stochastic recurrent models have achieved state-of-the-art performance in modeling sound-wave sequence. However, opposite results are also observed in other domains, where standard recurrent networks often outperform…

Machine Learning · Computer Science 2019-09-17 Zihang Dai , Guokun Lai , Yiming Yang , Shinjae Yoo

The prevalence of multivariate space-time data collected from monitoring networks and satellites, or generated from numerical models, has brought much attention to multivariate spatio-temporal statistical models, where the covariance…

Methodology · Statistics 2023-03-14 Huang Huang , Ying Sun , Marc G. Genton

As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…

Machine Learning · Statistics 2020-12-23 Federico Amato , Fabian Guignard , Sylvain Robert , Mikhail Kanevski

In our contemporary era, meteorological weather forecasts increasingly incorporate ensemble predictions of visibility - a parameter of great importance in aviation, maritime navigation, and air quality assessment, with direct implications…

Applications · Statistics 2025-08-22 Mária Lakatos , Sándor Baran
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