Detection of spatiotemporal changepoints: a generalised additive model approach

Hollaway, Michael J. ORCID: https://orcid.org/0000-0003-0386-2696; Killick, Rebecca. 2024 Detection of spatiotemporal changepoints: a generalised additive model approach. Statistics and Computing, 34 (5), 162. 9, pp. 10.1007/s11222-024-10478-6

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Official URL: http://dx.doi.org/10.1007/s11222-024-10478-6

Abstract/Summary

The detection of changepoints in spatio-temporal datasets has been receiving increased focus in recent years and is utilised in a wide range of fields. With temporal data observed at different spatial locations, the current approach is typically to use univariate changepoint methods in a marginal sense with the detected changepoint being representative of a single location only.We present a spatio-temporal changepoint method that utilises a generalised additive model (GAM) dependent on the 2D spatial location and the observation time to account for the underlying spatio-temporal process.We use the full likelihood of the GAM in conjunction with the pruned linear exact time (PELT) changepoint search algorithm to detect multiple changepoints across spatial locations in a computationally efficient manner.When compared to a univariate marginal approach our method is shown to perform more efficiently in simulation studies at detecting true changepoints and demonstrates less evidence of overfitting. Furthermore, as the approach explicitly models spatio-temporal dependencies between spatial locations, any changepoints detected are common across the locations.We demonstrate an application of the method to an air quality dataset covering the COVID-19 lockdown in the United Kingdom.

Item Type:	Publication - Article
Digital Object Identifier (DOI):	10.1007/s11222-024-10478-6
UKCEH and CEH Sections/Science Areas:	Pollution (Science Area 2017-)
ISSN:	0960-3174
Additional Information. Not used in RCUK Gateway to Research.:	Open Access paper - full text available via Official URL link.
Additional Keywords:	changepoint, spatio-temporal, PELT, GAM
NORA Subject Terms:	Computer Science Data and Information
Related URLs:	Other
Date made live:	07 Aug 2024 08:23 +0 (UTC)
URI:	https://nora.nerc.ac.uk/id/eprint/537807

Item Type:

Publication - Article

Digital Object Identifier (DOI):

10.1007/s11222-024-10478-6

UKCEH and CEH Sections/Science Areas:

Pollution (Science Area 2017-)

ISSN:

0960-3174

Additional Information. Not used in RCUK Gateway to Research.:

Open Access paper - full text available via Official URL link.

Additional Keywords:

changepoint, spatio-temporal, PELT, GAM