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Michele Nguyen

Publications and source records attributed to Michele Nguyen.

7 recordsLinked to original sources

Weighted model calibration with spatial conditional information

Cost functions such as mean square error are often used in environmental model calibration. These treat observations as independent and equally important even though model residuals exhibit spatial dependence and additional observations near existing points do not provide as much information on the system as those elsewhere. To address this issue, we develop a method to derive calibration weights based on spatial conditional information. Using simulation experiments with Gaussian processes and the Tephra2 volcanic tephra dispersion model, we show that the additional accuracy and precision from weighted inference increases with the degree of observation clustering and spatial dependence present. To demonstrate real-world relevance, the methods are applied to tephra load observations from the 2014 eruption of the Kelud volcano in Indonesia.

stat.ME

A dynamic extreme value model with applications to volcanic eruption forecasting

Extreme events such as natural and economic disasters leave lasting impacts on society and motivate the analysis of extremes from data. While classical statistical tools based on Gaussian distributions focus on average behaviour and can lead to persistent biases when estimating extremes, extreme value theory (EVT) provides the mathematical foundations to accurately characterise extremes. In this paper, we adapt a dynamic extreme value model recently introduced to forecast financial risk from high frequency data to the context of natural hazard forecasting. We demonstrate its wide applicability and flexibility using a case study of the Piton de la Fournaise volcano. The value of using EVT-informed thresholds to identify and model extreme events is shown through forecast performance.

stat.AP

Mapping malaria seasonality: a case study from Madagascar

Many malaria-endemic areas experience seasonal fluctuations in case incidence as Anopheles mosquito and Plasmodium parasite life cycles respond to changing environmental conditions. While most existing maps of malaria seasonality use fixed thresholds of rainfall, temperature, and/or vegetation indices to identify suitable transmission months, we develop a statistical modelling framework for characterising the seasonal patterns derived directly from case data. The procedure involves a spatiotemporal regression model for estimating the monthly proportions of total annual cases and an algorithm to identify operationally relevant characteristics such as the transmission start and peak months. A seasonality index combines the monthly proportion estimates and existing estimates of annual case incidence to provide a summary of "how seasonal" locations are relative to their surroundings. An advancement upon past seasonality mapping endeavours is the presentation of the uncertainty associated with each map, which will enable policymakers to make more statistically sound decisions. The methodology is illustrated using health facility data from Madagascar.

stat.AP

Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein-Uhlenbeck processes

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a Lévy-driven spatio-temporal Ornstein-Uhlenbeck process by randomly varying its rate parameter to model both short-range and long-range dependence. This particular set-up allows for non-separable spatio-temporal correlations which are desirable for real applications, as well as flexible spatial covariances which arise from the shapes of influence regions. Theoretical properties such as spatio-temporal stationarity and second-order moments are established. An isotropic g-class is also used to illustrate how the memory of the process is related to the probability distribution of the rate parameter. We develop a simulation algorithm for the compound Poisson case which can be used to approximate other Lévy bases. The generalised method of moments is used for inference and simulation experiments are conducted with a view towards asymptotic properties.

stat.ME

Modelling spatial heteroskedasticity by volatility modulated moving averages

Spatial heteroskedasticity refers to stochastically changing variances and covariances in space. Such features have been observed in, for example, air pollution and vegetation data. We study how volatility modulated moving averages can model this by developing theory, simulation and statistical inference methods. For illustration, we also apply our procedure to sea surface temperature anomaly data from the International Research Institute for Climate and Society.

stat.ME

Spatio-temporal Ornstein-Uhlenbeck processes: theory, simulation and statistical inference

Spatio-temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio-temporal Ornstein-Uhlenbeck process. We conduct detailed simulation studies and demonstrate the practical relevance of these processes in an empirical study of radiation anomaly data. Finally, we describe how predictions can be carried out in the Gaussian setting.

stat.ME