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In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…
We provide a novel approach to model space-time random fields where the temporal argument is decomposed into two parts. The former captures the linear argument, which is related, for instance, to the annual evolution of the field. The…
Environmental time series data observed at high frequencies can be studied with approaches such as hidden Markov and semi-Markov models (HMM and HSMM). HSMMs extend the HMM by explicitly modeling the time spent in each state. In a…
Time series data plays a pivotal role in a wide variety of fields but faces challenges related to privacy concerns. Recently, synthesizing data via diffusion models is viewed as a promising solution. However, existing methods still struggle…
Chimera states, namely complex spatiotemporal patterns that consist of coexisting domains of spatially coherent and incoherent dynamics, are investigated in a network of coupled identical oscillators. These intriguing spatiotemporal…
Small, forested catchments are prototypes of terrestrial ecosystems and have been studied in several disciplines of environmental sciences since several decades. Time series of water and matter fluxes and nutrient concentrations from these…
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…
Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…
Since the innovation of the ubiquitous Kalman filter more than five decades back it is well known that to obtain the best possible estimates the tuning of its statistics $X_0$, $P_0$, $\Theta$, $R$ and $Q$ namely initial state and…
Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…
The Kalman-Bucy filter is the optimal state estimator for an Ornstein-Uhlenbeck diffusion given that the system is partially observed via a linear diffusion-type (noisy) sensor. Under Gaussian assumptions, it provides a finite-dimensional…
Accurate state estimation is essential for monitoring and controlling nonlinear chemical reactors, such as continuous stirred-tank reactors (CSTRs), where limited sensor coverage and process uncertainties hinder real-time observability.…
The electricity sector is undergoing substantial transformations due to the rising electrification of demand, enhanced integration of renewable energy resources, and the emergence of new technologies. These changes are rendering the…
The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…
Air pollution is a great concern because of its impact on human health and on the environment. Statistical models play an important role in improving knowledge of this complex spatio-temporal phenomenon and in supporting public agencies and…
Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…
Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…
Ordered chains (such as chains of amino acids) are ubiquitous in biological cells, and these chains perform specific functions contingent on the sequence of their components. Using the existence and general properties of such sequences as a…
Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…