Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

Bayesian interpolation in a dynamic sinusoidal model with application to packet-loss concealment

In this paper, we consider Bayesian interpolation and parameter estimation in a dynamic sinusoidal model. This model is more flexible than the static sinusoidal model since it enables the amplitudes and phases of the sinusoids to be time-varying. For the dynamic sinusoidal model, we derive a Bayesian inference scheme for the missing observations, hidden states and model parameters of the dynamic model. The inference scheme is based on a Markov chain Monte Carlo method known as Gibbs sampler. We illustrate the performance of the inference scheme to the application of packet-loss concealment of lost audio and speech packets. © EURASIP, 2010.

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.