arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.11539stat.MEstat.AP
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通过增强的成对方向估计的可解释的预测时空模型

Interpretable, predictive spatio-temporal models via enhanced Pairwise Directions Estimation

Heng-Hui Lue, ShengLi Tzeng

摘要:

本文涉及的预测建模的时空数据以及模型解释使用的数据信息在空间和时间。我们开发了一种新的方法,基于监督降维这样的数据,以捕捉非线性平均结构,而不需要预先指定的参数模型。除了预测作为一个共同的兴趣,这种方法强调从数据的几何信息的探索。成对方向估计方法(PDE; Lue,2019)在我们的方法中作为数据驱动函数来实现,以搜索空间模式和时间趋势。突出了PDE方法中使用几何信息的好处,这有助于有效地探索数据结构。我们进一步增强PDE,将其称为PDE+,通过结合克里金法来估计均值函数中未解释的随机效应。我们的建议不仅可以提高预测精度,而且还可以改善建模的解释。通过两个仿真算例,与现有的四种方法进行了比较。结果表明,所提出的PDE+方法是非常有用的探索和解释的模式和趋势的时空数据。两个真正的数据集的说明性应用程序也提出。

英文摘要:

This article concerns the predictive modeling for spatio-temporal data as well as model interpretation using data information in space and time. We develop a novel approach based on supervised dimension reduction for such data in order to capture nonlinear mean structures without requiring a prespecified parametric model. In addition to prediction as a common interest, this approach emphasizes the exploration of geometric information from the data. The method of Pairwise Directions Estimation (PDE; Lue, 2019) is implemented in our approach as a data-driven function searching for spatial patterns and temporal trends. The benefit of using geometric information from the method of PDE is highlighted, which aids effectively in exploring data structures. We further enhance PDE, referring to it as PDE+, by incorporating kriging to estimate the random effects not explained in the mean functions. Our proposal can not only increase prediction accuracy, but also improve the interpretation for modeling. Two simulation examples are conducted and comparisons are made with four existing methods. The results demonstrate that the proposed PDE+ method is very useful for exploring and interpreting the patterns and trends for spatio-temporal data. Illustrative applications to two real datasets are also presented.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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