Optimal decision-making compels us to anticipate the future at different horizons. However, in many domains connecting together predictions from multiple time horizons and abstractions levels across their organization becomes all the more important, else decision-makers would be planning using separate and possibly conflicting views of the future. This notably applies to smart grid operation. To optimally manage energy flows in such systems, accurate and coherent predictions must be made across varying aggregation levels and horizons. With this work, we propose a novel multi-dimensional hierarchical forecasting method built upon structurally-informed machine-learning regressors and established hierarchical reconciliation taxonomy. A generic formulation of multi-dimensional hierarchies, reconciling spatial and temporal hierarchies under a common frame is initially defined. Next, a coherency-informed hierarchical learner is developed built upon a custom loss function leveraging optimal reconciliation methods. Coherency of the produced hierarchical forecasts is then secured using similar reconciliation technics. The outcome is a unified and coherent forecast across all examined dimensions. The method is evaluated on two different case studies to predict building electrical loads across spatial, temporal, and spatio-temporal hierarchies. Although the regressor natively profits from computationally efficient learning, results displayed disparate performances, demonstrating the value of hierarchical-coherent learning in only one setting. Yet, supported by a comprehensive result analysis, existing obstacles were clearly delineated, presenting distinct pathways for future work. Overall, the paper expands and unites traditionally disjointed hierarchical forecasting methods providing a fertile route toward a novel generation of forecasting regressors.
Short-term load forecasting under EU-AI Act Requirements in Safety-Critical Environments: Results from a 41-day live challenge on the aggregated German transmission-grid load
SAMSGL: Series-Aligned Multi-Scale Graph Learning for Spatio-Temporal Forecasting
East China University of Science and Technology(华东理工大学);Potsdam Institute for Climate Impact Research(波茨坦气候影响研究所);Humboldt University of Berlin(柏林洪堡大学)
Hybrid Quantum-Classical Spatiotemporal Forecasting for 3D Cloud Fields
CMA Earth system Modeling and Prediction Center (CEMC)(中国气象局地球系统数值预报中心);State Key Laboratory of Severe Weather (LaSW)(灾害天气国家重点实验室);School of Computer Science and Engineering, Sichuan University of Science and Engineering(四川轻化工大学计算机科学与工程学院);School of Electronic and Communication Engineering, Guangzhou University(广州大学电子与通信工程学院);Aerospace Information Research Institute, Chinese Academy of Sciences(中国科学院空天信息创新研究院)
Simple and Robust Forecasting of Spatiotemporally Correlated Small Earth Data with A Tabular Foundation Model
School of Engineering and Technology, China University of Geosciences (Beijing)(工程与技术学院,中国地质大学(北京));School of Geological Engineering and Geomatics, Chang'an University(地质工程与测绘学院,长安大学)
Deep learning for spatio-temporal forecasting -- application to solar energy
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)
Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting
Southern University of Science and Technology(南方科技大学);The University of Tokyo(东京大学);Hong Kong University of Science and Technology(香港科技大学);Squirrel AI(松鼠AI);Jilin University(吉林大学)
交通时间序列预测是具有挑战性的,因为来自不同位置的复杂时空动态时间序列通常具有不同的模式;并且对于相同的时间序列,模式可能随时间而变化,例如,在一天中存在显示出更强的时间相关性的某些时段。尽管最近的预测模型,特别是基于深度学习的模型,显示出有希望的结果,但它们受到时空不可知论的影响。这样的时空不可知模型采用共享参数空间,而不管时间序列位置和时间段,并且它们假设时间模式在位置之间是相似的,并且不会在时间上演变,这可能并不总是成立,从而导致次优结果。在这项工作中,我们提出了一个框架,旨在把时空不可知模型时空感知模型。为此,我们将来自不同位置的时间序列编码为随机变量,从中生成特定于位置和随时间变化的模型参数,以更好地捕捉时空动态。我们展示了如何整合的框架与规范的注意,使时空意识的注意。其次,为了补偿时空感知模型参数生成过程中引入的额外开销,提出了一种新的窗口注意机制,将复杂度从二次降低到线性,使得时空感知注意也具有竞争效率.我们在四个交通时间序列数据集上展示了强有力的经验证据,其中所提出的时空感知注意力在准确性和效率方面优于最先进的方法。这是“Towards Spatio-Temporal Aware Traffic Time Series Forecasting”的扩展版本,将出现在ICDE 2022 [1]中,包括其他实验结果。
ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting
School of Data Science and Engineering, East China Normal University, Shanghai, China(东华大学数据科学与工程学院,上海,中国);Engineering Research Center of Blockchain Data Management, Ministry of Education, China(教育部区块链数据管理工程研究中心,中国)
ST-PCNN: Spatio-Temporal Physics-Coupled Neural Networks for Dynamics Forecasting
Florida Atlantic University(佛罗里达大西洋大学);Harbor Branch Oceanographic Institute, Florida Atlantic University(佛罗里达大西洋大学港口分支海洋研究所);Georgia Institute of Technology(佐治亚理工学院);Washington University School of Medicine(华盛顿大学医学院)
Beijing University of Posts and Telecommunications(北京邮电大学);Institute of Computing Technology, Chinese Academy of Sciences(中国科学院计算技术研究所);Institute for Interdisciplinary Information Sciences (IIIS), Tsinghua University(清华大学交叉信息研究院)
交通预测对于公共安全和资源优化至关重要,但由于三个方面而非常具有挑战性:i)当前现有的工作大多利用复杂的时间模式(例如,短期雷暴和长期每日趋势),这不能准确地捕获不同模式下的时空依赖性; i i)图位置编码的探索不足限制了常用的全图注意力网络中的空间信息的提取; iii)全图注意力的二次复杂性引入了大量的计算需求。为了实现有效的交通流预测,我们提出了一个有效的谱图注意力网络与解开交通序列。具体而言,利用离散小波变换来获得流量序列的低频和高频分量,并且精心设计了双通道编码器,以准确地捕获低频和高频分量的长期和短期模式下的时空依赖性。此外,一种新的基于小波的图位置编码和查询采样策略引入到我们的频谱图的注意力,有效地引导消息传递和有效地计算的注意力。在四个真实世界数据集上的大量实验表明了我们模型的优越性,即,以较低的计算代价获得较高的预测精度。
Differentially Private Multivariate Time Series Forecasting of Aggregated Human Mobility With Deep Learning: Input or Gradient Perturbation?
Inria(法国国家信息与自动化研究所);École Polytechnique (IPP)(巴黎综合理工学院(巴黎理工学院));Femto-ST Institute(弗朗什-孔泰电子、力学、热学与光学科学技术研究所);Univ. Bourg. Franche-Comté(勃艮第-弗朗什-孔泰大学);UBFC(勃艮第-弗朗什-孔泰大学联盟);CNRS(法国国家科学研究中心);Orange Applications For Business(Orange商业应用公司);Orange Labs.(奥兰治实验室);Antonine University Hadat-Baabda(哈达特-巴卜达安东尼大学);National University of Singapore(新加坡国立大学)