A spatio-temporal LSTM model to forecast across multiple temporal and
spatial scales
- URL: http://arxiv.org/abs/2108.11875v1
- Date: Thu, 26 Aug 2021 16:07:13 GMT
- Title: A spatio-temporal LSTM model to forecast across multiple temporal and
spatial scales
- Authors: Yihao Hu, Fearghal O'Donncha, Paulito Palmes, Meredith Burke, Ramon
Filgueira, Jon Grant
- Abstract summary: This paper presents a novel-temporal LSTM (SPATIAL) architecture for time series forecasting applied to environmental datasets.
The framework was evaluated across multiple sensors and for three different oceanic variables: current speed, temperature, and dissolved oxygen.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This paper presents a novel spatio-temporal LSTM (SPATIAL) architecture for
time series forecasting applied to environmental datasets. The framework was
evaluated across multiple sensors and for three different oceanic variables:
current speed, temperature, and dissolved oxygen. Network implementation
proceeded in two directions that are nominally separated but connected as part
of a natural environmental system -- across the spatial (between individual
sensors) and temporal components of the sensor data. Data from four sensors
sampling current speed, and eight measuring both temperature and dissolved
oxygen evaluated the framework. Results were compared against RF and XGB
baseline models that learned on the temporal signal of each sensor
independently by extracting the date-time features together with the past
history of data using sliding window matrix. Results demonstrated ability to
accurately replicate complex signals and provide comparable performance to
state-of-the-art benchmarks. Notably, the novel framework provided a simpler
pre-processing and training pipeline that handles missing values via a simple
masking layer. Enabling learning across the spatial and temporal directions,
this paper addresses two fundamental challenges of ML applications to
environmental science: 1) data sparsity and the challenges and costs of
collecting measurements of environmental conditions such as ocean dynamics, and
2) environmental datasets are inherently connected in the spatial and temporal
directions while classical ML approaches only consider one of these directions.
Furthermore, sharing of parameters across all input steps makes SPATIAL a fast,
scalable, and easily-parameterized forecasting framework.
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