The Trade-offs with Space Time Cube Representation of Spatiotemporal Patterns

Space time cube representation is an information visualization technique where spatiotemporal data points are mapped into a cube. Fast and correct analysis of such information is important in for instance geospatial and social visualization applications. Information visualization researchers have previously argued that space time cube representation is beneficial in revealing complex spatiotemporal patterns in a dataset to users. The argument is based on the fact that both time and spatial information are displayed simultaneously to users, an effect difficult to achieve in other representations. However, to our knowledge the actual usefulness of space time cube representation in conveying complex spatiotemporal patterns to users has not been empirically validated. To fill this gap we report on a between-subjects experiment comparing novice users error rates and response times when answering a set of questions using either space time cube or a baseline 2D representation. For some simple questions the error rates were lower when using the baseline representation. For complex questions where the participants needed an overall understanding of the spatiotemporal structure of the dataset, the space time cube representation resulted in on average twice as fast response times with no difference in error rates compared to the baseline. These results provide an empirical foundation for the hypothesis that space time cube representation benefits users when analyzing complex spatiotemporal patterns.

Bayesian Online Changepoint Detection

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.