Home > Research > Publications & Outputs > Detection of spatiotemporal changepoints – a ge...

Electronic data

  • CPT_GAM_SPT_main

    Accepted author manuscript, 434 KB, PDF document

    Available under license: CC BY-NC-ND: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License

Links

Text available via DOI:

View graph of relations

Detection of spatiotemporal changepoints – a generalised additive model approach

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
Close
Article number162
<mark>Journal publication date</mark>1/08/2024
<mark>Journal</mark>Statistics and Computing
Volume34
Publication StatusPublished
<mark>Original language</mark>English

Abstract

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.