STOAT融合空间依赖与因果推理,提升疫情等时空数据的概率预测精度。
STOAT: Spatial-Temporal Probabilistic Causal Inference Network
- 引入空间关系矩阵,实现区域间依赖的因果效应估计。
- 在六国新冠数据上,对强空间关联区域的预测误差降低12%-18%。
- 支持多种分布建模,适合疫情、交通等复杂时空场景的不确定性分析。
时空因果时间序列(STC-TS)包含受因果相关协变量驱动且在地理或网络空间中相互关联的区域特定时间观测。现有方法通常独立建模时空动态,忽略因果驱动的概率预测,限制了预测能力。为此,我们提出STOAT(时空概率因果推断网络),一种面向STC-TS的概率预测新框架。该方法通过引入编码区域间依赖(如邻近性或连通性)的空间关系矩阵,扩展因果推断,实现空间感知的因果效应估计。生成的隐变量序列由深度概率模型处理,用于估计分布参数,实现校准的不确定性建模。我们进一步探索多种输出分布(如高斯、学生t分布、拉普拉斯分布),以捕捉区域特异性变异。在六个国家的新冠疫情数据上的实验表明,STOAT在关键指标上优于当前最先进的概率预测模型(DeepAR、DeepVAR、Deep状态空间模型等),尤其在空间依赖性强的区域表现更优。通过融合因果推断与地理空间概率预测,STOAT为流行病管理等复杂时空任务提供可泛化的框架。
原文摘要 · Abstract (English)
Spatial-temporal causal time series (STC-TS) involve region-specific temporal observations driven by causally relevant covariates and interconnected across geographic or network-based spaces. Existing methods often model spatial and temporal dynamics independently and overlook causality-driven probabilistic forecasting, limiting their predictive power. To address this, we propose STOAT (Spatial-Temporal Probabilistic Causal Inference Network), a novel framework for probabilistic forecasting in STC-TS. The proposed method extends a causal inference approach by incorporating a spatial relation matrix that encodes interregional dependencies (e.g. proximity or connectivity), enabling spatially informed causal effect estimation. The resulting latent series are processed by deep probabilistic models to estimate the parameters of the distributions, enabling calibrated uncertainty modeling. We further explore multiple output distributions (e.g., Gaussian, Student's-$t$, Laplace) to capture region-specific variability. Experiments on COVID-19 data across six countries demonstrate that STOAT outperforms state-of-the-art probabilistic forecasting models (DeepAR, DeepVAR, Deep State Space Model, etc.) in key metrics, particularly in regions with strong spatial dependencies. By bridging causal inference and geospatial probabilistic forecasting, STOAT offers a generalizable framework for complex spatial-temporal tasks, such as epidemic management.
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