Integrating wind power into the grid is challenging because of its random nature. Integration is facilitated with accurate short-term forecasts of wind power. The paper presents a spatio-temporal wind speed forecasting algorithm that incorporates the time series data of a target station and data of surrounding stations. Inspired by Compressive Sensing (CS) and structured-sparse recovery algorithms, we claim that there usually exists an intrinsic low-dimensional structure governing a large collection of stations that should be exploited. We cast the forecasting problem as recovery of a block-sparse signal $\boldsymbol{x}$ from a set of linear equations $\boldsymbol{b} = A\boldsymbol{x}$ for which we propose novel structure-sparse recovery algorithms. Results of a case study in the east coast show that the proposed Compressive Spatio-Temporal Wind Speed Forecasting (CST-WSF) algorithm significantly improves the short-term forecasts compared to a set of widely-used benchmark models.
Artificial Intelligence Department Universidad Nacional de Educación a Distancia — UNED（西班牙马德里国立远程教育大学（UNED）人工智能系）
Spatio-temporal forecasting is an open research field whose interest is growing exponentially. In this work we focus on creating a complex deep neural framework for spatio-temporal traffic forecasting with comparatively very good performance and that shows to be adaptable over several spatio-temporal conditions while remaining easy to understand and interpret. Our proposal is based on an interpretable attention-based neural network in which several modules are combined in order to capture key spatio-temporal time series components. Through extensive experimentation, we show how the results of …
The Hong Kong University of Science and Technology（香港科技大学）
Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem. Although lots of real-world problems can be viewed as STSF and many research works have proposed machine learning based methods for them, no existing work has summarized and compared these methods from a unified perspective. This survey aims to provide a systematic review of machine learning for STSF. In this survey, we define the STSF problem and classify …
Long Short-Term Memory (LSTM) is a well-known method used widely on sequence learning and time series prediction. In this paper we deployed stacked LSTM model in an application of weather forecasting. We propose a 2-layer spatio-temporal stacked LSTM model which consists of independent LSTM models per location in the first LSTM layer. Subsequently, the input of the second LSTM layer is formed based on the combination of the hidden states of the first layer LSTM models. The experiments show that by utilizing the spatial information the prediction performance of the stacked LSTM model improves i…
University of Virginia（弗吉尼亚大学）；IBM Research（IBM研究院）；UT Austin（德克萨斯大学奥斯汀分校）
Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to consider distinct spatial relationships between variables. In contrast, methods based on graph neural networks explicitly model variable relationships. However, these methods often rely on predefined graphs that cannot change over time and perform separate spatial and temporal updates without establishing direct connections between each variable at every time…
This paper introduces CloudLSTM, a new branch of recurrent neural models tailored to forecasting over data streams generated by geospatial point-cloud sources. We design a Dynamic Point-cloud Convolution (DConv) operator as the core component of CloudLSTMs, which performs convolution directly over point-clouds and extracts local spatial features from sets of neighboring points that surround different elements of the input. This operator maintains the permutation invariance of sequence-to-sequence learning frameworks, while representing neighboring correlations at each time step -- an important…
Spatio-temporal forecasting has numerous applications in analyzing wireless, traffic, and financial networks. Many classical statistical models often fall short in handling the complexity and high non-linearity present in time-series data. Recent advances in deep learning allow for better modelling of spatial and temporal dependencies. While most of these models focus on obtaining accurate point forecasts, they do not characterize the prediction uncertainty. In this work, we consider the time-series data as a random realization from a nonlinear state-space model and target Bayesian inference o…
University of Pittsburgh（匹兹堡大学）；Middle East Technical University（中东技术大学）
Opioid overdose is a growing public health crisis in the United States. This crisis, recognized as "opioid epidemic," has widespread societal consequences including the degradation of health, and the increase in crime rates and family problems. To improve the overdose surveillance and to identify the areas in need of prevention effort, in this work, we focus on forecasting opioid overdose using real-time crime dynamics. Previous work identified various types of links between opioid use and criminal activities, such as financial motives and common causes. Motivated by these observations, we pro…
Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series data. In this study, we propose an efficient architecture, Temporal-Guided Network (TGNet), which utilizes graph networks and temporal-guided embedding. Graph networks extract invariant features to permutations of adjacent regions instead of convolutional layers. Temporal-guided embedding explicitly learns temporal contexts from training data and is substitut…
HESAM Université（巴黎高科艺术与职业大学）；Conservatoire national des arts et métiers（法国国立工艺学院）；Simon Fraser University（西蒙弗雷泽大学）；Borealis AI（Borealis人工智能研究院）；Valeo AI（法雷奥人工智能研究院）；Sorbonne Université（索邦大学）；Criteo AI（科韬人工智能研究院）；Mines ParisTech（巴黎高等矿业学院）；EDF R&D（法国电力研发中心）；Université Rennes 1（雷恩第一大学）；INRIA（法国国家信息与自动化研究所）
This thesis tackles the subject of spatio-temporal forecasting with deep learning. The motivating application at Electricity de France (EDF) is short-term solar energy forecasting with fisheye images. We explore two main research directions for improving deep forecasting methods by injecting external physical knowledge. The first direction concerns the role of the training loss function. We show that differentiable shape and temporal criteria can be leveraged to improve the performances of existing models. We address both the deterministic context with the proposed DILATE loss function and the…
Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal variability. The data sets associated with many of these processes are increasing in size due to advances in automated data measurement, management, and numerical simulator output. Non- linear spatio-temporal models have only recently seen interest in statistics, but there are many classes of such models in the engineering and geophysical sciences. Tradi- tion…
With COVID-19 affecting every country globally and changing everyday life, the ability to forecast the spread of the disease is more important than any previous epidemic. The conventional methods of disease-spread modeling, compartmental models, are based on the assumption of spatiotemporal homogeneity of the spread of the virus, which may cause forecasting to underperform, especially at high spatial resolutions. In this paper we approach the forecasting task with an alternative technique - spatiotemporal machine learning. We present COVID-LSTM, a data-driven model based on a Long Short-term M…
Sorbonne Universités, UPMC Univ Paris 06, CNRS, LIP6 UMR 7606（索邦大学、巴黎第六大学、法国国家科学研究中心、巴黎第六大学计算机科学实验室（UMR 7606））；Vedecom Institute（维德科姆研究所）
We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these dependencies through a structured latent dynamical component, while a decoder predicts the observations from the latent representations. We consider several variants of this model, corresponding to different prior hypothesis about the spatial relations between the series. The model is evaluated and compared to state-of-the-art baselines, on a variety of forecasting …
We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, "light-cone reconstruction of states" (LICORS), uses physical principles to identify predictive states which are local properties of the system, both in space and time. LICORS discovers the number of predictive states and their predictive distributions automatically, and consistently, under mild assumptions on the data source. We provide an algorithm to implement our method, along with a cross-validation scheme to pick control settings. Simulations show th…
Forecasting of multivariate time-series is an important problem that has applications in traffic management, cellular network configuration, and quantitative finance. A special case of the problem arises when there is a graph available that captures the relationships between the time-series. In this paper we propose a novel learning architecture that achieves performance competitive with or better than the best existing algorithms, without requiring knowledge of the graph. The key element of our proposed architecture is the learnable fully connected hard graph gating mechanism that enables the…
James Cook University（詹姆斯库克大学）；College of Science and Engineering（科学与工程学院）
Spatio-temporal sequence forecasting is one of the fundamental tasks in spatio-temporal data mining. It facilitates many real world applications such as precipitation nowcasting, citywide crowd flow prediction and air pollution forecasting. Recently, a few Seq2Seq based approaches have been proposed, but one of the drawbacks of Seq2Seq models is that, small errors can accumulate quickly along the generated sequence at the inference stage due to the different distributions of training and inference phase. That is because Seq2Seq models minimise single step errors only during training, however t…
Echo state networks are computationally lightweight reservoir models inspired by the random projections observed in cortical circuitry. As interest in reservoir computing has grown, networks have become deeper and more intricate. While these networks are increasingly applied to nontrivial forecasting tasks, there is a need for comprehensive performance analysis of deep reservoirs. In this work, we study the influence of partitioning neurons given a budget and the effect of parallel reservoir pathways across different datasets exhibiting multi-scale and nonlinear dynamics.
Research Institute for Infrastructure Paradigm Shift, Yachiyo Engineering Co., Ltd.（基础设施范式转换研究所，八千代工程株式会社）
Recently, flood damage has become a social problem owing to unexperienced weather conditions arising from climate change. An immediate response to heavy rain is important for the mitigation of economic losses and also for rapid recovery. Spatiotemporal precipitation forecasts may enhance the accuracy of dam inflow prediction, more than 6 hours forward for flood damage mitigation. However, the ordinary ConvLSTM has the limitation of predictable range more than 3-timesteps in real-world precipitation forecasting owing to the irreducible bias between target prediction and ground-truth value. This…
Jupiter Intelligence；University of Missouri（密苏里大学）
Long-lead forecasting for spatio-temporal systems can often entail complex nonlinear dynamics that are difficult to specify it a priori. Current statistical methodologies for modeling these processes are often highly parameterized and thus, challenging to implement from a computational perspective. One potential parsimonious solution to this problem is a method from the dynamical systems and engineering literature referred to as an echo state network (ESN). ESN models use so-called {\it reservoir computing} to efficiently compute recurrent neural network (RNN) forecasts. Moreover, so-called "d…
Peking University（北京大学）；Beijing Institute of Big Data Research（北京大数据研究院）
Timely accurate traffic forecast is crucial for urban traffic control and guidance. Due to the high nonlinearity and complexity of traffic flow, traditional methods cannot satisfy the requirements of mid-and-long term prediction tasks and often neglect spatial and temporal dependencies. In this paper, we propose a novel deep learning framework, Spatio-Temporal Graph Convolutional Networks (STGCN), to tackle the time series prediction problem in traffic domain. Instead of applying regular convolutional and recurrent units, we formulate the problem on graphs and build the model with complete con…
