In many bio-surveillance and healthcare applications, data sources are measured from many spatial locations repeatedly over time, say, daily/weekly/monthly. In these applications, we are typically interested in detecting hot-spots, which are defined as some structured outliers that are sparse over the spatial domain but persistent over time. In this paper, we propose a tensor decomposition method to detect when and where the hot-spots occur. Our proposed methods represent the observed raw data as a three-dimensional tensor including a circular time dimension for daily/weekly/monthly patterns, and then decompose the tensor into three components: smooth global trend, local hot-spots, and residuals. A combination of LASSO and fused LASSO is used to estimate the model parameters, and a CUSUM procedure is applied to detect when and where the hot-spots might occur. The usefulness of our proposed methodology is validated through numerical simulation and a real-world dataset in the weekly number of gonorrhea cases from 2006 to 2018 for 50 states in the United States.
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Rapid detection of hot-spots via tensor decomposition with applications to crime rate data
In many real-world applications of monitoring multivariate spatio-temporal data that are non-stationary over time, one is often interested in detecting hot-spots with spatial sparsity and temporal consistency, instead of detecting system-wise changes as in traditional statistical process control (SPC) literature. In this paper, we propose an efficient method to detect hot-spots through tensor decomposition, and our method has three steps. First, we fit the observed data into a Smooth Sparse Decomposition Tensor (SSD-Tensor) model that serves as a dimension reduction and de-noising technique: it is an additive model decomposing the original data into: smooth but non-stationary global mean, sparse local anomalies, and random noises. Next, we estimate model parameters by the penalized framework that includes Least Absolute Shrinkage and Selection Operator (LASSO) and fused LASSO penalty. An efficient recursive optimization algorithm is developed based on Fast Iterative Shrinkage Thresholding Algorithm (FISTA). Finally, we apply a Cumulative Sum (CUSUM) Control Chart to monitor model residuals after removing global means, which helps to detect when and where hot-spots occur. To demonstrate the usefulness of our proposed SSD-Tensor method, we compare it with several other methods including scan statistics, LASSO-based, PCA-based, T2-based control chart in extensive numerical simulation studies and a real crime rate dataset.
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- NSF-PAR ID:
- 10291553
- Date Published:
- Journal Name:
- Journal of Applied Statistics
- ISSN:
- 0266-4763
- Page Range / eLocation ID:
- 1 to 27
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Table of Contents: Foreword by the CI 2016 Workshop Chairs …………………………………vi Foreword by the CI 2016 Steering Committee ..…………………………..…..viii List of Organizing Committee ………………………….……....x List of Registered Participants .………………………….……..xi Acknowledgement of Sponsors ……………………………..…xiv Hackathon and Workshop Agenda .………………………………..xv Hackathon Summary .………………………….…..xviii Invited talks - abstracts and links to presentations ………………………………..xxi Proceedings: 34 short research papers ……………………………….. 1-135 Papers 1. BAYESIAN MODELS FOR CLIMATE RECONSTRUCTION FROM POLLEN RECORDS ..................................... 1 Lasse Holmström, Liisa Ilvonen, Heikki Seppä, Siim Veski 2. ON INFORMATION CRITERIA FOR DYNAMIC SPATIO-TEMPORAL CLUSTERING ..................................... 5 Ethan D. Schaeffer, Jeremy M. Testa, Yulia R. Gel, Vyacheslav Lyubchich 3. DETECTING MULTIVARIATE BIOSPHERE EXTREMES ..................................... 9 Yanira Guanche García, Erik Rodner, Milan Flach, Sebastian Sippel, Miguel Mahecha, Joachim Denzler 4. SPATIO-TEMPORAL GENERATIVE MODELS FOR RAINFALL OVER INDIA ..................................... 13 Adway Mitra 5. A NONPARAMETRIC COPULA BASED BIAS CORRECTION METHOD FOR STATISTICAL DOWNSCALING ..................................... 