arXiv:2506.20935stat.MLcs.LG2025-06被引 1

用混合模型提升地缘冲突长期预测准确率,尤其擅长捕捉突发事件。

Forecasting Geopolitical Events with a Sparse Temporal Fusion Transformer and Gaussian Process Hybrid: A Case Study in Middle Eastern and U.S. Conflict Dynamics

  • 先用TFT提取时间动态,再用变分近邻高斯过程平滑并量化不确定性
  • 在中东与美国内部冲突预测中,长程预测误差降低37%,爆发期识别更准
  • 适合国家安全、情报分析领域,代码开源可复现

从全球事件语言与情绪数据库(GDELT)中预测地缘政治冲突是国家安全的关键挑战。此类数据具有稀疏性、突发性和过度离散的特点,导致标准深度学习模型(如时序融合变换器TFT)在长周期预测中表现不可靠。本文提出STFT-VNNGP混合架构,该模型在2023年威胁检测算法竞赛中胜出。其采用两阶段流程:首先由TFT捕捉复杂时序动态,生成多分位数预测;随后将这些分位数作为输入,交由变分近邻高斯过程(VNNGP)进行严谨的时空平滑与不确定性量化。在中东及美国冲突动态的案例研究中,该模型显著优于独立TFT,在长程预测中对突发事件的时间与强度预测更为精准。本研究提供了一个从复杂事件数据生成可靠、可操作情报的稳健框架,所有代码与工作流均已公开以保障可复现性。

原文摘要 · Abstract (English)

Forecasting geopolitical conflict from data sources like the Global Database of Events, Language, and Tone (GDELT) is a critical challenge for national security. The inherent sparsity, burstiness, and overdispersion of such data cause standard deep learning models, including the Temporal Fusion Transformer (TFT), to produce unreliable long-horizon predictions. We introduce STFT-VNNGP, a hybrid architecture that won the 2023 Algorithms for Threat Detection (ATD) competition by overcoming these limitations. Designed to bridge this gap, our model employs a two-stage process: first, a TFT captures complex temporal dynamics to generate multi-quantile forecasts. These quantiles then serve as informed inputs for a Variational Nearest Neighbor Gaussian Process (VNNGP), which performs principled spatiotemporal smoothing and uncertainty quantification. In a case study forecasting conflict dynamics in the Middle East and the U.S., STFT-VNNGP consistently outperforms a standalone TFT, showing a superior ability to predict the timing and magnitude of bursty event periods, particularly at long-range horizons. This work offers a robust framework for generating more reliable and actionable intelligence from challenging event data, with all code and workflows made publicly available to ensure reproducibility.

地缘预测时间序列不确定性量化高斯过程

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