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Traditional econometric analyzes represent observations as vectors despite the inherent complexity of empirical data structures. When data are organized along dual classification dimensions, a matrix representation provides a more natural…

Econometrics · Economics 2026-04-02 Emanuele Lopetuso , Massimiliano Caporin

A new partial functional linear regression model for panel data with time varying parameters is introduced. The parameter vector of the multivariate model component is allowed to be completely time varying while the function-valued…

Methodology · Statistics 2018-07-18 Dominik Liebl , Fabian Walders

With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that…

Econometrics · Economics 2025-06-10 Tomohiro Ando , Jushan Bai , Kunpeng Li , Yong Song

As with the advancement of geographical information systems, non-Gaussian spatial data sets are getting larger and more diverse. This study develops a general framework for fast and flexible non-Gaussian regression, especially for…

Methodology · Statistics 2021-06-23 Daisuke Murakami , Mami Kajita , Seiji Kajita , Tomoko Matsui

Structural vector autoregressive (SVAR) models are widely used to analyze the simultaneous relationships between multiple time-dependent data. Various statistical inference methods have been studied to overcome the identification problems…

Econometrics · Economics 2025-03-18 Masato Shimokawa , Kou Fujimori

We propose a new Bayesian approach for spatiotemporal areal data with censored and missing observations. The method introduces a flexible random effect that combines the spatial dependence structures of the Simultaneous Autoregressive (SAR)…

Methodology · Statistics 2026-04-14 Jose A. Ordoñez , Tsung-I Lin , Victor H. Lachos , Luis M. Castro

This article introduces a novel method for detecting distinctive structural changes in economic data, particularly within frequency distribution tables. The approach identifies significant shifts in the distribution of a variable over time…

Applications · Statistics 2025-09-04 Joanna Dębicka , Edyta Mazurek

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

Methodology · Statistics 2020-04-06 Andrew Zammit-Mangion , Tin Lok James Ng , Quan Vu , Maurizio Filippone

Context plays a significant role in the generation of motion for dynamic agents in interactive environments. This work proposes a modular method that utilises a learned model of the environment for motion prediction. This modularity…

Machine Learning · Computer Science 2021-01-05 Todor Davchev , Michael Burke , Subramanian Ramamoorthy

In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…

Methodology · Statistics 2021-09-30 Wennan Chang , Pengtao Dang , Changlin Wan , Xiaoyu Lu , Yue Fang , Tong Zhao , Yong Zang , Bo Li , Chi Zhang , Sha Cao

The modeling and prediction of multivariate spatio-temporal data involve numerous challenges. Dimension reduction methods can significantly simplify this process, provided that they account for the complex dependencies between variables and…

Machine Learning · Statistics 2025-12-18 Mika Sipilä , Klaus Nordhausen , Sara Taskinen

Photovoltaic generation plays a central role in the energy transition, yet understanding its adoption dynamics requires robust analytical frameworks that capture both temporal and spatial patterns of decision behavior. This study applies a…

Physics and Society · Physics 2026-05-22 Canigó Callau-Boix , Raúl Toral , Pere Colet

There exists a correlation between geospatial activity temporal patterns and type of land use. A novel self-supervised approach is proposed to stratify landscape based on mobility activity time series. First, the time series signal is…

Computer Vision and Pattern Recognition · Computer Science 2024-01-18 Yi Cao , Swetava Ganguli , Vipul Pandey

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

Artificial Intelligence · Computer Science 2012-12-05 Eric Mjolsness

Modelling multivariate spatio-temporal data with complex dependency structures is a challenging task but can be simplified by assuming that the original variables are generated from independent latent components. If these components are…

Methodology · Statistics 2024-11-04 Mika Sipilä , Claudia Cappello , Sandra De Iaco , Klaus Nordhausen , Sara Taskinen

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Applications · Statistics 2018-10-12 Pavel Krupskii , Marc G. Genton

Spatial autoregressive model, introduced by Clif and Ord in 1970s has been widely applied in many areas of science and econometrics such as regional economics, public finance, political sciences, agricultural economics, environmental…

Applications · Statistics 2019-05-14 Wenqian Wang , Beth Andrews

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural…

Statistics Theory · Mathematics 2014-02-06 Zudi Lu , Qingguo Tang , Longsheng Cheng

The analysis of spatio-temporal data has been the object of research in several areas of knowledge. One of the main objectives of such research is the need to evaluate the behavior of climate effects in certain regions across a period of…

Methodology · Statistics 2025-01-03 David H. da Matta , Mariana R. Motta , Nancy L. Garcia , Alexandre B. Heinemann

Spatio-temporal machine learning is critically needed for a variety of societal applications, such as agricultural monitoring, hydrological forecast, and traffic management. These applications greatly rely on regional features that…

Machine Learning · Computer Science 2023-03-09 Zhexiong Liu , Licheng Liu , Yiqun Xie , Zhenong Jin , Xiaowei Jia