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2D Convolutional Neural Markov Models for Spatiotemporal Sequence Forecasting.
Calvin Janitra Halim1, Kazuhiko Kawamoto2
1Department of Applied and Cognitive Informatics, Graduate School of Science and Engineering, Chiba University, Chiba-shi, Chiba 263-8522, Japan.
This study introduces a novel deep Markov model (DMM) using 2D convolutional neural networks to improve spatiotemporal forecasting. The enhanced model effectively handles noisy data and preserves spatial characteristics, outperforming existing deep learning methods.
Area of Science:
- Artificial Intelligence
- Machine Learning
- Data Science
Background:
- Deep neural networks, particularly recurrent neural networks, are used for complex spatiotemporal forecasting.
- Real-world spatiotemporal data is often noisy and chaotic, necessitating probabilistic models for robustness.
- Existing deep Markov models (DMMs) struggle to maintain spatial characteristics, often converting data to 1D.
Purpose of the Study:
- To propose a novel DMM that preserves spatial characteristics in spatiotemporal forecasting.
- To enhance the robustness of time series forecasting models against noise and large data variance.
- To improve the accuracy of forecasting over longer periods.
Main Methods:
- Developed a DMM incorporating 2D convolutional neural networks to retain spatial information.
- Utilized synthetic data with high variance to test the model's robustness.
- Compared the proposed model against naive forecasting, vanilla DMM, and convolutional LSTM.
Main Results:
- The proposed 2D convolutional DMM demonstrated superior robustness to noisy data compared to baseline methods.
- The model outperformed deep neural network models, including convolutional LSTM, in longer forecast periods.
- The study identified limitations in forecasting real-world precipitation data.
Conclusions:
- The novel 2D convolutional DMM effectively models spatiotemporal sequences while preserving spatial information and handling noise.
- This approach offers a more robust alternative to existing methods for complex time series forecasting.
- Future work should address limitations with real-world data and explore further research potentials.