A Spatiotemporal Deep Neural Network for Fine-Grained Multi-Horizon Wind Prediction

The prediction of wind in terms of both wind speed and direction, which has a crucial impact on many real-world applications like aviation and wind power generation, is extremely challenging due to the high stochasticity and complicated correlation in the weather data. Existing methods typically focus on a sub-set of influential factors and thus lack a systematic treatment of the problem. In addition, fine-grained forecasting is essential for efficient industry operations, but has been less attended in the literature. In this work, we propose a novel data-driven model, Multi-Horizon SpatioTemporal Network (MHSTN), generally for accurate and efficient fine-grained wind prediction. MHSTN integrates multiple deep neural networks targeting different factors in a sequence-to-sequence (Seq2Seq) backbone to effectively extract features from various data sources and produce multi-horizon predictions for all sites within a given region. MHSTN is composed of four major modules. First, a temporal module fuses coarse-grained forecasts derived by Numerical Weather Prediction (NWP) and historical on-site observation data at stations so as to leverage both global and local atmospheric information. Second, a spatial module exploits spatial correlation by modeling the joint representation of all stations. Third, an ensemble module weighs the above two modules for final predictions. Furthermore, a covariate selection module automatically choose influential meteorological variables as initial input. MHSTN is already integrated into the scheduling platform of one of the busiest international airports of China. The evaluation results demonstrate that our model outperforms competitors by a significant margin.

TCGAN: Convolutional Generative Adversarial Network for Time Series Classification and Clustering

Recent works have demonstrated the superiority of supervised Convolutional Neural Networks (CNNs) in learning hierarchical representations from time series data for successful classification. These methods require sufficiently large labeled data for stable learning, however acquiring high-quality labeled time series data can be costly and potentially infeasible. Generative Adversarial Networks (GANs) have achieved great success in enhancing unsupervised and semi-supervised learning. Nonetheless, to our best knowledge, it remains unclear how effectively GANs can serve as a general-purpose solution to learn representations for time series recognition, i.e., classification and clustering. The above considerations inspire us to introduce a Time-series Convolutional GAN (TCGAN). TCGAN learns by playing an adversarial game between two one-dimensional CNNs (i.e., a generator and a discriminator) in the absence of label information. Parts of the trained TCGAN are then reused to construct a representation encoder to empower linear recognition methods. We conducted comprehensive experiments on synthetic and real-world datasets. The results demonstrate that TCGAN is faster and more accurate than existing time-series GANs. The learned representations enable simple classification and clustering methods to achieve superior and stable performance. Furthermore, TCGAN retains high efficacy in scenarios with few-labeled and imbalanced-labeled data. Our work provides a promising path to effectively utilize abundant unlabeled time series data.