Structured Covariate-Informed Empirical Orthogonal Functions for Spatio-Temporal Environmental Fields

📅 2026-09-12
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该研究通过引入SCIEOF方法,结合环境协变量信息改进了EOF分解,提高了时空环境场的低秩表示和预测准确性。
📝 Abstract
Low-rank representations such as empirical orthogonal function (EOF) decompositions are widely used for analyzing large spatio-temporal environmental fields. However, conventional EOF identifies latent modes solely from covariance structure and does not utilize observed environmental covariates, limiting its ability to incorporate external information into low-rank representations. This study introduces Structured Covariate-Informed EOF (SCIEOF), a covariate-informed extension of EOF that bridges low-rank dimension reduction and prediction-oriented spatio-temporal modeling. SCIEOF embeds spatial and temporal covariates into the latent bases while incorporating spatio-temporal covariates through an additive component, yielding low-rank representations with latent modes informed by observed covariates. Estimation procedures are developed and evaluated through simulation studies and an application to global near-surface air temperature from the MERRA-2 reanalysis. Simulation studies demonstrate that incorporating informative covariates improves latent structure recovery and predictive accuracy, particularly when the spatial basis is appropriately specified. The advantage is more pronounced at moderate-to-large sample sizes, while methods with stronger structural assumptions remain competitive when data are limited. In the MERRA-2 application, SCIEOF achieves competitive or improved predictive performance relative to commonly used methods while providing a compact and physically interpretable low-rank representation. Overall, SCIEOF provides a flexible and computationally scalable framework for integrating structural covariate information into low-rank spatio-temporal representations, extending EOF toward predictive environmental modeling.
Problem

Research questions and friction points this paper is trying to address.

empirical orthogonal function
spatio-temporal environmental fields
covariates
low-rank representation
Innovation

Methods, ideas, or system contributions that make the work stand out.

Structured Covariate-Informed EOF
spatio-temporal covariates
latent modes
predictive accuracy
low-rank representation
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H
Hao-Yun Huang
Department of Applied Mathematics, National Dong Hwa University, Hualien, Taiwan
S
ShengLi Tzeng
Department of Applied Mathematics and Graduate Institute of Statistics, National Chung Hsing University, Taichung, Taiwan