Open Access
Translator Disclaimer
2014 Discrete nonhomogeneous and nonstationary logistic and Markov regression models for spatiotemporal data with unresolved external influences
Jana de Wiljes, Lars Putzig, Illia Horenko
Commun. Appl. Math. Comput. Sci. 9(1): 1-46 (2014). DOI: 10.2140/camcos.2014.9.1

Abstract

Dynamical systems with different characteristic behavior at multiple scales can be modeled with hybrid methods combining a discrete model (e.g., corresponding to the microscale) triggered by a continuous mechanism and vice versa. A data-driven black-box-type framework is proposed, where the discrete model is parametrized with adaptive regression techniques and the output of the continuous counterpart (e.g., output of partial differential equations) is coupled to the discrete system of interest in the form of a fixed exogenous time series of external factors. Data availability represents a significant issue for this type of coupled discrete-continuous model, and it is shown that missing information/observations can be incorporated in the model via a nonstationary and nonhomogeneous formulation. An unbiased estimator for the discrete model dynamics in presence of unobserved external impacts is derived and used to construct a data-based nonstationary and nonhomogeneous parameter estimator based on an appropriately regularized spatiotemporal clustering algorithm. One-step and long-term predictions are considered, and a new Bayesian approach to discrete data assimilation of hidden information is proposed. To illustrate our method, we apply it to synthetic data sets and compare it with standard techniques of the machine-learning community (such as maximum-likelihood estimation, artificial neural networks and support vector machines).

Citation

Download Citation

Jana de Wiljes. Lars Putzig. Illia Horenko. "Discrete nonhomogeneous and nonstationary logistic and Markov regression models for spatiotemporal data with unresolved external influences." Commun. Appl. Math. Comput. Sci. 9 (1) 1 - 46, 2014. https://doi.org/10.2140/camcos.2014.9.1

Information

Received: 29 November 2012; Revised: 22 October 2013; Accepted: 15 January 2014; Published: 2014
First available in Project Euclid: 20 December 2017

zbMATH: 1314.62010
MathSciNet: MR3212866
Digital Object Identifier: 10.2140/camcos.2014.9.1

Subjects:
Primary: 62-07 , 62H30 , 62M05 , 62M10 , 65C60
Secondary: 62H11 , 62M02 , 62M20 , 62M30 , 62M45

Keywords: data assimilation , discrete spatiotemporal time-series analysis , logistic , Markov regression , nonhomogeneous , nonstationary

Rights: Copyright © 2014 Mathematical Sciences Publishers

JOURNAL ARTICLE
46 PAGES


SHARE
Vol.9 • No. 1 • 2014
MSP
Back to Top