Environmental Risk Assessment for Multivariate Time-Series of Air Polluttants: A Shapley Value Approach to Identifying Key Contributors
摘要
Environmental risk assessment is vital for understanding hazards to public health and ecosystems, with air pollution presenting significant challenges. Despite advances in urban monitoring, pollutants are often studied in isolation, neglecting their complex interdependencies. We develop a non-homogeneous Vector Auto Regressive - Hidden Semi-Markov Model that incorporates external covariates influencing state dynamics. We adapt financial risk measures to the environmental domain and refine Shapley-value methods for fair risk attribution. This multivariate framework enhances interpretability and deepens insight into environmental hazards.