arXiv:2608.25698cs.LG2026-08被引 4

针对地理传感器数据,提出局部时空相关建模方法提升多步预测精度。

Modeling spatio-temporal locality in multi-step forecasting of geo-referenced time series

  • 用线性模型树分组趋势相似的时序,局部捕捉时空关联。
  • 在3个真实数据集上,多步预测误差低于现有树模型与神经网络。
  • 适合分布式传感器数据,如风电场能源产量预测场景。

基于地理分布传感器的未来测量值预测在多个领域至关重要。然而,传感器的空间分布带来挑战,主要源于空间自相关现象,导致邻近位置间存在依赖关系,无法独立处理。现有方法虽能捕捉此类现象,但通常全局建模所有位置的空间维度。本文提出的SPALT方法聚焦于捕捉具有相似趋势的时间序列间的时空局部性,即使这些序列发生在不同时间。SPALT利用线性模型树,在构建过程中通过启发式策略将趋势相似的时序聚类至同一节点,并在该节点注入考虑空间维度的特征。此外,提出一种基于简化误差剪枝的新剪枝策略,在树简化过程中也考虑时空局部性。设计用于多步预测场景,可同时对多个传感器进行多步未来时间点的预测。实验在3个真实数据集上验证了SPALT在不同预测时长下对可再生能源发电量预测的有效性,其性能优于树模型及融合时空维度的先进神经网络。

原文摘要 · Abstract (English)

Forecasting future measurements from geographically distributed sensors is essential across many domains. However, the spatial distribution of these sensors raises multiple challenges, primarily due to spatial autocorrelation phenomena, that introduce inter-dependencies among nearby locations, that cannot therefore be treated independently. While some existing approaches can capture such phenomena, they generally model the spatial dimension globally across all locations. On the other hand, the method we propose in this paper, called SPALT, focuses on capturing spatial relationships among time series with similar trends, even if they occur at different times, thus modeling the spatio-temporal locality. SPALT leverages linear model trees, which allow us to consider the spatial autocorrelation locally: during the tree-building process, the adopted heuristics group time series exhibiting similar trends into the same node, on which additional features considering the spatial dimension are selectively injected. Additionally, we propose a new pruning strategy, based on Reduced Error Pruning, that also considers the spatio-temporal locality during the tree simplification. Designed for a multi-step setting, SPALT provides forecasts for multiple future time steps across multiple sensors simultaneously. The characteristics exhibited by SPALT can provide significant benefits in different domains, where measurements come from distributed sensors. In this paper, we focus on data produced by sensors located in multiple renewable power plants measuring their energy production at regular, short intervals. Experiments on 3 real-world datasets demonstrate the effectiveness of SPALT in forecasting the production of energy at different time horizons, and its superior performance in comparison with tree-based models and state-of-the-art neural networks that incorporate both temporal and spatial dimensions.

时空预测多步预测传感器网络

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