Considering correlation between variables to improve spatiotemporal forecasting

  • Authors:
  • Zhigang Li;Liangang Liu;Margaret H. Dunham

  • Affiliations:
  • Department of Computer Science and Engineering, Southern Methodist University, Dallas, TX;Department of Statistical Science, Southern Methodist University, Dallas, TX;Department of Computer Science and Engineering, Southern Methodist University, Dallas, TX

  • Venue:
  • PAKDD'03 Proceedings of the 7th Pacific-Asia conference on Advances in knowledge discovery and data mining
  • Year:
  • 2003

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Abstract

The importance of forecasting cannot be overemphasized in modern environment surveillance applications, including flood control, rainfall analysis, pollution study, nuclear leakage prevention and so on. That is why we proposed STIFF (SpatioTemporal Integrated Forecasting Framework) in previous work [11], trying to answer such a challenging problem of doing forecasting in natural environment with both spatial and temporal characteristics involved. However, despite its promising performance on univariate-based data, STIFF is not sophisticated enough for more complicated environmental data derived from multiple correlated variables. Therefore in this paper we add multivariate analysis to the solution, take the correlation between different variables into account and further extend STIFF to address spatiotemporal forecasting involving multiple variables. Our experiments show that this introduction and integration of multivariate correlation not only has a more reasonable and rational interpretation of the data itself, but also produces a higher accuracy and slightly more balanced behavior.