The proliferation of mobile devices has led to the collection of large amounts of population data. This situation has prompted the need to utilize this rich, multidimensional data in practical applications. In response to this trend, we have integrated functional data analysis (FDA) and factor analysis to address the challenge of predicting hourly population changes across various districts in Tokyo. Specifically, by assuming a Gaussian process, we avoided the large covariance matrix parameters of the multivariate normal distribution. In addition, the data were both time and spatially dependent between districts. To capture these characteristics, a Bayesian factor model was introduced, which modeled the time series of a small number of common factors and expressed the spatial structure through factor loading matrices. Furthermore, the factor loading matrices were made identifiable and sparse to ensure the interpretability of the model. We also proposed a Bayesian shrinkage method as a systematic approach for factor selection. Through numerical experiments and data analysis, we investigated the predictive accuracy and interpretability of our proposed method. We concluded that the flexibility of the method allows for the incorporation of additional time series features, thereby improving its accuracy.
Epidemic modeling is an essential tool to understand the spread of the novel coronavirus and ultimately assist in disease prevention, policymaking, and resource allocation. In this article, we establish a state of the art interface between classic mathematical and statistical models and propose a novel space-time epidemic modeling framework to study the spatial-temporal pattern in the spread of infectious disease. We propose a quasi-likelihood approach via the penalized spline approximation and alternatively reweighted least-squares technique to estimate the model. Furthermore, we provide a sh…
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…
Event-Aware Spatiotemporal Precipitation Forecasting with Geographic Context and Physics-Guided Regularization
Beijing Institute of Technology（北京理工大学）；Tangshan Research Institute, Beijing Institute of Technology（北京理工大学唐山研究院）；King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）
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 …
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…
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）
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…
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…
A novel forecasting framework combining virtual samples and enhanced Transformer models for tourism demand forecasting
School of Computer, Electronics and Information, Guangxi University（广西大学计算机与电子信息学院）；School of Electrical Engineering, Guangxi University（广西大学电气工程学院）；School of Mathematics and Statistics, Xuzhou University of Technology（徐州工程学院数学与统计学院）
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.
One of the challenges of Unmanned Aircraft System (UAS) operations is to operate an unmanned aircraft with minimal risk to people on the ground. The purpose of this study is to define and measure such risks as population risk, by incorporating spatiotemporal changes in population density. Unlike previous studies, we use high-resolution de facto population data instead of residential population data to reflect the spatiotemporal characteristics of population distribution. Furthermore, we analyze the impact of mitigation measures based on population risk in the context of airspace management. We…
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…
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）
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…
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））
A Critical Audit of Spatiotemporal Forecasting Benchmark Datasets and Models
Imperial College London（帝国理工学院）；Ruhr University Bochum（鲁尔大学波鸿分校）；Queen Mary University of London（伦敦玛丽女王大学）；Ben-Gurion University of the Negev（内盖夫本-古里安大学）
Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS forecasting and have shown promising results. However, the applicability of these approaches is being questioned for TS settings where there is a lack of quality training data and where the TS to forecast exhibit complex behaviors. Examples of such settings include financial TS forecasting, where producing accurate and consistent long-term forecasts is notoriously di…
University of Maryland（马里兰大学）；Texas A&M University（德克萨斯农工大学）；Potomac Research LLC（波托马克研究有限责任公司）
We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous system states and an imperfect model of the full system dynamics. Specifically, we attempt to utilize machine learning as the essential tool for integrating the use of past data into predictions. In order to facilitate scalability to the common scenario of interest where the spatiotemporally chaotic system is very large and complex, we propose combining two app…
Unifying Physics- and Data-Driven Modeling via Novel Causal Spatiotemporal Graph Neural Network for Interpretable Epidemic Forecasting
Frankfurt Institute for Advanced Studies（法兰克福高等研究院）；Goethe Universität Frankfurt（法兰克福大学）；Xidian-FIAS International Joint Research Center（西电-法兰克福高等研究院国际联合研究中心）；School of Science and Engineering, The Chinese University of Hong Kong（香港中文大学（深圳）理工学院）；GSI Helmholtzzentrum für Schwerionenforschung GmbH（GSI亥姆霍兹重离子研究中心）