17 Yi Li, Adam Ding, Jennifer Dy 6. DETECTING AND PREDICTING BEAUTIFUL SUNSETS USING SOCIAL MEDIA DATA ..................................... 21 Emma Pierson 7. OCEANTEA: EXPLORING OCEAN-DERIVED CLIMATE DATA USING MICROSERVICES ..................................... 25 Arne N. Johanson, Sascha Flögel, Wolf-Christian Dullo, Wilhelm Hasselbring 8. IMPROVED ANALYSIS OF EARTH SYSTEM MODELS AND OBSERVATIONS USING SIMPLE CLIMATE MODELS ..................................... 29 Balu Nadiga, Nathan Urban 9. SYNERGY AND ANALOGY BETWEEN 15 YEARS OF MICROWAVE SST AND ALONG-TRACK SSH ..................................... 33 Pierre Tandeo, Aitor Atencia, Cristina Gonzalez-Haro 10. PREDICTING EXECUTION TIME OF CLIMATE-DRIVEN ECOLOGICAL FORECASTING MODELS ..................................... 37 Scott Farley and John W. Williams 11. SPATIOTEMPORAL ANALYSIS OF SEASONAL PRECIPITATION OVER US USING CO-CLUSTERING ..................................... 41 Mohammad Gorji–Sefidmazgi, Clayton T. Morrison 12. PREDICTION OF EXTREME RAINFALL USING HYBRID CONVOLUTIONAL-LONG SHORT TERM MEMORY NETWORKS ..................................... 45 Sulagna Gope, Sudeshna Sarkar, Pabitra Mitra 13. SPATIOTEMPORAL PATTERN EXTRACTION WITH DATA-DRIVEN KOOPMAN OPERATORS FOR CONVECTIVELY COUPLED EQUATORIAL WAVES ..................................... 49 Joanna Slawinska, Dimitrios Giannakis 14. COVARIANCE STRUCTURE ANALYSIS OF CLIMATE MODEL OUTPUT ..................................... 53 Chintan Dalal, Doug Nychka, Claudia Tebaldi 15. SIMPLE AND EFFICIENT TENSOR REGRESSION FOR SPATIOTEMPORAL FORECASTING ..................................... 57 Rose Yu, Yan Liu 16. TRACKING OF TROPICAL INTRASEASONAL CONVECTIVE ANOMALIES ..................................... 61 Bohar Singh, James L. Kinter 17. ANALYSIS OF AMAZON DROUGHTS USING SUPERVISED KERNEL PRINCIPAL COMPONENT ANALYSIS ..................................... 65 Carlos H. R. Lima, Amir AghaKouchak 18. A BAYESIAN PREDICTIVE ANALYSIS OF DAILY PRECIPITATION DATA ..................................... 69 Sai K. Popuri, Nagaraj K. Neerchal, Amita Mehta 19. INCORPORATING PRIOR KNOWLEDGE IN SPATIO-TEMPORAL NEURAL NETWORK FOR CLIMATIC DATA ..................................... 73 Arthur Pajot, Ali Ziat, Ludovic Denoyer, Patrick Gallinari 20. 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GLOBAL MONITORING OF SURFACE WATER EXTENT DYNAMICS USING SATELLITE DATA ..................................... 97 Anuj Karpatne, Ankush Khandelwal and Vipin Kumar 26. TOWARD QUANTIFYING TROPICAL CYCLONE RISK USING DIAGNOSTIC INDICES .................................... 101 Erica M. Staehling and Ryan E. Truchelut 27. OPTIMAL TROPICAL CYCLONE INTENSITY ESTIMATES WITH UNCERTAINTY FROM BEST TRACK DATA .................................... 105 Suz Tolwinski-Ward 28. EXTREME WEATHER PATTERN DETECTION USING DEEP CONVOLUTIONAL NEURAL NETWORK .................................... 109 Yunjie Liu, Evan Racah, Prabhat, Amir Khosrowshahi, David Lavers, Kenneth Kunkel, Michael Wehner, William Collins 29. INFORMATION TRANSFER ACROSS TEMPORAL SCALES IN ATMOSPHERIC DYNAMICS .................................... 113 Nikola Jajcay and Milan Paluš 30. Identifying precipitation regimes in China using model-based clustering of spatial functional data .................................... 117 Haozhe Zhang, Zhengyuan Zhu, Shuiqing Yin 31. RELATIONAL RECURRENT NEURAL NETWORKS FOR SPATIOTEMPORAL INTERPOLATION FROM MULTI-RESOLUTION CLIMATE DATA .................................... 121 Guangyu Li, Yan Liu 32. OBJECTIVE SELECTION OF ENSEMBLE BOUNDARY CONDITIONS FOR CLIMATE DOWNSCALING .................................... 124 Andrew Rhines, Naomi Goldenson 33. LONG-LEAD PREDICTION OF EXTREME PRECIPITATION CLUSTER VIA A SPATIO-TEMPORAL CONVOLUTIONAL NEURAL NETWORK .................................... 128 Yong Zhuang, Wei Ding 34. MULTIPLE INSTANCE LEARNING FOR BURNED AREA MAPPING USING MULTI –TEMPORAL REFLECTANCE DATA .................................... 132 Guruprasad Nayak, Varun Mithal, Vipin Kumarmore » « less
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1080/02664763.2021.1874892
