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In environmental and climate data, there is often an interest in determining if and when changes occur in a system. Such changes may result from localized sources in space and time like a volcanic eruption or climate geoengineering events. Detecting such events and their subsequent influence on climate has important policy implications. However, the climate system is complex, and such changes can be challenging to detect. One statistical perspective for changepoint detection is functional time series, where one observes an entire function at each time point. We will consider the context where each time point is a year, and we observe a function of temperature indexed by day of the year. Furthermore, such data is measured at many spatial locations on Earth, which motivates accommodating sets of functional time series that are spatially-indexed on a sphere. Simultaneously inferring changes that can occur at different times for different locations is challenging. We propose test statistics for detecting these changepoints, and we evaluate performance using varying levels of data complexity, including a simulation study, simplified climate model simulations, and climate reanalysis data. We evaluate changes in stratospheric temperature globally over 1984-1998. Such changes may be associated with the eruption of Mt. Pinatubo in 1991.

Functional data are ubiquitous in scientific modeling. For instance, quantities of interest are modeled as functions of time, space, energy, density, etc. Uncertainty quantification methods for computer models with functional response have resulted in tools for emulation, sensitivity analysis, and calibration that are widely used. However, many of these tools do not perform well when the model's parameters control both the amplitude variation of the functional output and its alignment (or phase variation). This paper introduces a framework for Bayesian model calibration when the model responses are misaligned functional data. The approach generates two types of data out of the misaligned functional responses: one that isolates the amplitude variation and one that isolates the phase variation. These two types of data are created for the computer simulation data (both of which may be emulated) and the experimental data. The calibration approach uses both types so that it seeks to match both the amplitude and phase of the experimental data. The framework is careful to respect constraints that arise especially when modeling phase variation, but also in a way that it can be done with readily available calibration software. We demonstrate the techniques on a simulated data example and on two dynamic material science problems: a strength model calibration using flyer plate experiments and an equation of state model calibration using experiments performed on the Sandia National Laboratories' Z-machine., Comment: 45 pages, 21 figures

Detecting changepoints in functional data has become an important problem as interest in monitoring of climate phenomenon has increased, where the data is functional in nature. The observed data often contains both amplitude ($y$-axis) and phase ($x$-axis) variability. If not accounted for properly, true changepoints may be undetected, and the estimated underlying mean change functions will be incorrect. In this paper, an elastic functional changepoint method is developed which properly accounts for these types of variability. The method can detect amplitude and phase changepoints which current methods in the literature do not, as they focus solely on the amplitude changepoint. This method can easily be implemented using the functions directly or can be computed via functional principal component analysis to ease the computational burden. We apply the method and its non-elastic competitors to both simulated data and observed data to show its efficiency in handling data with phase variation with both amplitude and phase changepoints. We use the method to evaluate potential changes in stratospheric temperature due to the eruption of Mt.\ Pinatubo in the Philippines in June 1991. Using an epidemic changepoint model, we find evidence of a increase in stratospheric temperature during a period that contains the immediate aftermath of Mt.\ Pinatubo, with most detected changepoints occurring in the tropics as expected.

Extreme events with potential deadly outcomes, such as those organized by terror groups, are highly unpredictable in nature and an imminent threat to society. In particular, quantifying the likelihood of a terror attack occurring in an arbitrary space-time region and its relative societal risk, would facilitate informed measures that would strengthen national security. This paper introduces a novel self-exciting marked spatio-temporal model for attacks whose inhomogeneous baseline intensity is written as a function of covariates. Its triggering intensity is succinctly modeled with a Gaussian Process prior distribution to flexibly capture intricate spatio-temporal dependencies between an arbitrary attack and previous terror events. By inferring the parameters of this model, we highlight specific space-time areas in which attacks are likely to occur. Furthermore, by measuring the outcome of an attack in terms of the number of casualties it produces, we introduce a novel mixture distribution for the number of casualties. This distribution flexibly handles low and high number of casualties and the discrete nature of the data through a {\it Generalized ZipF} distribution. We rely on a customized Markov chain Monte Carlo (MCMC) method to estimate the model parameters. We illustrate the methodology with data from the open source Global Terrorism Database (GTD) that correspond to attacks in Afghanistan from 2013-2018. We show that our model is able to predict the intensity of future attacks for 2019-2021 while considering various covariates of interest such as population density, number of regional languages spoken, and the density of population supporting the opposing government.

We propose a new method for clustering of functional data using a $k$-means framework. We work within the elastic functional data analysis framework, which allows for decomposition of the overall variation in functional data into amplitude and phase components. We use the amplitude component to partition functions into shape clusters using an automated approach. To select an appropriate number of clusters, we additionally propose a novel Bayesian Information Criterion defined using a mixture model on principal components estimated using functional Principal Component Analysis. The proposed method is motivated by the problem of posterior exploration, wherein samples obtained from Markov chain Monte Carlo algorithms are naturally represented as functions. We evaluate our approach using a simulated dataset, and apply it to a study of acute respiratory infection dynamics in San Luis Potos\'{i}, Mexico.

Arctic sea ice plays an important role in the global climate. Sea ice models governed by physical equations have been used to simulate the state of the ice including characteristics such as ice thickness, concentration, and motion. More recent models also attempt to capture features such as fractures or leads in the ice. These simulated features can be partially misaligned or misshapen when compared to observational data, whether due to numerical approximation or incomplete physics. In order to make realistic forecasts and improve understanding of the underlying processes, it is necessary to calibrate the numerical model to field data. Traditional calibration methods based on generalized least-square metrics are flawed for linear features such as sea ice cracks. We develop a statistical emulation and calibration framework that accounts for feature misalignment and misshapenness, which involves optimally aligning model output with observed features using cutting edge image registration techniques. This work can also have application to other physical models which produce coherent structures.

We study regression using functional predictors in situations where these functions contain both phase and amplitude variability. In other words, the functions are misaligned due to errors in time measurements, and these errors can significantly degrade both model estimation and prediction performance. The current techniques either ignore the phase variability, or handle it via pre-processing, i.e., use an off-the-shelf technique for functional alignment and phase removal. We develop a functional principal component regression model which has comprehensive approach in handling phase and amplitude variability. The model utilizes a mathematical representation of the data known as the square-root slope function. These functions preserve the $\mathbf{L}^2$ norm under warping and are ideally suited for simultaneous estimation of regression and warping parameters. Using both simulated and real-world data sets, we demonstrate our approach and evaluate its prediction performance relative to current models. In addition, we propose an extension to functional logistic and multinomial logistic regression