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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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18355370 · May 202619922001200920172026
48 results for Spatiotemporal Forecasting

Deep models forecast epidemics with uncertainty quantification.

problem Accurate probabilistic forecasting of epidemics is challenging due to nonlinear temporal dependencies and spatial interactions.
method Deep spatiotemporal engression methods with geometric ergodicity and asymptotic stationarity.
result Proposed methods outperform benchmarks in point and probabilistic forecasting.

ProGen improves spatiotemporal forecasting with SDEs and diffusion models.

problem Complex spatial and temporal dependencies in spatiotemporal data.
method ProGen uses Stochastic Differential Equations and diffusion-based generative models.
result ProGen outperforms state-of-the-art models on traffic datasets.

This paper studies uncertainty quantification in deep spatiotemporal forecasting.

problem Uncertainty quantification in deep spatiotemporal forecasting models.
method Analysis of UQ methods from Bayesian and frequentist perspectives, including statistical decision theory.
result Different UQ methods have different strengths and weaknesses, with Bayesian methods being more robust in mean prediction and frequentist methods providing more extensive coverage.

This study improves weather forecasting accuracy with spatiotemporal models.

problem Complexity and resource-intensive nature of weather forecasting.
method Spatiotemporal forecasting models integrating machine learning and deep neural networks.
result Spatiotemporal models reduce computational costs and improve accuracy.

DYffusion improves diffusion models for spatiotemporal forecasting.

problem Challenges in generating stable and accurate forecasts for dynamic data.
method Leverages temporal dynamics in data, directly coupling it with diffusion steps.
result Improves computational efficiency and performs competitively on complex dynamics.

Spacetimeformer learns spatiotemporal relationships from data alone.

problem Forecasting multivariate time series with distinct spatial relationships.
method Transformers with dynamic graph connections learning interactions between space, time, and value.
result Competitive results on various time series prediction benchmarks.

Enformer and GEnformer use Transformers with stochastic learning to forecast multivariate and spatiotemporal data with uncertainty.

problem Uncertainty quantification in multivariate time series and spatiotemporal forecasting.
method Synthesizing Transformer's expressive power with stochastic learning to model conditional distributions directly.
result Enformer and GEnformer yield calibrated probabilistic forecasts and outperform state-of-the-art baselines.

TK-GCN forecasts spatiotemporal dynamics using Koopman-enhanced graph convolutional networks.

problem Forecasting complex spatiotemporal dynamics over irregular domains.
method Two-stage framework: Koopman-enhanced Graph Convolutional Network (K-GCN) for spatial encoding and Transformer for temporal modeling.
result TK-GCN outperforms state-of-the-art methods in spatiotemporal cardiac dynamics forecasting.

Paper proposes a novel approach to improve spatiotemporal precipitation forecasts.

problem Improving accuracy of spatiotemporal precipitation forecasts for flood damage mitigation.
method Introduces a rain-code fusion approach using ConvLSTM and multi-frame fusion for spatiotemporal precipitation code-to-code forecasting.
result Demonstrates enhanced accuracy in precipitation forecasts beyond 3 timesteps using the rain-code fusion.

This study forecasts climate data in Chile using EOFs and machine learning models.

problem Predicting climatic variability in Chile for resource management and planning.
method Combines EOF decomposition, wavelet analysis, and neural networks for spatiotemporal forecasting.
result Improved accuracy in forecasting climate data through a hybrid ML approach.

A new machine learning model forecasts COVID-19 incidence at county level in the USA.

problem Inaccurate disease spread forecasting due to spatiotemporal homogeneity assumptions.
method Spatiotemporal machine learning using LSTM architecture with spatial and temporal features.
result COVID-LSTM outperforms COVID-19 Forecast Hub's Ensemble model in accuracy.

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 …

2018-01-09abs ↗pdf ↗

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 wo…

2018-08-21abs ↗pdf ↗

Enhances traffic forecasting with dynamic regression incorporating error modeling.

problem Improving accuracy of traffic forecasts using deep spatiotemporal models.
method Integrates matrix-variate autoregressive (AR) model into loss function for error series of base model.
result Improved traffic forecasting performance on SOTA models with interpretable AR coefficients.

Unified model forecasts epidemics with spatial and temporal dynamics.

problem Limited accuracy in traditional models and lack of interpretability in deep learning models.
method CSTGNN integrates Spatio-Contact SIR model with Graph Neural Networks.
result Effective spatiotemporal epidemic forecasting with interpretability.

GraphSVR forecasts urban air pollution robustly across stations and seasons.

problem Nonlinear, nonstationary, spatiotemporally dependent urban air pollution forecasting challenges.
method Combines graph convolutional learning and support vector regression.
result GraphSVR improves predictive accuracy and maintains stable performance across seasons and outlier-prone episodes.

A new network log-ARCH model improves stock market volatility forecasting.

problem Improving stock market volatility forecasting accuracy.
method Dynamic network autoregressive conditional heteroscedasticity (ARCH) model integrating lagged and adjacent node volatility information.
result The model shows significant improvements in forecasting accuracy compared to univariate log-ARCH models.

CauSTream forecasts streamflow by integrating causal graphs for better interpretability.

problem Streamflow forecasting lacks interpretability and generalization due to fixed causal models.
method CauSTream learns causal graphs for meteorological forcings and routing dependencies.
result CauSTream outperforms existing methods, especially at longer forecast windows.

New method improves traffic forecasting models by adapting to spatial shifts.

problem Improving traffic forecasting models' ability to handle spatial shifts over years.
method Proposes a novel Mixture of Experts (MoE) framework for spatiotemporal models.
result Significant improvement in performance for handling spatial distribution shifts.

PeakWeather provides Swiss weather station data for machine learning.

problem Accurate weather forecasting for various activities and decision-making.
method High-quality dataset of surface weather observations from 8 years of Swiss stations.
result Dataset supports a wide range of spatiotemporal tasks.

IGNNK uses GNN for spatiotemporal kriging, improving scalability and transferability.

problem Efficiently recovering signals for unsampled locations in spatiotemporal data.
method Developed an Inductive Graph Neural Network Kriging (IGNNK) model to learn spatial message passing.
result IGNNK effectively learns spatial message passing and can be transferred to new graph structures.

EGDL predicts TB outbreaks with deep learning, integrating epidemiological models.

problem Predicting TB outbreaks with complex spatiotemporal dynamics.
method Modified MN-SIR model with Bayesian inference, deep neural networks.
result EGDL delivers robust and accurate TB outbreak predictions.

PSTN improves traffic condition forecasting with deep neural networks.

problem Challenges in accurately forecasting traffic conditions due to complex spatiotemporal correlations.
method Proposes PSTN with three modules: graph convolutional network, temporal convolutional network, and gated recurrent unit framework.
result Significantly outperforms state-of-the-art benchmarks in short-term traffic conditions forecasting.

Combines ML and KB modeling for large chaotic systems.

problem Predicting large, complex, spatiotemporal systems with limited data.
method Parallel ML prediction and hybrid approach combining ML and KB.
result Excellent performance and reduced training data needed.

Predicts financial asset dependencies using spatiotemporal patterns.

problem Complex dependency structures in financial assets for risk mitigation.
method Proposes Asset Dependency Matrix (ADM) and Asset Dependency Neural Network (ADNN) with ConvLSTM for spatiotemporal asset dependency prediction.
result ADNN outperforms baselines in predicting asset dependencies and their applications.

Model predicts COVID-19 spread with better accuracy than existing methods.

problem Limited daily samples in time for data-driven methods.
method Integrated spatiotemporal model combining epidemic differential equations and RNN.
result Model outperforms existing methods in forecasting cases.

Paper presents a method for imputing and forecasting structural response from incomplete sensor data.

problem Missing sensor data in structural health monitoring (SHM).
method Incremental Bayesian tensor learning for spatiotemporal missing data reconstruction and forecasting.
result The proposed method achieves accurate and robust imputation and prediction even with high rates of missing data.

A novel method for efficiently integrating spatiotemporal point processes.

problem Challenges in integrating spatiotemporal neural point processes, especially for flexible intensity functions.
method AutoSTPP (Automatic Integration for Spatiotemporal Neural Point Processes) extends a dual network approach to 3D STPP using ProdNet for decomposable parametrization of the integral network.
result AutoSTPP effectively sidesteps computational complexities and shows significant advantage in recovering complex intensity functions.

A new GNN model predicts stock trends by learning historical and future correlations.

problem Limited improvement in stock trend prediction models due to ignoring future patterns.
method DishFT-GNN framework that trains a teacher and student model to capture historical and future data correlations.
result State-of-the-art performance on real-world datasets.

In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions D=1,2D=1,2 is considered democratically as the input of a spatiotemporal (D+1)(D+1)-dimensional convolutional neural network. Latter then reduces the…

2020-01-10abs ↗pdf ↗

Study develops advanced models to forecast complex LOB data.

problem Forecasting high-frequency data in a limit order book (LOB).
method Advanced multidimensional sequence-to-sequence models with compound multivariate embedding.
result Method outperforms other multivariate forecasting methods, achieving lowest forecasting error.

Improved traffic forecasting model handles missing data.

problem Short-term traffic forecasting with missing values.
method Proposed SBU-LSTM architecture with bidirectional and unidirectional LSTM.
result Superior performance in accuracy and robustness for network-wide traffic prediction.

A new method learns complex dynamical systems from data efficiently.

problem Learning complex dynamical systems from large-scale data efficiently.
method Low-rank structured variational autoencoding framework for nonlinear Gaussian state-space models.
result Consistently demonstrates better predictive capabilities compared to other models.

Proposes a graph neural network for traffic forecasting in WANs.

problem Traffic forecasting challenges in WANs due to dynamic and large data volumes.
method Dynamic diffusion convolutional recurrent neural networks for multistep traffic forecasting.
result Significant improvements in forecasting accuracy compared to classical methods.