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We propose the multiple changepoint isolation (MCI) method for detecting multiple changes in the mean and covariance of a functional process. We first introduce a pair of projections to represent the variability “between” and “within” the functional observations. We then present an augmented fused lasso procedure to split the projections into multiple regions robustly. These regions act to isolate each changepoint away from the others so that the powerful univariate CUSUM statistic can be applied region‐wise to identify the changepoints. Simulations show that our method accurately detects the number and locations of changepoints under many different scenarios. These include light and heavy tailed data, data with symmetric and skewed distributions, sparsely and densely sampled changepoints, and mean and covariance changes. We show that our method outperforms a recent multiple functional changepoint detector and several univariate changepoint detectors applied to our proposed projections. We also show that MCI is more robust than existing approaches and scales linearly with sample size. Finally, we demonstrate our method on a large time series of water vapor mixing ratio profiles from atmospheric emitted radiance interferometer measurements.

 

ABSTRACT Mosquito surveillance is critical to reduce the risk of West Nile virus (WNV) transmission to humans. In response to surveillance indicators such as elevated mosquito abundance or increased WNV levels, many mosquito control programs will perform truck-mounted ultra-low volume (ULV) adulticide application to reduce the number of mosquitoes and associated virus transmission. Despite the common use of truck-based ULV adulticiding as a public health measure to reduce WNV prevalence, limited evidence exists to support a role in reducing viral transmission to humans. We use a generalized additive and fused ridge regression model to quantify the location-specific impact of truck-mounted ULV adulticide spray efforts from 2010 to 2018 in the North Shore Mosquito Abatement District (NSMAD) in metropolitan Chicago, IL, on commonly assessed risk factors from NSMAD surveillance gravid traps: Culex abundance, infection rate, and vector index. Our model also takes into account environmental variables commonly associated with WNV, including temperature, precipitation, wind speed, location, and week of year. Since it is unlikely ULV adulticide spraying will have the same impact at each trap location, we use a spatially varying spray effect with a fused ridge penalty to determine how the effect varies by trap location. We found that ULV adulticide spraying has an immediate temporary reduction in abundance followed by an increase after 5 days. It is estimated that mosquito abundance increased more in sprayed areas than if left unsprayed in all but 3 trap locations. The impact on infection rate and vector index were inconclusive due to the large error associated with estimating trap-specific infection rates. 

Spatial extremes are common for climate data as the observations are usually referenced by geographic locations and dependent when they are nearby. An important goal of extremes modeling is to estimate the T-year return level. Among the methods suitable for modeling spatial extremes, perhaps the simplest and fastest approach is the spatial generalized extreme value (GEV) distribution and the spatial generalized Pareto distribution (GPD) that assume marginal independence and only account for dependence through the parameters. Despite the simplicity, simulations have shown that return level estimation using the spatial GEV and spatial GPD still provides satisfactory results compared to max-stable processes, which are asymptotically justified models capable of representing spatial dependence among extremes. However, the linear functions used to model the spatially varying coefficients are restrictive and may be violated.We propose a flexible and fast approach based on the spatial GEV and spatial GPD by introducing fused lasso and fused ridge penalty for parameter regularization. This enables improved return level estimation for large spatial extremes compared to the existing methods. Supplemental files for this article are available online. 

Background Since 1999, West Nile virus (WNV) has moved rapidly across the United States, resulting in tens of thousands of human cases. Both the number of human cases and the minimum infection rate (MIR) in vector mosquitoes vary across time and space and are driven by numerous abiotic and biotic forces, ranging from differences in microclimates to socio-demographic factors. Because the interactions among these multiple factors affect the locally variable risk of WNV illness, it has been especially difficult to model human disease risk across varying spatial and temporal scales. Cook and DuPage Counties, comprising the city of Chicago and surrounding suburbs, experience some of the highest numbers of human neuroinvasive cases of WNV in the United States. Despite active mosquito control efforts, there is consistent annual WNV presence, resulting in more than 285 confirmed WNV human cases and 20 deaths from the years 2014–2018 in Cook County alone. Methods A previous Chicago-area WNV model identified the fifty-five most high and low risk locations in the Northwest Mosquito Abatement District (NWMAD), an enclave ¼ the size of the combined Cook and DuPage county area. In these locations, human WNV risk was stratified by model performance, as indicated by differences in studentized residuals. Within these areas, an additional two-years of field collections and data processing was added to a 12-year WNV dataset that includes human cases, MIR, vector abundance, and land-use, historical climate, and socio-economic and demographic variables, and was assessed by an ultra-fine-scale (1 km spatial x 1 week temporal resolution) multivariate logistic regression model. Results Multivariate statistical methods applied to the ultra-fine-scale model identified fewer explanatory variables while improving upon the fit of the previous model. Beyond MIR and climatic factors, efforts to acquire additional covariates only slightly improved model predictive performance. Conclusions These results suggest human WNV illness in the Chicago area may be associated with fewer, but increasingly critical, key variables at finer scales. Given limited resources, these findings suggest large variations in model performance occur, depending on covariate availability, and provide guidance in variable selection for optimal WNV human illness modeling. 

We propose a new family of depth measures called the elastic depths that can be used to greatly improve shape anomaly detection in functional data. Shape anomalies are functions that have considerably different geometric forms or features from the rest of the data. Identifying them is generally more difficult than identifying magnitude anomalies because shape anomalies are often not distinguishable from the bulk of the data with visualization methods. The proposed elastic depths use the recently developed elastic distances to directly measure the centrality of functions in the amplitude and phase spaces. Measuring shape outlyingness in these spaces provides a rigorous quantification of shape, which gives the elastic depths a strong theoretical and practical advantage over other methods in detecting shape anomalies. A simple boxplot and thresholding method is introduced to identify shape anomalies using the elastic depths. We assess the elastic depth’s detection skill on simulated shape outlier scenarios and compare them against popular shape anomaly detectors. Finally, we use hurricane trajectories to demonstrate the elastic depth methodology on manifold valued functional data. 

Climate field reconstructions (CFRs) attempt to estimate spatiotemporal fields of climate variables in the past using climate proxies such as tree rings, ice cores, and corals. Data assimilation (DA) methods are a recent and promising new means of deriving CFRs that optimally fuse climate proxies with climate model output. Despite the growing application of DA-based CFRs, little is understood about how much the assimilated proxies change the statistical properties of the climate model data. To address this question, we propose a robust and computationally efficient method, based on functional data depth, to evaluate differences in the distributions of two spatiotemporal processes. We apply our test to study global and regional proxy influence in DA-based CFRs by comparing the background and analysis states, which are treated as two samples of spatiotemporal fields.We find that the analysis states are significantly altered from the climate-model-based background states due to the assimilation of proxies. Moreover, the difference between the analysis and background states increases with the number of proxies, even in regions far beyond proxy collection sites. Our approach allows us to characterize the added value of proxies, indicating where and when the analysis states are distinct from the background states. Supplementary materials for this article are available online.