Related papers: Spatial disaggregation of time series
Temporal disaggregation is a method commonly used in official statistics to enable high-frequency estimates of key economic indicators, such as GDP. Traditionally, such methods have relied on only a couple of high-frequency indicator series…
Compositional data, such as regional shares of economic sectors or property transactions, are central to understanding structural change in economic systems across space and time. This paper introduces a spatiotemporal multivariate…
We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…
Spatio-temporal areal data can be seen as a collection of time series which are spatially correlated according to a specific neighboring structure. Incorporating the temporal and spatial dimension into a statistical model poses challenges…
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…
This work proposes a two-step method to enhance disease risk estimation in small areas by integrating spatiotemporal cluster detection within a Bayesian hierarchical spatiotemporal model. First, we introduce an efficient…
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…
The emergence of Covid-19 requires new effective tools for epidemiological surveillance. Spatio-temporal disease mapping models, which allow dealing with highly disaggregated spatial and temporal units of analysis, are a priority in this…
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…
We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…
Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…
Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…
In this paper, we present an extension of the spatially-clustered linear regression models, namely, the spatially-clustered spatial autoregression (SCSAR) model, to deal with spatial heterogeneity issues in clustering procedures. In…
Given a set of synchronous time series, each associated with a sensor-point in space and characterized by inter-series relationships, the problem of spatiotemporal forecasting consists of predicting future observations for each point.…
Spherically embedded spatial data are spatially indexed observations whose values naturally reside on or can be equivalently mapped to the unit sphere. Such data are increasingly ubiquitous in fields ranging from geochemistry to demography.…
Spatial statistical models are commonly used in geographical scenarios to ensure spatial variation is captured effectively. However, spatial models and cluster algorithms can be complicated and expensive. This paper pursues three main…
In time-series analyses, particularly for finance, generalized autoregressive conditional heteroscedasticity (GARCH) models are widely applied statistical tools for modelling volatility clusters (i.e., periods of increased or decreased…
We propose a modular framework for temporal disaggregation of quarterly GDP into monthly frequency, in which the regression step accommodates any supervised learning model while Mariano-Murasawa reconciliation enforces quarterly…
Regionalization aims to partition a spatial domain into contiguous regions that share similar characteristics, enabling more effective spatial analysis, policy making, and resource management. Existing approaches for spatial regionalization…
We propose a novel sparse spatiotemporal dynamic generalized linear model for efficient inference and prediction of bicycle count data. Assuming Poisson distributed counts with spacetime-varying rates, we model the log-rate using…