Traditional methods for demand forecasting only focus on modeling the temporal dependency. However, forecasting on spatio-temporal data requires modeling of complex nonlinear relational and spatial dependencies. In addition, dynamic contextual information can have a significant impact on the demand values, and therefore needs to be captured. For example, in a bike-sharing system, bike usage can be impacted by weather. Existing methods assume the contextual impact is fixed. However, we note that the contextual impact evolves over time. We propose a novel context integrated relational model, Con…
Rapidly growing product lines and services require a finer-granularity forecast that considers geographic locales. However the open question remains, how to assess the quality of a spatio-temporal forecast? In this manuscript we introduce a metric to evaluate spatio-temporal forecasts. This metric is based on an Opti- mal Transport (OT) problem. The metric we propose is a constrained OT objec- tive function using the Gini impurity function as a regularizer. We demonstrate through computer experiments both the qualitative and the quantitative charac- teristics of the Gini regularized OT problem…
Transformer with Koopman-Enhanced Graph Convolutional Network for Spatiotemporal Dynamics Forecasting
Charles F. Dolan School of Business, Fairfield University（Fairfield大学商学院）；Department of Industrial & Systems Engineering, The University of Tennessee（田纳西大学工业与系统工程系）
1. Analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes. Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous work on analog forecasting has typically been presented in an empirical or heuristic context, as opposed to a formal statistical context. 2. The model presented here extends the model-based analog method of McDermott and Wikle (2016) by placing analog forecasting within a fully hierarchical…
ProGen: Revisiting Probabilistic Spatial-Temporal Time Series Forecasting from a Continuous Generative Perspective Using Stochastic Differential Equations
Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））
GraphSVR: A Graph Convolutional Support Vector Regression Framework for Robust Spatiotemporal Air Pollution Forecasting
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology（维杰雷理工学院数学系）；SAFIR, Sorbonne University（索邦大学SAFIR中心）；Statistics Centre Abu Dhabi（阿布扎希统计中心）
Commodity price time series possess interesting features, such as heavy-tailedness, skewness, heteroskedasticity, and non-linear dependence structures. These features pose challenges for modeling and forecasting. In this work, we explore how spatio-temporal copula-based time series models can be effectively employed for these purposes. We focus on price series for fossil fuels and carbon emissions. Further, we illustrate how the t-copula may be used in conditional heteroskedasticity modeling. The possible emergence of non-elliptical probabilistic forecasts in this context is examined and visua…
Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep learning models have become more common, RNNs have been used to forecast increasingly complicated systems. Dynamical spatio-temporal processes represent a class of complex systems that can potentially benefit from these types of models. Although the RNN literature is expansive and highly developed, uncertainty quantification is often ignored. Even when considere…
Applying machine learning models to meteorological data brings many opportunities to the Geosciences field, such as predicting future weather conditions more accurately. In recent years, modeling meteorological data with deep neural networks has become a relevant area of investigation. These works apply either recurrent neural networks (RNN) or some hybrid approach mixing RNN and convolutional neural networks (CNN). In this work, we propose STConvS2S (Spatiotemporal Convolutional Sequence to Sequence Network), a deep learning architecture built for learning both spatial and temporal data depen…
Analog forecasting has been applied in a variety of fields for predicting future states of complex nonlinear systems that require flexible forecasting methods. Past analog methods have almost exclu- sively been used in an empirical framework without the structure of a model-based approach. We propose a Bayesian model framework for analog forecasting, building upon previous analog methods but accounting for parameter uncertainty. Thus, unlike traditional analog forecasting methods, the use of Bayesian modeling allows one to rigorously quantify uncertainty to obtain realistic posterior predictiv…
The share of wind energy in total installed power capacity has grown rapidly in recent years around the world. Producing accurate and reliable forecasts of wind power production, together with a quantification of the uncertainty, is essential to optimally integrate wind energy into power systems. We build spatio-temporal models for wind power generation and obtain full probabilistic forecasts from 15 minutes to 5 hours ahead. Detailed analysis of the forecast performances on the individual wind farms and aggregated wind power are provided. We show that it is possible to improve the results of …
Department of Statistics, Texas A\&M University, College Station, TX
Wind power forecasting has drawn increasing attention among researchers as the consumption of renewable energy grows. In this paper, we develop a deep learning approach based on encoder-decoder structure. Our model forecasts wind power generated by a wind turbine using its spatial location relative to other turbines and historical wind speed data. In this way, we effectively integrate spatial dependency and temporal trends to make turbine-specific predictions. The advantages of our method over existing work can be summarized as 1) it directly predicts wind power based on historical wind speed,…
China University of Geosciences, Beijing（中国地质大学（北京））；University of Nottingham Ningbo China（宁波诺丁汉大学）；The Hong Kong Polytechnic University（香港理工大学）；Peking University（北京大学）；Shenzhen University（深圳大学）
Parking demand forecasting and behaviour analysis have received increasing attention in recent years because of their critical role in mitigating traffic congestion and understanding travel behaviours. However, previous studies usually only consider temporal dependence but ignore the spatial correlations among parking lots for parking prediction. This is mainly due to the lack of direct physical connections or observable interactions between them. Thus, how to quantify the spatial correlation remains a significant challenge. To bridge the gap, in this study, we propose a spatial-aware parking …
