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We develop a trajectory-based Koopman method for sea surface temperature (SST) that lifts annual SST segments using a signature kernel -- a reproducing kernel Hilbert space (RKHS) kernel that compares paths via iterated-integral features --…

Atmospheric and Oceanic Physics · Physics 2026-03-16 Nozomi Sugiura , Satoshi Osafune , Shinya Kouketsu

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Risk Management · Quantitative Finance 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

Naturalistic driving action recognition is essential for vehicle cabin monitoring systems. However, the complexity of real-world backgrounds presents significant challenges for this task, and previous approaches have struggled with…

Computer Vision and Pattern Recognition · Computer Science 2025-03-07 Qing Chang , Wei Dai , Zhihao Shuai , Limin Yu , Yutao Yue

Renewable energy power is influenced by the atmospheric system, which exhibits nonlinear and time-varying features. To address this, a dynamic temporal correlation modeling framework is proposed for renewable energy scenario generation. A…

Machine Learning · Computer Science 2025-01-27 Xiaochong Dong , Yilin Liu , Xuemin Zhang , Shengwei Mei

Multivariate time-series have become abundant in recent years, as many data-acquisition systems record information through multiple sensors simultaneously. In this paper, we assume the variables pertain to some geometry and present an…

Machine Learning · Statistics 2022-01-24 Tal Shnitzer , Hau-Tieng Wu , Ronen Talmon

The last decades have seen an unprecedented increase in the availability of data sets that are inherently global and temporally evolving, from remotely sensed networks to climate model ensembles. This paper provides a view of statistical…

Statistics Theory · Mathematics 2017-06-29 Emilio Porcu , Alfredo Alegría , Reinhard Furrer

Land surface temperature (LST) retrieval from remote sensing data is pivotal for analyzing climate processes and surface energy budgets. However, LST retrieval is an ill-posed inverse problem, which becomes particularly severe when only a…

Atmospheric and Oceanic Physics · Physics 2026-03-18 Tian Xie , Menghui Jiang , Huanfeng Shen , Huifang Li , Chao Zeng , Jun Ma , Guanhao Zhang , Liangpei Zhang

Quantifying long-term historical climate is fundamental to understanding recent climate change. Most instrumentally recorded climate data are only available for the past 200 years, so proxy observations from natural archives are often…

Accurate flood prediction is crucial for disaster prevention and mitigation. Hydrological data exhibit highly nonlinear temporal patterns and encompass complex spatial relationships between rainfall and flow. Existing flood prediction…

Machine Learning · Computer Science 2024-12-11 Jun Feng , Xueyi Liu , Jiamin Lu , Pingping Shao

Prediction is a classic challenge in spatial statistics and the inclusion of spatial covariates can greatly improve predictive performance when incorporated into a model with latent spatial effects. It is desirable to develop flexible…

Methodology · Statistics 2025-02-24 Alex Ziyu Jiang , Jon Wakefield

Accurate spatiotemporal pattern analysis is critical in fields such as urban traffic, meteorology, and public health monitoring. However, existing methods face performance bottlenecks, typically yielding only incremental gains and often…

Machine Learning · Computer Science 2026-05-20 Jing Chen , Shixiang Pan , Yujie Fan , Haocheng Ye , Haitao Xu , Wenqiang Xu

Although MODIS time series data are critical for supporting dynamic, large-scale land cover land use classification, it is a challenging task to capture the subtle class signature information due to key MODIS difficulties, e.g., high…

Image and Video Processing · Electrical Eng. & Systems 2025-08-06 Zack Dewis , Zhengsen Xu , Yimin Zhu , Motasem Alkayid , Mabel Heffring , Lincoln Linlin Xu

High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…

Statistics Theory · Mathematics 2023-10-17 Muhammad Abdullah Naeem , Amir Khazraei , Miroslav Pajic

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

Rising atmospheric carbon dioxide due to human activities through fossil fuel emissions and land use changes have increased climate extremes such as heat waves and droughts that have led to and are expected to increase the occurrence of…

Applications · Statistics 2025-06-19 Bharat Sharma , Jitendra Kumar , Auroop R. Ganguly , Forrest M. Hoffman

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

The influence of climate on biodiversity is an important ecological question. Various theories try to link climate change to allelic richness and therefore to predict the impact of global warming on genetic diversity. We model the…

Applications · Statistics 2008-07-17 Liliane Bel , Avner Bar-Hen , Rachid Cheddadi , Rémy Petit

Data Drift is the phenomenon where the generating model behind the data changes over time. Due to data drift, any model built on the past training data becomes less relevant and inaccurate over time. Thus, detecting and controlling for data…

Machine Learning · Computer Science 2025-04-29 Subhadip Bandyopadhyay , Joy Bose , Sujoy Roy Chowdhury

In the frame of designing a knowledge discovery system, we have developed stochastic models based on high-order hidden Markov models. These models are capable to map sequences of data into a Markov chain in which the transitions between the…

Artificial Intelligence · Computer Science 2007-05-23 Jean-Francois Mari , Florence Le Ber

The sea surface temperature (SST), a key environmental parameter, is crucial to optimizing production planning, making its accurate prediction a vital research topic. However, the inherent nonlinearity of the marine dynamic system presents…

Machine Learning · Computer Science 2025-04-25 Yin Wang , Chunlin Gong , Xiang Wu , Hanleran Zhang
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