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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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Scanner: Simultaneously temporal trend and spatial cluster detection for spatial‐temporal data
Abstract Identifying the underlying trajectory pattern in the spatial‐temporal data analysis is a fundamental but challenging task. In this paper, we study the problem of simultaneously identifying temporal trends and spatial clusters of spatial‐temporal trajectories. To achieve this goal, we propose a novel method named spatial clustered and sparse nonparametric regression (). Our method leverages the B‐spline model to fit the temporal data and penalty terms on spline coefficients to reveal the underlying spatial‐temporal patterns. In particular, our method estimates the model by solving a doubly‐penalized least square problem, in which we use a group sparse penalty for trend detection and a spanning tree‐based fusion penalty for spatial cluster recovery. We also develop an algorithm based on the alternating direction method of multipliers (ADMM) algorithm to efficiently minimize the penalized least square loss. The statistical consistency properties of estimator are established in our work. In the end, we conduct thorough numerical experiments to verify our theoretical findings and validate that our method outperforms the existing competitive approaches.
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- Award ID(s):
- 2316353
- PAR ID:
- 10504173
- Publisher / Repository:
- Wiley
- Date Published:
- Journal Name:
- Environmetrics
- ISSN:
- 1180-4009
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript
- Journal Article:
- https://doi.org/10.1002/env.2849
