The analysis of time series data with detection limits is challenging due to the high‐dimensional integral involved in the likelihood. Existing methods are either computationally demanding or rely on restrictive parametric distributional assumptions. We propose a semiparametric approach, where the temporal dependence is captured by parametric copula, while the marginal distribution is estimated non‐parametrically. Utilizing the properties of copulas, we develop a new copula‐based sequential sampling algorithm, which provides a convenient way to calculate the censored likelihood. Even without full parametric distributional assumptions, the proposed method still allows us to efficiently compute the conditional quantiles of the censored response at a future time point, and thus construct both point and interval predictions. We establish the asymptotic properties of the proposed pseudo maximum likelihood estimator, and demonstrate through simulation and the analysis of a water quality data that the proposed method is more flexible and leads to more accurate predictions than Gaussian‐based methods for non‐normal data.
The joint analysis of spatial and temporal processes poses computational challenges due to the data's high dimensionality. Furthermore, such data are commonly non-Gaussian. In this paper, we introduce a copula-based spatiotemporal model for analyzing spatiotemporal data and propose a semiparametric estimator. The proposed algorithm is computationally simple, since it models the marginal distribution and the spatiotemporal dependence separately. Instead of assuming a parametric distribution, the proposed method models the marginal distributions nonparametrically and thus offers more flexibility. The method also provides a convenient way to construct both point and interval predictions at new times and locations, based on the estimated conditional quantiles. Through a simulation study and an analysis of wind speeds observed along the border between Oregon and Washington, we show that our method produces more accurate point and interval predictions for skewed data than those based on normality assumptions.
more » « less- Award ID(s):
- 1712760
- NSF-PAR ID:
- 10486253
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Biometrics
- Volume:
- 75
- Issue:
- 4
- ISSN:
- 0006-341X
- Format(s):
- Medium: X Size: p. 1156-1167
- Size(s):
- ["p. 1156-1167"]
- Sponsoring Org:
- National Science Foundation
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Abstract The Canadian Journal of Statistics 47: 438–454; 2019 © 2019 Statistical Society of Canada -
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Abstract Models of bathymetry derived from satellite radar altimetry are essential for modeling many marine processes. They are affected by uncertainties which require quantification. We propose an uncertainty model that assumes errors are caused by the lack of high‐wavenumber content within the altimetry data. The model is then applied to a tsunami hazard assessment. We build a bathymetry uncertainty model for northern Chile. Statistical properties of the altimetry‐predicted bathymetry error are obtained using multibeam data. We find that a Von Karman correlation function and a Laplacian marginal distribution can be used to define an uncertainty model based on a random field. We also propose a method for generating synthetic bathymetry samples conditional to shipboard measurements. The method is further extended to account for interpolation uncertainties, when bathymetry data resolution is finer than
∼ 10 km. We illustrate the usefulness of the method by quantifying the bathymetry‐induced uncertainty of a tsunami hazard estimate. We demonstrate that tsunami leading wave predictions at middle/near field tide gauges and buoys are insensitive to bathymetry uncertainties in Chile. This result implies that tsunami early warning approaches can take full advantage of altimetry‐predicted bathymetry in numerical simulations. Finally, we evaluate the feasibility of modeling uncertainties in regions without multibeam data by assessing the bathymetry error statistics of 15 globally distributed regions. We find that a general Von Karman correlation and a Laplacian marginal distribution can serve as a first‐order approximation. The standard deviation of the uncertainty random field model varies regionally and is estimated from a proposed scaling law. -
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Abstract Copula is a popular method for modeling the dependence among marginal distributions in multivariate censored data. As many copula models are available, it is essential to check if the chosen copula model fits the data well for analysis. Existing approaches to testing the fitness of copula models are mainly for complete or right-censored data. No formal goodness-of-fit (GOF) test exists for interval-censored or recurrent events data. We develop a general GOF test for copula-based survival models using the information ratio (IR) to address this research gap. It can be applied to any copula family with a parametric form, such as the frequently used Archimedean, Gaussian, and D-vine families. The test statistic is easy to calculate, and the test procedure is straightforward to implement. We establish the asymptotic properties of the test statistic. The simulation results show that the proposed test controls the type-I error well and achieves adequate power when the dependence strength is moderate to high. Finally, we apply our method to test various copula models in analyzing multiple real datasets. Our method consistently separates different copula models for all these datasets in terms of model fitness.
