arXiv:2607.10410stat.MLcs.LG2026-07

TSCoNet联合预测多变量时空数据,精准预报同时给出可信不确定性区间。

TSCoNet: A Two-Stage Copula CNN-LSTM for Uncertainty-Aware Spatio-Temporal Forecasting

论文配图:TSCoNet: A Two-Stage Copula CNN-LSTM for Uncertainty-Aware Spatio-Temporal Forecasting
图 1 · 摘自论文原文
  • 两阶段设计:先准预测均值,再固定均值优化方差估计。
  • 在50个城市2000-2020年气温降水数据上,准确率媲美强确定性模型。
  • 适合需要同时获取高精度预测与可靠置信区间的气候建模场景。

对多个相互关联的环境变量(如区域降水与温度,或其它相关地球物理场)在多个地点进行可靠的时空预测,需要既准确的预测结果,又可信的不确定性描述。现代深度学习模型虽能实现高精度预测,但通常不输出不确定性;强制其通过最大似然估计生成不确定性会损害预测准确性,尤其当变量高度相关时。为应对这一矛盾,我们提出TSCoNet,一种结合高斯互信息函数的两阶段卷积-循环神经网络,可联合预测多变量在时空上的变化,并量化预测不确定性。该方法首先学习精确的均值预测,然后在保持均值不变的前提下,优化共享表示以估计预测方差,经标准再校准后得到校准的预测区间,实现不确定性添加而不牺牲点预测精度。我们在球面非平稳空间场的模拟数据以及2000-2020年间50个城市的月度气温与降水真实数据集上评估该方法。结果表明,该模型在保持强确定性预测器精度的同时,提供了确定性模型无法实现的校准预测区间,为多变量时空数据提供兼具准确点预测与可靠不确定性的统一工具。

原文摘要 · Abstract (English)

Reliable forecasting of several interrelated environmental variables - such as regional precipitation and temperature, or other correlated geophysical fields - across many locations calls for accurate predictions accompanied by trustworthy statements of their uncertainty. Modern deep-learning models forecast such variables accurately but usually report no uncertainty, and forcing them to output uncertainty through maximum likelihood tends to degrade their accuracy, especially when the variables are strongly correlated. Motivated by this tension, we develop TSCoNet, a two-stage convolutional-recurrent model coupled with a Gaussian copula that jointly forecasts multiple variables over space and time while quantifying predictive uncertainty. The method first learns accurate mean forecasts and then, holding the mean fixed, refines a shared representation to estimate the predictive variance, yielding calibrated prediction intervals after a standard recalibration, so that uncertainty is added without sacrificing point accuracy. We study the approach on simulated non-stationary spatial fields on the sphere and on a real dataset of monthly precipitation and temperature for fifty cities over 2000-2020. The model matches the accuracy of a strong deterministic forecaster while supplying calibrated prediction intervals that the deterministic model cannot, giving a single tool that provides both accurate point forecasts and reliable uncertainty for multivariate spatio-temporal data.

时空预测不确定性量化多变量建模

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