StreamEnsemble: Predictive Queries over Spatiotemporal Streaming Data
- URL: http://arxiv.org/abs/2410.00933v1
- Date: Mon, 30 Sep 2024 23:50:16 GMT
- Title: StreamEnsemble: Predictive Queries over Spatiotemporal Streaming Data
- Authors: Anderson Chaves, Eduardo Ogasawara, Patrick Valduriez, Fabio Porto,
- Abstract summary: We propose StreamEnembles, a novel approach to predictive queries overtemporal (ST) data distributions.
Our experimental evaluation reveals that this method markedly outperforms traditional ensemble methods and single model approaches in terms of accuracy and time.
- Score: 0.8437187555622164
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct patterns. In this context, assuming a single machine learning model would adequately handle such variations is likely to lead to failure. To address this challenge, we propose StreamEnsemble, a novel approach to predictive queries over ST data that dynamically selects and allocates Machine Learning models according to the underlying time series distributions and model characteristics. Our experimental evaluation reveals that this method markedly outperforms traditional ensemble methods and single model approaches in terms of accuracy and time, demonstrating a significant reduction in prediction error of more than 10 times compared to traditional approaches.
Related papers
- Diffusion posterior sampling for simulation-based inference in tall data settings [53.17563688225137]
Simulation-based inference ( SBI) is capable of approximating the posterior distribution that relates input parameters to a given observation.
In this work, we consider a tall data extension in which multiple observations are available to better infer the parameters of the model.
We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.
arXiv Detail & Related papers (2024-04-11T09:23:36Z) - Unified Training of Universal Time Series Forecasting Transformers [104.56318980466742]
We present a Masked-based Universal Time Series Forecasting Transformer (Moirai)
Moirai is trained on our newly introduced Large-scale Open Time Series Archive (LOTSA) featuring over 27B observations across nine domains.
Moirai achieves competitive or superior performance as a zero-shot forecaster when compared to full-shot models.
arXiv Detail & Related papers (2024-02-04T20:00:45Z) - Graph Spatiotemporal Process for Multivariate Time Series Anomaly
Detection with Missing Values [67.76168547245237]
We introduce a novel framework called GST-Pro, which utilizes a graphtemporal process and anomaly scorer to detect anomalies.
Our experimental results show that the GST-Pro method can effectively detect anomalies in time series data and outperforms state-of-the-art methods.
arXiv Detail & Related papers (2024-01-11T10:10:16Z) - Mitigating Cold-start Forecasting using Cold Causal Demand Forecasting
Model [10.132124789018262]
We introduce the Cold Causal Demand Forecasting (CDF-cold) framework that integrates causal inference with deep learning-based models.
Our experiments demonstrate that the CDF-cold framework outperforms state-of-the-art forecasting models in predicting future values of multivariate time series data.
arXiv Detail & Related papers (2023-06-15T16:36:34Z) - Multi-scale Attention Flow for Probabilistic Time Series Forecasting [68.20798558048678]
We propose a novel non-autoregressive deep learning model, called Multi-scale Attention Normalizing Flow(MANF)
Our model avoids the influence of cumulative error and does not increase the time complexity.
Our model achieves state-of-the-art performance on many popular multivariate datasets.
arXiv Detail & Related papers (2022-05-16T07:53:42Z) - Few-Shot Forecasting of Time-Series with Heterogeneous Channels [4.635820333232681]
We develop a model composed of permutation-invariant deep set-blocks which incorporate a temporal embedding.
We show through experiments that our model provides a good generalization, outperforming baselines carried over from simpler scenarios.
arXiv Detail & Related papers (2022-04-07T14:02:15Z) - TACTiS: Transformer-Attentional Copulas for Time Series [76.71406465526454]
estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance.
We propose a versatile method that estimates joint distributions using an attention-based decoder.
We show that our model produces state-of-the-art predictions on several real-world datasets.
arXiv Detail & Related papers (2022-02-07T21:37:29Z) - Optimal Latent Space Forecasting for Large Collections of Short Time
Series Using Temporal Matrix Factorization [0.0]
It is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts.
We propose a framework for forecasting short high-dimensional time series data by combining low-rank temporal matrix factorization and optimal model selection on latent time series.
arXiv Detail & Related papers (2021-12-15T11:39:21Z) - Ambiguity in Sequential Data: Predicting Uncertain Futures with
Recurrent Models [110.82452096672182]
We propose an extension of the Multiple Hypothesis Prediction (MHP) model to handle ambiguous predictions with sequential data.
We also introduce a novel metric for ambiguous problems, which is better suited to account for uncertainties.
arXiv Detail & Related papers (2020-03-10T09:15:42Z) - Multivariate Probabilistic Time Series Forecasting via Conditioned
Normalizing Flows [8.859284959951204]
Time series forecasting is fundamental to scientific and engineering problems.
Deep learning methods are well suited for this problem.
We show that it improves over the state-of-the-art for standard metrics on many real-world data sets.
arXiv Detail & Related papers (2020-02-14T16:16:51Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.