Recent extreme value theory literature has seen significant emphasis on the modelling of spatial extremes, with comparatively little consideration of spatio-temporal extensions. This neglects an important feature of extreme events: their evolution over time. Many existing models for the spatial case are limited by the number of locations they can handle; this impedes extension to space-time settings, where models for higher dimensions are required. Moreover, the spatio-temporal models that do exist are restrictive in terms of the range of extremal dependence types they can capture. Recently, conditional approaches for studying multivariate and spatial extremes have been proposed, which enjoy benefits in terms of computational efficiency and an ability to capture both asymptotic dependence and asymptotic independence. We extend this class of models to a spatio-temporal setting, conditioning on the occurrence of an extreme value at a single space-time location. We adopt a composite likelihood approach for inference, which combines information from full likelihoods across multiple space-time conditioning locations. We apply our model to Red Sea surface temperatures, show that it fits well using a range of diagnostic plots, and demonstrate how it can be used to assess the risk of coral bleaching attributed to high water temperatures over consecutive days.
We consider modeling and prediction of Capelin distribution in the Barents sea based on zero-inflated count observation data that vary continuously over a specified survey region. The model is a mixture of two components; a one-point distribution at the origin and a Poisson distribution with spatio-temporal intensity, where both intensity and mixing proportions are modeled by some auxiliary variables and unobserved spatio-temporal effects. The spatio-temporal effects are modeled by a dynamic linear model combined with the predictive Gaussian process. We develop an efficient posterior computati…
Effective marine spatial plans require information on the distribution and abundance of biological resources that are potentially vulnerable to anthropogenic change. In North America, spatially-explicit abundance estimates of marine birds are necessary to assess potential impacts from planned offshore wind energy developments (OWED). Sea ducks are particularly relevant in this context as populations of most North American species are below historic levels and European studies suggest OWEDs. We modelled species occupancy using a generalized additive model and conditional abundance with generali…
Large, non-stationary spatio-temporal data are ubiquitous in modern statistical applications, and the modeling of spatio-temporal extremes is crucial for assessing risks in environmental sciences among others. While the modeling of extremes is challenging in itself, the prediction of rare events at unobserved spatial locations and time points is even more difficult. In this editorial, we describe the data competition that was organized for the 11th international conference on Extreme-Value Analysis (EVA 2019), for which several teams modeled and predicted Red Sea surface temperature extremes o…
Remote sensing data have been widely used to study various geophysical processes. With the advances in remote-sensing technology, massive amount of remote sensing data are collected in space over time. Different satellite instruments typically have different footprints, measurement-error characteristics, and data coverages. To combine datasets from different satellite instruments, we propose a dynamic fused Gaussian process (DFGP) model that enables fast statistical inference such as filtering and smoothing for massive spatio-temporal datasets in a data-fusion context. Based upon a spatio-temp…
Due to rapid expansion of urban areas in recent years, management of curbside parking has become increasingly important. To mitigate congestion, while meeting a city's diverse needs, performance-based pricing schemes have received a significant amount of attention. However, several recent studies suggest location, time-of-day, and awareness of policies are the primary factors that drive parking decisions. In light of this, we provide an extensive data-driven study of the spatio-temporal characteristics of curbside parking. This work advances the understanding of where and when to set pricing p…
In environmental science applications, extreme events frequently exhibit a complex spatio-temporal structure, which is difficult to describe flexibly and estimate in a computationally efficient way using state-of-art parametric extreme-value models. In this paper, we propose a computationally-cheap non-parametric approach to investigate the probability distribution of temporal clusters of spatial extremes, and study within-cluster patterns with respect to various characteristics. These include risk functionals describing the overall event magnitude, spatial risk measures such as the size of th…
