The task being addressed in this paper consists of trying to forecast the future value of a time series variable on a certain geographical location, based on historical data of this variable collected on both this and other locations. In general, this time series forecasting task can be performed by using machine learning models, which transform the original problem into a regression task. The target variable is the future value of the series, while the predictors are previous past values of the series up to a certain p-length time window. In this paper, we convey information on both the spatial and temporal historical data to the predictive models, with the goal of improving their forecasting ability. We build technical indicators, which are summaries of certain properties of the spatio-temporal data, grouped in the spatio-temporal clusters and use them to enhance the forecasting ability of regression models. A case study with air temperature data is presented.
Enhancing Regression Models with Spatio-temporal Indicator Additions
APPICE, ANNALISA;Malerba D;LANZA, Antonietta
2013-01-01
Abstract
The task being addressed in this paper consists of trying to forecast the future value of a time series variable on a certain geographical location, based on historical data of this variable collected on both this and other locations. In general, this time series forecasting task can be performed by using machine learning models, which transform the original problem into a regression task. The target variable is the future value of the series, while the predictors are previous past values of the series up to a certain p-length time window. In this paper, we convey information on both the spatial and temporal historical data to the predictive models, with the goal of improving their forecasting ability. We build technical indicators, which are summaries of certain properties of the spatio-temporal data, grouped in the spatio-temporal clusters and use them to enhance the forecasting ability of regression models. A case study with air temperature data is presented.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.