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null (Ed.)Abstract. Local spatiotemporal nonstationarity occurs in various naturaland socioeconomic processes. Many studies have attempted to introduce timeas a new dimension into a geographically weighted regression (GWR) model,but the actual results are sometimes not satisfying or even worse than theoriginal GWR model. The core issue here is a mechanism for weighting the effectsof both temporal variation and spatial variation. In many geographical andtemporal weighted regression (GTWR) models, the concept of time distance hasbeen inappropriately treated as a time interval. Consequently, the combinedeffect of temporal and spatial variation is often inaccurate in theresulting spatiotemporal kernel function. This limitation restricts theconfiguration and performance of spatiotemporal weights in many existingGTWR models. To address this issue, we propose a new spatiotemporal weightedregression (STWR) model and the calibration method for it. A highlight ofSTWR is a new temporal kernel function, wherein the method for temporalweighting is based on the degree of impact from each observed point to aregression point. The degree of impact, in turn, is based on the rate ofvalue variation of the nearby observed point during the time interval. Theupdated spatiotemporal kernel function is based on a weighted combination ofthe temporal kernel with a commonly used spatial kernel (Gaussian orbi-square) by specifying a linear function of spatial bandwidth versus time.Three simulated datasets of spatiotemporal processes were used to test theperformance of GWR, GTWR, and STWR. Results show that STWR significantlyimproves the quality of fit and accuracy. Similar results were obtained byusing real-world data for precipitation hydrogen isotopes (δ2H) in the northeastern United States. The leave-one-out cross-validation(LOOCV) test demonstrates that, compared with GWR, the total predictionerror of STWR is reduced by using recent observed points. Predictionsurfaces of models in this case study show that STWR is more localized thanGWR. Our research validates the ability of STWR to take full advantage ofall the value variation of past observed points. We hope STWR can bringfresh ideas and new capabilities for analyzing and interpreting localspatiotemporal nonstationarity in many disciplines.more » « less
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Background: Short-term forecasts of infectious disease burden can contribute to situational awareness and aid capacity planning. Based on best practice in other fields and recent insights in infectious disease epidemiology, one can maximise the predictive performance of such forecasts if multiple models are combined into an ensemble. Here, we report on the performance of ensembles in predicting COVID-19 cases and deaths across Europe between 08 March 2021 and 07 March 2022.
Methods: We used open-source tools to develop a public European COVID-19 Forecast Hub. We invited groups globally to contribute weekly forecasts for COVID-19 cases and deaths reported by a standardised source for 32 countries over the next 1–4 weeks. Teams submitted forecasts from March 2021 using standardised quantiles of the predictive distribution. Each week we created an ensemble forecast, where each predictive quantile was calculated as the equally-weighted average (initially the mean and then from 26th July the median) of all individual models’ predictive quantiles. We measured the performance of each model using the relative Weighted Interval Score (WIS), comparing models’ forecast accuracy relative to all other models. We retrospectively explored alternative methods for ensemble forecasts, including weighted averages based on models’ past predictive performance.
Results: Over 52 weeks, we collected forecasts from 48 unique models. We evaluated 29 models’ forecast scores in comparison to the ensemble model. We found a weekly ensemble had a consistently strong performance across countries over time. Across all horizons and locations, the ensemble performed better on relative WIS than 83% of participating models’ forecasts of incident cases (with a total N=886 predictions from 23 unique models), and 91% of participating models’ forecasts of deaths (N=763 predictions from 20 models). Across a 1–4 week time horizon, ensemble performance declined with longer forecast periods when forecasting cases, but remained stable over 4 weeks for incident death forecasts. In every forecast across 32 countries, the ensemble outperformed most contributing models when forecasting either cases or deaths, frequently outperforming all of its individual component models. Among several choices of ensemble methods we found that the most influential and best choice was to use a median average of models instead of using the mean, regardless of methods of weighting component forecast models.
