Novel evaluation metrics for sparse spatio-temporal point process hotspot predictions - a crime case study

Many physical and sociological processes are represented as discrete events in time and space. These spatio-temporal point processes are often sparse, meaning that they cannot be aggregated and treated with conventional regression models. Models based on the point process framework may be employed instead for prediction purposes. Evaluating the predictive performance of these models poses a unique challenge, as the same sparseness prevents the use of popular measures such as the root mean squared error. Statistical likelihood is a valid alternative, but this does not measure absolute performance and is therefore difficult for practitioners and researchers to interpret. Motivated by this limitation, we develop a practical toolkit of evaluation metrics for spatio-temporal point process predictions. The metrics are based around the concept of hotspots, which represent areas of high point density. In addition to measuring predictive accuracy, our evaluation toolkit considers broader aspects of predictive performance, including a characterisation of the spatial and temporal distributions of predicted hotspots and a comparison of the complementarity of different prediction methods. We demonstrate the application of our evaluation metrics using a case study of crime prediction, comparing four varied prediction methods using crime data from two different locations and multiple crime types. The results highlight a previously unseen interplay between predictive accuracy and spatio-temporal dispersion of predicted hotspots. The new evaluation framework may be applied to compare multiple prediction methods in a variety of scenarios, yielding valuable new insight into the predictive performance of point process-based prediction

A Hierarchical Spatio-Temporal Statistical Model Motivated by Glaciology

In this paper, we extend and analyze a Bayesian hierarchical spatio-temporal model for physical systems. A novelty is to model the discrepancy between the output of a computer simulator for a physical process and the actual process values with a multivariate random walk. For computational efficiency, linear algebra for bandwidth limited matrices is utilized, and first-order emulator inference allows for the fast emulation of a numerical partial differential equation (PDE) solver. A test scenario from a physical system motivated by glaciology is used to examine the speed and accuracy of the computational methods used, in addition to the viability of modeling assumptions. We conclude by discussing how the model and associated methodology can be applied in other physical contexts besides glaciology.Comment: Revision accepted for publication by the Journal of Agricultural, Biological, and Environmental Statistic

Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction

There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In contrast to prior work on network reconstruction with point-process models, which has often focused on exclusively temporal information, our approach uses both temporal and spatial information and does not assume a specific parametric form of network dynamics. This leads to an effective way of recovering an underlying network. We illustrate our approach using both synthetic networks and networks constructed from real-world data sets (a location-based social media network, a narrative of crime events, and violent gang crimes). Our results demonstrate that, in comparison to using only temporal data, our spatiotemporal approach yields improved network reconstruction, providing a basis for meaningful subsequent analysis --- such as community structure and motif analysis --- of the reconstructed networks

Lagrangian Time Series Models for Ocean Surface Drifter Trajectories

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer important physical parameters of inertial oscillations and other ocean processes. Nonstationary time series methods are employed to account for the spatiotemporal variability of each trajectory. Because the datasets are large, we construct computationally efficient methods through the use of frequency-domain modelling and estimation, with the data expressed as complex-valued time series. We detail how practical issues related to sampling and model misspecification may be addressed using semi-parametric techniques for time series, and we demonstrate the effectiveness of our stochastic models through application to both real-world data and to numerical model output.Comment: 21 pages, 10 figure