Time series forecasting is the task of predicting future values of a time series (as well as uncertainty bounds).
Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain.
SOTA for Traffic Prediction on METR-LA
Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation.
To obtain accurate prediction, it is crucial to model long-term dependency in time series data, which can be achieved to some good extent by recurrent neural network (RNN) with attention mechanism.
The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks.
Natural spatiotemporal processes can be highly non-stationary in many ways, e. g. the low-level non-stationarity such as spatial correlations or temporal dependencies of local pixel values; and the high-level variations such as the accumulation, deformation or dissipation of radar echoes in precipitation forecasting.
Based on this insight, we devise an on-line algorithm for improper learning of a linear dynamical system (LDS), which considers only a few most recent observations.
The proposed network contains stacks of dilated convolutions that allow it to access a broad range of history when forecasting, a ReLU activation function and conditioning is performed by applying multiple convolutional filters in parallel to separate time series which allows for the fast processing of data and the exploitation of the correlation structure between the multivariate time series.