Because of its important role in health policy-shaping, population health monitoring (PHM) is considered a fundamental block for public health services. However, traditional public health data collection approaches, such as clinic-visit-based data integration or health surveys, could be very costly and time-consuming. To address this challenge, this paper proposes a cost-effective approach called Compressive Population Health (CPH), where a subset of a given area is selected in terms of regions within the area for data collection in the traditional way, while leveraging inherent spatial correl…
This study aims to estimate the fatality risk of Unmanned Aerial System (UAS) operations from a population perspective using high-resolution de facto population data. In doing so, it provides more practical risk values compared to the risk values derived from the residential population data. We then set restricted airspace using the risk values and the acceptable level of safety. We regard the restricted airspace as airspace being blocked by a dynamic obstacle. Scenario analysis on the study area in Seoul, South Korea presents a richer set of results for time-dependent differences in restricte…
This paper presents a novel dynamic network autoregressive conditional heteroscedasticity (ARCH) model based on spatiotemporal ARCH models to forecast volatility in the US stock market. To improve the forecasting accuracy, the model integrates temporally lagged volatility information and information from adjacent nodes, which may instantaneously spill across the entire network. The model is also suitable for high-dimensional cases where multivariate ARCH models are typically no longer applicable. We adopt the theoretical foundations from spatiotemporal statistics and transfer the dynamic ARCH …
PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal Deep Learning
Università della Svizzera italiana（瑞士大学）；IDSIA（智能系统研究所）；Federal Office of Meteorology and Climatology MeteoSwiss（联邦气象与气候办公室MeteoSwiss）；ETH Zürich（苏黎世联邦理工学院）；EPFL（洛桑联邦理工学院）；Swiss Data Science Center（瑞士数据科学中心）；Politecnico di Milano（米兰理工学院）
The outbreaks of Coronavirus Disease 2019 (COVID-19) have impacted the world significantly. Modeling the trend of infection and real-time forecasting of cases can help decision making and control of the disease spread. However, data-driven methods such as recurrent neural networks (RNN) can perform poorly due to limited daily samples in time. In this work, we develop an integrated spatiotemporal model based on the epidemic differential equations (SIR) and RNN. The former after simplification and discretization is a compact model of temporal infection trend of a region while the latter models t…
Southwestern University of Finance and Economics（西南财经大学）；Sichuan University（四川大学）
To collectively forecast the demand for ride-sourcing services in all regions of a city, the deep learning approaches have been applied with commendable results. However, the local statistical differences throughout the geographical layout of the city make the spatial stationarity assumption of the convolution invalid, which limits the performance of CNNs on the demand forecasting task. In this paper, we propose a novel deep learning framework called LC-ST-FCN (locally connected spatiotemporal fully-convolutional neural network) to address the unique challenges of the region-level demand forec…
Multi-Modal Graph Interaction for Multi-Graph Convolution Network in Urban Spatiotemporal Forecasting
Shandong University（山东大学）；Hong Kong University of Science and Technology（香港科技大学）；Didi Chuxing（滴滴出行）；Southern University of Science and Technology（南方科技大学）
Natural spatiotemporal processes can be highly non-stationary in many ways, e.g. the low-level non-stationarity such as spatial correlations or temporal dependencies of local pixel values; and the high-level variations such as the accumulation, deformation or dissipation of radar echoes in precipitation forecasting. From Cramer's Decomposition, any non-stationary process can be decomposed into deterministic, time-variant polynomials, plus a zero-mean stochastic term. By applying differencing operations appropriately, we may turn time-variant polynomials into a constant, making the deterministi…
Time series forecasting and spatiotemporal kriging are the two most important tasks in spatiotemporal data analysis. Recent research on graph neural networks has made substantial progress in time series forecasting, while little attention has been paid to the kriging problem -- recovering signals for unsampled locations/sensors. Most existing scalable kriging methods (e.g., matrix/tensor completion) are transductive, and thus full retraining is required when we have a new sensor to interpolate. In this paper, we develop an Inductive Graph Neural Network Kriging (IGNNK) model to recover data fo…
We propose a generic spatiotemporal event forecasting method, which we developed for the National Institute of Justice's (NIJ) Real-Time Crime Forecasting Challenge. Our method is a spatiotemporal forecasting model combining scalable randomized Reproducing Kernel Hilbert Space (RKHS) methods for approximating Gaussian processes with autoregressive smoothing kernels in a regularized supervised learning framework. While the smoothing kernels capture the two main approaches in current use in the field of crime forecasting, kernel density estimation (KDE) and self-exciting point process (SEPP) mod…