The United States Coast Guard is charged with the coordination of all search and rescue missions in maritime regions within the United States purview. Given the size of the Pacific Ocean and the limited resources available to respond to search and rescue missions in this region, the service seeks to posture its aligned fleet of maritime and aeronautical assets to reduce the expected response time for such missions. Leveraging historic event records for the region of interest, we propose and demonstrate a two-stage solution approach. In the first stage, we develop and apply a stochastic zonal d…
The primary objective of this paper is to analyze a set of canonical spatial patterns that approximate the daily rainfall across the Indian region, as identified in the companion paper where we developed a discrete representation of the Indian summer monsoon rainfall using state variables with spatio-temporal coherence maintained using a Markov Random Field prior. In particular, we use these spatio-temporal patterns to study the variation of rainfall during the monsoon season. Firstly, the ten patterns are divided into three families of patterns distinguished by their total rainfall amount and…
Ambulance demand estimation at fine time and location scales is critical for fleet management and dynamic deployment. We are motivated by the problem of estimating the spatial distribution of ambulance demand in Toronto, Canada, as it changes over discrete 2-hour intervals. This large-scale dataset is sparse at the desired temporal resolutions and exhibits location-specific serial dependence, daily and weekly seasonality. We address these challenges by introducing a novel characterization of time-varying Gaussian mixture models. We fix the mixture component distributions across all time period…
Population dynamics varies in space and time. Survey designs that ignore these dynamics may be inefficient and fail to capture essential spatio-temporal variability of a process. Alternatively, dynamic survey designs explicitly incorporate knowledge of ecological processes, the associated uncertainty in those processes, and can be optimized with respect to monitoring objectives. We describe a cohesive framework for monitoring a spreading population that explicitly links animal movement models with survey design and monitoring objectives. We apply the framework to develop an optimal survey desi…
Large spatiotemporal demand datasets can prove intractable for location optimization problems, motivating the need to aggregate such data. However, demand aggregation introduces error which impacts the results of the location study. We introduce and apply a framework for comparing both deterministic and stochastic aggregation methods using distance-based and volume-based aggregation error metrics. In addition we introduce and apply weighted versions of these metrics to account for the reality that demand events are non-homogeneous. These metrics are applied to a large, highly variable, spatiot…
Fine particulate matter (PM$_{2.5}$) has become a great concern worldwide due to its adverse health effects. PM$_{2.5}$ concentrations typically exhibit complex spatio-temporal variations. Both the mean and the spatio-temporal dependence evolve with time due to seasonality, which makes the statistical analysis of PM$_{2.5}$ challenging. In geostatistics, Gaussian process is a powerful tool for characterizing and predicting such spatio-temporal dynamics, for which the specification of a spatio-temporal covariance function is the key. While the extant literature offers a wide range of choices fo…
Hotspot detection aims at identifying subgroups in the observations that are unexpected, with respect to the some baseline information. For instance, in disease surveillance, the purpose is to detect sub-regions in spatiotemporal space, where the count of reported diseases (e.g. Cancer) is higher than expected, with respect to the population. The state-of-the-art method for this kind of problem is the Space-Time Scan Statistics (STScan), which exhaustively search the whole space through a sliding window looking for significant spatiotemporal clusters. STScan makes some restrictive assumptions …
We introduce a method for decomposition of trend, cycle and seasonal components in spatio-temporal models and apply it to investigate the existence of climate changes in temperature and rainfall series. The method incorporates critical features in the analysis of climatic problems - the importance of spatial heterogeneity, information from a large number of weather stations, and the presence of missing data. The spatial component is based on continuous projections of spatial covariance functions, allowing modeling the complex patterns of dependence observed in climatic data. We apply this meth…
