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We develop a spatio-temporal model to forecast sensor output at five locations in North East England. The signal is described using coupled dynamic linear models, with spatial effects specified by a Gaussian process. Data streams are…

应用统计 · 统计学 2018-06-15 Yingying Lai , Andrew Golightly , Richard Boys

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

机器学习 · 计算机科学 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…

统计方法学 · 统计学 2013-12-24 Jesse Windle , Carlos M. Carvalho

This study investigates how conditional normalizing flows can be applied to remote sensing data products in climate science for spatio-temporal prediction. The method is chosen due to its desired properties such as exact likelihood…

机器学习 · 计算机科学 2024-06-03 Christina Winkler , David Rolnick

Statistical and mathematical modeling are crucial to describe, interpret, compare and predict the behavior of complex biological systems including the organization of hematopoietic stem and progenitor cells in the bone marrow environment.…

定量方法 · 定量生物学 2018-09-07 Walter de Back , Thomas Zerjatke , Ingo Roeder

Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary count time series to develop a general seasonal count time…

统计方法学 · 统计学 2021-11-23 Jiajie Kong , Robert Lund

Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data.…

机器学习 · 统计学 2021-06-14 Soumyasundar Pal , Liheng Ma , Yingxue Zhang , Mark Coates

A simple and efficient Bayesian machine learning (BML) training and forecasting algorithm, which exploits only a 20-year short observational time series and an approximate prior model, is developed to predict the Ni\~no 3 sea surface…

大气与海洋物理 · 物理学 2021-10-04 Nan Chen , Faheem Gilani , John Harlim

Rapid developments in streaming data technologies have enabled real-time monitoring of human activity that can deliver high-resolution data on health variables over trajectories or paths carved out by subjects as they conduct their daily…

统计方法学 · 统计学 2024-09-11 Tomoya Wakayama , Sudipto Banerjee

Modeling buildings' heat dynamics is a complex process which depends on various factors including weather, building thermal capacity, insulation preservation, and residents' behavior. Gray-box models offer a causal inference of those…

机器学习 · 计算机科学 2019-02-20 Nilavra Pathak , James Foulds , Nirmalya Roy , Nilanjan Banerjee , Ryan Robucci

A normally functioning menstrual cycle requires significant crosstalk between hormones originating in ovarian and brain tissues. Reproductive hormone dysregulation may cause abnormal function and sometimes infertility. The inherent…

组织与器官 · 定量生物学 2022-08-30 E. J. Graham , N. Elhadad , D. Albers

The menstrual cycle is a key indicator of overall health for women of reproductive age. Previously, menstruation was primarily studied through survey results; however, as menstrual tracking mobile apps become more widely adopted, they…

定量方法 · 定量生物学 2020-05-18 Kathy Li , Iñigo Urteaga , Chris H. Wiggins , Anna Druet , Amanda Shea , Virginia J. Vitzthum , Noémie Elhadad

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

数据分析、统计与概率 · 物理学 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Timely and accurate forecasts of seasonal influenza would assist public health decision-makers in planning intervention strategies, efficiently allocating resources, and possibly saving lives. For these reasons, influenza forecasts are…

应用统计 · 统计学 2017-09-01 Dave Osthus , James Gattiker , Reid Priedhorsky , Sara Y. Del Valle

We develop Bayesian state space methods for modelling changes to the mean level or temporal correlation structure of an observed time series due to intermittent coupling with an unobserved process. Novel intervention methods are proposed to…

应用统计 · 统计学 2019-02-08 Philip G. Sansom , Daniel B. Williamson , David B. Stephenson

Multimodel ensembling has been widely used to improve climate model predictions, and the improvement strongly depends on the ensembling scheme. In this work, we propose a Bayesian neural network (BNN) ensembling method, which combines…

大气与海洋物理 · 物理学 2022-08-10 Ming Fan , Dan Lu , Deeksha Rastogi , Eric M. Pierce

Bike sharing demand is increasing in large cities worldwide. The proper functioning of bike-sharing systems is, nevertheless, dependent on a balanced geographical distribution of bicycles throughout a day. In this context, understanding the…

机器学习 · 计算机科学 2021-05-05 Cláudio Sardinha , Anna C. Finamore , Rui Henriques

In this work we present a method for the statistical analysis of continually monitored data arising in a recurrent diseases problem. The model enables individual level inference in the presence of time transience and population…

应用统计 · 统计学 2014-11-19 Madhuchhanda Bhattacharjee , Elja Arjas

Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian…

应用统计 · 统计学 2013-01-17 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel