Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userQuantifying Uncertainty in Deep Spatiotemporal Forecasting
93
0
0.0
(
0
)
Added by
Xinyue Xiong
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to generate probabilistic forecasts with confidence intervals is critical to risk assessment and decision making. Hence, a systematic study of uncertainty quantification (UQ) methods for spatiotemporal forecasting is missing in the community. In this paper, we describe two types of spatiotemporal forecasting problems: regular grid-based and graph-based. Then we analyze UQ methods from both the Bayesian and the frequentist point of view, casting in a unified framework via statistical decision theory. Through extensive experiments on real-world road network traffic, epidemics, and air quality forecasting tasks, we reveal the statistical and computational trade-offs for different UQ methods: Bayesian methods are typically more robust in mean prediction, while confidence levels obtained from frequentist methods provide more extensive coverage over data variations. Computationally, quantile regression type methods are cheaper for a single confidence interval but require re-training for different intervals. Sampling based methods generate samples that can form multiple confidence intervals, albeit at a higher computational cost.
rate research
Read More
The concept of mobility prediction represents one of the key enablers for an efficient management of future cellular networks, which tend to be progressively more elaborate and dense due to the aggregation of multiple technologies. In this letter we aim to investigate the problem of cellular traffic prediction over a metropolitan area and propose a deep regression (DR) approach to model its complex spatio-temporal dynamics. DR is instrumental in capturing multi-scale and multi-domain dependences of mobile data by solving an image-to-image regression problem. A parametric relationship between input and expected output is defined and grid search is put in place to isolate and optimize performance. Experimental results confirm that the proposed method achieves a lower prediction error against stateof-the-art algorithms. We validate forecasting performance and stability by using a large public dataset of a European Provider.
We present in this paper a model for forecasting short-term power loads based on deep residual networks. The proposed model is able to integrate domain knowledge and researchers understanding of the task by virtue of different neural network building blocks. Specifically, a modified deep residual network is formulated to improve the forecast results. Further, a two-stage ensemble strategy is used to enhance the generalization capability of the proposed model. We also apply the proposed model to probabilistic load forecasting using Monte Carlo dropout. Three public datasets are used to prove the effectiveness of the proposed model. Multiple test cases and comparison with existing models show that the proposed model is able to provide accurate load forecasting results and has high generalization capability.
Forecasting the particulate matter (PM) concentration in South Korea has become urgently necessary owing to its strong negative impact on human life. In most statistical or machine learning methods, independent and identically distributed data, for example, a Gaussian distribution, are assumed; however, time series such as air pollution and weather data do not meet this assumption. In this study, the maximum correntropy criterion for regression (MCCR) loss is used in an analysis of the statistical characteristics of air pollution and weather data. Rigorous seasonality adjustment of the air pollution and weather data was performed because of their complex seasonality patterns and the heavy-tailed distribution of data even after deseasonalization. The MCCR loss was applied to multiple models including conventional statistical models and state-of-the-art machine learning models. The results show that the MCCR loss is more appropriate than the conventional mean squared error loss for forecasting extreme values.
Short-term forecasting is an important tool in understanding environmental processes. In this paper, we incorporate machine learning algorithms into a conditional distribution estimator for the purposes of forecasting tropical cyclone intensity. Many machine learning techniques give a single-point prediction of the conditional distribution of the target variable, which does not give a full accounting of the prediction variability. Conditional distribution estimation can provide extra insight on predicted response behavior, which could influence decision-making and policy. We propose a technique that simultaneously estimates the entire conditional distribution and flexibly allows for machine learning techniques to be incorporated. A smooth model is fit over both the target variable and covariates, and a logistic transformation is applied on the model output layer to produce an expression of the conditional density function. We provide two examples of machine learning models that can be used, polynomial regression and deep learning models. To achieve computational efficiency we propose a case-control sampling approximation to the conditional distribution. A simulation study for four different data distributions highlights the effectiveness of our method compared to other machine learning-based conditional distribution estimation techniques. We then demonstrate the utility of our approach for forecasting purposes using tropical cyclone data from the Atlantic Seaboard. This paper gives a proof of concept for the promise of our method, further computational developments can fully unlock its insights in more complex forecasting and other applications.
In this paper, we describe an open source Python toolkit named Uncertainty Quantification 360 (UQ360) for the uncertainty quantification of AI models. The goal of this toolkit is twofold: first, to provide a broad range of capabilities to streamline as well as foster the common practices of quantifying, evaluating, improving, and communicating uncertainty in the AI application development lifecycle; second, to encourage further exploration of UQs connections to other pillars of trustworthy AI such as fairness and transparency through the dissemination of latest research and education materials. Beyond the Python package (url{https://github.com/IBM/UQ360}), we have developed an interactive experience (url{http://uq360.mybluemix.net}) and guidance materials as educational tools to aid researchers and developers in producing and communicating high-quality uncertainties in an effective manner.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