Predicting ambulance demand accurately at fine time and location scales is critical for ambulance fleet management and dynamic deployment. Large-scale datasets in this setting typically exhibit complex spatio-temporal dynamics and sparsity at high resolutions. We propose a predictive method using spatio-temporal kernel density estimation (stKDE) to address these challenges, and provide spatial density predictions for ambulance demand in Toronto, Canada as it varies over hourly intervals. Specifically, we weight the spatial kernel of each historical observation by its informativeness to the cur…
There are many data sources available that report related variables of interest that are also referenced over geographic regions and time; however, there are relatively few general statistical methods that one can readily use that incorporate these multivariate-spatio-temporal dependencies. As such, we introduce the multivariate-spatio-temporal mixed effects model (MSTM) to analyze areal data with multivariate-spatio-temporal dependencies. The proposed MSTM extends the notion of Moran's I basis functions to the multivariate-spatio-temporal setting. This extension leads to several methodologica…
The Soil Moisture Active Passive (SMAP) mission has delivered valuable sensing of surface soil moisture since 2015. However, it has a short time span and irregular revisit schedule. Utilizing a state-of-the-art time-series deep learning neural network, Long Short-Term Memory (LSTM), we created a system that predicts SMAP level-3 soil moisture data with atmospheric forcing, model-simulated moisture, and static physiographic attributes as inputs. The system removes most of the bias with model simulations and improves predicted moisture climatology, achieving small test root-mean-squared error (<…
Argo floats measure seawater temperature and salinity in the upper 2,000 m of the global ocean. Statistical analysis of the resulting spatio-temporal dataset is challenging due to its nonstationary structure and large size. We propose mapping these data using locally stationary Gaussian process regression where covariance parameter estimation and spatio-temporal prediction are carried out in a moving-window fashion. This yields computationally tractable nonstationary anomaly fields without the need to explicitly model the nonstationary covariance structure. We also investigate Student-$t$ dist…
Circular data arise in many areas of application. Recently, there has been interest in looking at circular data collected separately over time and over space. Here, we extend some of this work to the spatio-temporal setting, introducing space-time dependence. We accommodate covariates, implement full kriging and forecasting, and also allow for a nugget which can be time dependent. We work within a Bayesian framework, introducing suitable latent variables to facilitate Markov chain Monte Carlo (MCMC) model fitting. The Bayesian framework enables us to implement full inference, obtaining predict…
Facing increasing domestic energy consumption from population growth and industrialization, Saudi Arabia is aiming to reduce its reliance on fossil fuels and to broaden its energy mix by expanding investment in renewable energy sources, including wind energy. A preliminary task in the development of wind energy infrastructure is the assessment of wind energy potential, a key aspect of which is the characterization of its spatio-temporal behavior. In this study we examine the impact of internal climate variability on seasonal wind power density fluctuations over Saudi Arabia using 30 simulation…
Characterizing the spatio-temporal variability of relative sea level (RSL) and estimating local, regional, and global RSL trends requires statistical analysis of RSL data. Formal statistical treatments, needed to account for the spatially and temporally sparse distribution of data and for geochronological and elevational uncertainties, have advanced considerably over the last decade. Time-series models have adopted more flexible and physically-informed specifications with more rigorous quantification of uncertainties. Spatio-temporal models have evolved from simple regional averaging to framew…
A flexible spatio-temporal model is implemented to analyse extreme extra-tropical cyclones objectively identified over the Atlantic and Europe in 6-hourly re-analyses from 1979-2009. Spatial variation in the extremal properties of the cyclones is captured using a 150 cell spatial regularisation, latitude as a covariate, and spatial random effects. The North Atlantic Oscillation (NAO) is also used as a covariate and is found to have a significant effect on intensifying extremal storm behaviour, especially over Northern Europe and the Iberian peninsula. Estimates of lower bounds on minimum sea-l…
The Mediterranean is strongly affected by Extreme Precipitation Events (EPEs), sometimes leading to negative impacts on society, economy, and the environment. Understanding such natural hazards and their drivers is essential to mitigate related risks. Here, EPEs over the Mediterranean between 1979 and 2019 are analyzed, using ERA5 dataset from ECMWF. EPEs are determined based on the 99th percentile of the daily distribution (P99). The different EPE characteristics are assessed, based on seasonality and spatiotemporal dependencies. To better understand the connection to large-scale atmospheric …
