Related papers: Investigating new, signature-based, spatial autore…
We propose a new approach to the autoregressive spatial functional model, based on the notion of signature, which represents a function as an infinite series of its iterated integrals. It presents the advantage of being applicable to a wide…
We propose a spatial autoregressive model for a multivariate response variable and functional covariates. The approach is based on the notion of signature, which represents a function as an infinite series of its iterated integrals and…
This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of nearby units. This model can be characterized as a…
We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…
This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…
This paper presents an innovative extension of spatial autoregressive (SAR) models, introducing spatial coefficients specific to each spatial region that evolve over time. The proposed estimation methodology covers both homoscedastic and…
We have developed a new signature-based spatial scan statistic for functional data (SigFSS). This scan statistic can be applied to both univariate and multivariate functional data. In a simulation study, SigFSS almost always performed…
We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the first-order differencing and estimates its long-run covariance…
We propose a new class of spatio-temporal models with unknown and banded autoregressive coefficient matrices. The setting represents a sparse structure for high-dimensional spatial panel dynamic models when panel members represent economic…
We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We…
Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…
We propose a new class of models specifically tailored for spatio-temporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, i.e. SARAR(1,1), by exploiting the…
We introduce a spatial function-on-function regression model to capture spatial dependencies in functional data by integrating spatial autoregressive techniques with functional principal component analysis. The proposed model addresses a…
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…
Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to…
This paper introduces a new spatial scan statistic designed to adjust cluster detection for longitudinal confounding factors indexed in space. The functional-model-adjusted statistic was developed using generalized functional linear models…
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…
Statistical models used to estimate the spatio-temporal pattern in disease risk from areal unit data represent the risk surface for each time period with known covariates and a set of spatially smooth random effects. The latter act as a…
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 autoregressive combined (SAC) model has been widely studied in the literature for the analysis of spatial data in various areas such as geography, economics, demography, regional sciences. This is a linear model with scalar…