165,820 research outputs found
A Spatio-Temporal Point Process Model for Ambulance Demand
Ambulance demand estimation at fine time and location scales is critical for
fleet management and dynamic deployment. We are motivated by the problem of
estimating the spatial distribution of ambulance demand in Toronto, Canada, as
it changes over discrete 2-hour intervals. This large-scale dataset is sparse
at the desired temporal resolutions and exhibits location-specific serial
dependence, daily and weekly seasonality. We address these challenges by
introducing a novel characterization of time-varying Gaussian mixture models.
We fix the mixture component distributions across all time periods to overcome
data sparsity and accurately describe Toronto's spatial structure, while
representing the complex spatio-temporal dynamics through time-varying mixture
weights. We constrain the mixture weights to capture weekly seasonality, and
apply a conditionally autoregressive prior on the mixture weights of each
component to represent location-specific short-term serial dependence and daily
seasonality. While estimation may be performed using a fixed number of mixture
components, we also extend to estimate the number of components using
birth-and-death Markov chain Monte Carlo. The proposed model is shown to give
higher statistical predictive accuracy and to reduce the error in predicting
EMS operational performance by as much as two-thirds compared to a typical
industry practice
A Bayesian Multivariate Functional Dynamic Linear Model
We present a Bayesian approach for modeling multivariate, dependent
functional data. To account for the three dominant structural features in the
data--functional, time dependent, and multivariate components--we extend
hierarchical dynamic linear models for multivariate time series to the
functional data setting. We also develop Bayesian spline theory in a more
general constrained optimization framework. The proposed methods identify a
time-invariant functional basis for the functional observations, which is
smooth and interpretable, and can be made common across multivariate
observations for additional information sharing. The Bayesian framework permits
joint estimation of the model parameters, provides exact inference (up to MCMC
error) on specific parameters, and allows generalized dependence structures.
Sampling from the posterior distribution is accomplished with an efficient
Gibbs sampling algorithm. We illustrate the proposed framework with two
applications: (1) multi-economy yield curve data from the recent global
recession, and (2) local field potential brain signals in rats, for which we
develop a multivariate functional time series approach for multivariate
time-frequency analysis. Supplementary materials, including R code and the
multi-economy yield curve data, are available online
Bayesian Semiparametric Hierarchical Empirical Likelihood Spatial Models
We introduce a general hierarchical Bayesian framework that incorporates a
flexible nonparametric data model specification through the use of empirical
likelihood methodology, which we term semiparametric hierarchical empirical
likelihood (SHEL) models. Although general dependence structures can be readily
accommodated, we focus on spatial modeling, a relatively underdeveloped area in
the empirical likelihood literature. Importantly, the models we develop
naturally accommodate spatial association on irregular lattices and irregularly
spaced point-referenced data. We illustrate our proposed framework by means of
a simulation study and through three real data examples. First, we develop a
spatial Fay-Herriot model in the SHEL framework and apply it to the problem of
small area estimation in the American Community Survey. Next, we illustrate the
SHEL model in the context of areal data (on an irregular lattice) through the
North Carolina sudden infant death syndrome (SIDS) dataset. Finally, we analyze
a point-referenced dataset from the North American Breeding Bird survey that
considers dove counts for the state of Missouri. In all cases, we demonstrate
superior performance of our model, in terms of mean squared prediction error,
over standard parametric analyses.Comment: 29 pages, 3 figue
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