IRMAR（雷恩数学研究所）；Université de Rennes 1（雷恩第一大学）；LCSM（海洋海岸环境实验室）；Ifremer（法国海洋开发研究院）；LMBA（布列塔尼大西洋数学实验室）；Université de Bretagne Occidentale（西布列塔尼大学）
Ocean wave climate has a significant impact on near-shore and off-shore human activities, and its characterisation can help in the design of ocean structures such as wave energy converters and sea dikes. Therefore, engineers need long time series of ocean wave parameters. Numerical models are a valuable source of ocean wave data; however, they are computationally expensive. Consequently, statistical and data-driven approaches have gained increasing interest in recent decades. This work investigates the spatio-temporal relationship between North Atlantic wind and significant wave height (Hs) at…
The visual systems of many mammals, including humans, is able to integrate the geometric information of visual stimuli and to perform cognitive tasks already at the first stages of the cortical processing. This is thought to be the result of a combination of mechanisms, which include feature extraction at single cell level and geometric processing by means of cells connectivity. We present a geometric model of such connectivities in the space of detected features associated to spatio-temporal visual stimuli, and show how they can be used to obtain low-level object segmentation. The main idea i…
Institut za fiziku（物理研究所）；University of Zagreb, Faculty of Electrical Engineering and Computing（萨格勒布大学电气工程与计算学院）
We describe our submission to the Extreme Value Analysis 2019 Data Challenge in which teams were asked to predict extremes of sea surface temperature anomaly within spatio-temporal regions of missing data. We present a computational framework which reconstructs missing data using convolutional deep neural networks. Conditioned on incomplete data, we employ autoencoder-like models as multivariate conditional distributions from which possible reconstructions of the complete dataset are sampled using imputed noise. In order to mitigate bias introduced by any one particular model, a prediction ens…
Click-through rate (CTR) prediction is a critical task in online advertising systems. A large body of research considers each ad independently, but ignores its relationship to other ads that may impact the CTR. In this paper, we investigate various types of auxiliary ads for improving the CTR prediction of the target ad. In particular, we explore auxiliary ads from two viewpoints: one is from the spatial domain, where we consider the contextual ads shown above the target ad on the same page; the other is from the temporal domain, where we consider historically clicked and unclicked ads of the …
Seismic inversion refers to the process of estimating reservoir rock properties from seismic reflection data. Conventional and machine learning-based inversion workflows usually work in a trace-by-trace fashion on seismic data, utilizing little to no information from the spatial structure of seismic images. We propose a deep learning-based seismic inversion workflow that models each seismic trace not only temporally but also spatially. This utilizes information-relatedness in seismic traces in depth and spatial directions to make efficient rock property estimations. We empirically compare our …
University of Tübingen（蒂宾根大学）；University of Hohenheim（霍恩海姆大学）
Knowledge about the hidden factors that determine particular system dynamics is crucial for both explaining them and pursuing goal-directed interventions. Inferring these factors from time series data without supervision remains an open challenge. Here, we focus on spatiotemporal processes, including wave propagation and weather dynamics, for which we assume that universal causes (e.g. physics) apply throughout space and time. A recently introduced DIstributed SpatioTemporal graph Artificial Neural network Architecture (DISTANA) is used and enhanced to learn such processes, requiring fewer par…
University of Montpellier（蒙彼利埃大学）；Inria（法国国家信息与自动化技术研究所）；CNRS（法国国家科学研究中心）；LIRMM（蒙彼利埃信息与多媒体研究所）；Laboratoire des Sciences du Climat et de l’Environnement（气候与环境科学实验室）；UMR 8212 CEA-CNRS-UVSQ（CEA-CNRS-UVSQ联合实验室）；Université Paris-Saclay（巴黎-萨克雷大学）；IPSL（国际行星科学实验室）；London Mathematical Laboratory（伦敦数学实验室）；LMD/IPSL；ENS（法兰西公学）；Université PSL（巴黎政治学院）；École Polytechnique（巴黎高等理工学院）；Institut Polytechnique de Paris（巴黎理工学院）；Sorbonne Université（索邦大学）
Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series data. In this study, we propose an efficient architecture, Temporal-Guided Network (TGNet), which utilizes graph networks and temporal-guided embedding. Graph networks extract invariant features to permutations of adjacent regions instead of convolutional layers. Temporal-guided embedding explicitly learns temporal contexts from training data and is substitut…