Conclusions: Our results support the use of combining forecasts from individual models into an ensemble in order to improve predictive performance across epidemiological targets and populations during infectious disease epidemics. Our findings further suggest that median ensemble methods yield better predictive performance more than ones based on means. Our findings also highlight that forecast consumers should place more weight on incident death forecasts than incident case forecasts at forecast horizons greater than 2 weeks.
Funding: AA, BH, BL, LWa, MMa, PP, SV funded by National Institutes of Health (NIH) Grant 1R01GM109718, NSF BIG DATA Grant IIS-1633028, NSF Grant No.: OAC-1916805, NSF Expeditions in Computing Grant CCF-1918656, CCF-1917819, NSF RAPID CNS-2028004, NSF RAPID OAC-2027541, US Centers for Disease Control and Prevention 75D30119C05935, a grant from Google, University of Virginia Strategic Investment Fund award number SIF160, Defense Threat Reduction Agency (DTRA) under Contract No. HDTRA1-19-D-0007, and respectively Virginia Dept of Health Grant VDH-21-501-0141, VDH-21-501-0143, VDH-21-501-0147, VDH-21-501-0145, VDH-21-501-0146, VDH-21-501-0142, VDH-21-501-0148. AF, AMa, GL funded by SMIGE - Modelli statistici inferenziali per governare l'epidemia, FISR 2020-Covid-19 I Fase, FISR2020IP-00156, Codice Progetto: PRJ-0695. AM, BK, FD, FR, JK, JN, JZ, KN, MG, MR, MS, RB funded by Ministry of Science and Higher Education of Poland with grant 28/WFSN/2021 to the University of Warsaw. BRe, CPe, JLAz funded by Ministerio de Sanidad/ISCIII. BT, PG funded by PERISCOPE European H2020 project, contract number 101016233. CP, DL, EA, MC, SA funded by European Commission - Directorate-General for Communications Networks, Content and Technology through the contract LC-01485746, and Ministerio de Ciencia, Innovacion y Universidades and FEDER, with the project PGC2018-095456-B-I00. DE., MGu funded by Spanish Ministry of Health / REACT-UE (FEDER). DO, GF, IMi, LC funded by Laboratory Directed Research and Development program of Los Alamos National Laboratory (LANL) under project number 20200700ER. DS, ELR, GG, NGR, NW, YW funded by National Institutes of General Medical Sciences (R35GM119582; the content is solely the responsibility of the authors and does not necessarily represent the official views of NIGMS or the National Institutes of Health). FB, FP funded by InPresa, Lombardy Region, Italy. HG, KS funded by European Centre for Disease Prevention and Control. IV funded by Agencia de Qualitat i Avaluacio Sanitaries de Catalunya (AQuAS) through contract 2021-021OE. JDe, SMo, VP funded by Netzwerk Universitatsmedizin (NUM) project egePan (01KX2021). JPB, SH, TH funded by Federal Ministry of Education and Research (BMBF; grant 05M18SIA). KH, MSc, YKh funded by Project SaxoCOV, funded by the German Free State of Saxony. Presentation of data, model results and simulations also funded by the NFDI4Health Task Force COVID-19 (
https://www.nfdi4health.de/task-force-covid-19-2 ) within the framework of a DFG-project (LO-342/17-1). LP, VE funded by Mathematical and Statistical modelling project (MUNI/A/1615/2020), Online platform for real-time monitoring, analysis and management of epidemic situations (MUNI/11/02202001/2020); VE also supported by RECETOX research infrastructure (Ministry of Education, Youth and Sports of the Czech Republic: LM2018121), the CETOCOEN EXCELLENCE (CZ.02.1.01/0.0/0.0/17-043/0009632), RECETOX RI project (CZ.02.1.01/0.0/0.0/16-013/0001761). NIB funded by Health Protection Research Unit (grant code NIHR200908). SAb, SF funded by Wellcome Trust (210758/Z/18/Z).
