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Credit risk assessment increasingly relies on diverse sources of information beyond traditional structured financial data, particularly for micro and small enterprises (mSEs) with limited financial histories. This study proposes a…

Risk Management · Quantitative Finance 2026-01-05 Zongxiao Wu , Ran Liu , Jiang Dai , Dan Luo

This article introduces a dynamic spatiotemporal stochastic volatility (SV) model with explicit terms for the spatial, temporal, and spatiotemporal spillover effects. Moreover, the model includes time-invariant site-specific constant…

Methodology · Statistics 2023-11-10 Philipp Otto , Osman Doğan , Süleyman Taşpınar

Credit risk assessment is a crucial aspect of financial decision-making, enabling institutions to predict the likelihood of default and make informed lending decisions. Two prominent methodologies in credit risk modeling are logistic…

Applications · Statistics 2026-04-30 Cheng Lee , Hsi Lee

Spatial-temporal forecasting plays an important role in many real-world applications, such as traffic forecasting, air pollutant forecasting, crowd-flow forecasting, and so on. State-of-the-art spatial-temporal forecasting models take…

Machine Learning · Computer Science 2024-01-22 Xinyu Su , Jianzhong Qi , Egemen Tanin , Yanchuan Chang , Majid Sarvi

This study presents a comparative analysis of three predictive models with an increasing degree of flexibility: hidden dynamic geostatistical models (HDGM), generalised additive mixed models (GAMM), and the random forest spatiotemporal…

Predicting spatio-temporal traffic flow presents significant challenges due to complex interactions between spatial and temporal factors. Existing approaches often address these dimensions in isolation, neglecting their critical…

Artificial Intelligence · Computer Science 2024-11-15 Weilin Ruan , Wenzhuo Wang , Siru Zhong , Wei Chen , Li Liu , Yuxuan Liang

We present a neural network framework for learning a survival model to predict a time-to-event outcome while simultaneously learning a topic model that reveals feature relationships. In particular, we model each subject as a distribution…

Machine Learning · Computer Science 2024-06-06 George H. Chen , Linhong Li , Ren Zuo , Amanda Coston , Jeremy C. Weiss

In biostatistics and medical research, longitudinal data are often composed of repeated assessments of a variable (e.g., blood pressure or other biomarkers) and dichotomous indicators to mark an event of interest (e.g., recovery from…

Applications · Statistics 2019-09-13 Sezen Cekic , Stephen Aichele , Andreas M. Brandmaier , Ylva Köhncke , Paolo Ghisletta

Longitudinal biomarker data and health outcomes are routinely collected in many studies to assess how biomarker trajectories predict health outcomes. Existing methods primarily focus on mean biomarker profiles, treating variability as a…

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…

Machine Learning · Statistics 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

Traditional approaches in unsupervised or self supervised learning for skeleton-based action classification have concentrated predominantly on the dynamic aspects of skeletal sequences. Yet, the intricate interaction between the moving and…

Computer Vision and Pattern Recognition · Computer Science 2025-05-30 Shanaka Ramesh Gunasekara , Wanqing Li , Philip Ogunbona , Jack Yang

Spatial-temporal forecasting and imputation are important for real-world intelligent systems. Most existing methods are tailored for individual forecasting or imputation tasks but are not designed for both. Additionally, they are less…

Machine Learning · Computer Science 2025-05-21 YiHeng Huang , Xiaowei Mao , Shengnan Guo , Yubin Chen , Junfeng Shen , Tiankuo Li , Youfang Lin , Huaiyu Wan

Rare cancers affect millions of people worldwide each year. However, estimating incidence or mortality rates associated with rare cancers presents important difficulties and poses new statistical methodological challenges. In this paper, we…

Methodology · Statistics 2025-07-30 Garazi Retegui , Jaione Etxeberria , María Dolores Ugarte

Recent crash frequency studies incorporate spatiotemporal correlations, but these studies have two key limitations: i) none of these studies accounts for temporal variation in model parameters; and ii) Gibbs sampler suffers from convergence…

Applications · Statistics 2020-08-11 Prasad Buddhavarapu , Prateek Bansal , Jorge A. Prozzi

Not only does mobile health technology enable researchers to track changes in multiple longitudinal outcomes of interest and to record the occurrence of health-related events over time, but it also allows for the delivery of repeated…

The spatio-temporal relations of impacts of extreme events and their drivers in climate data are not fully understood and there is a need of machine learning approaches to identify such spatio-temporal relations from data. The task,…

Computer Vision and Pattern Recognition · Computer Science 2024-11-01 Mohamad Hakam Shams Eddin , Juergen Gall

In many applications, survey data are collected from different survey centers in different regions. It happens that in some circumstances, response variables are completely observed while the covariates have missing values. In this paper,…

Methodology · Statistics 2020-07-07 Zhihua Ma , Guanyu Hu , Ming-Hui Chen

We propose a joint model for a time-to-event outcome and a quantile of a continuous response repeatedly measured over time. The quantile and survival processes are associated via shared latent and manifest variables. Our joint model…

Methodology · Statistics 2014-04-07 Alessio Farcomeni , Sara Viviani

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull
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