skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.

Explore Research Products in the PAR
It may take a few hours for recently added research products to appear in PAR search results.


Title: Bayesian Recurrent Neural Network Models for Forecasting and Quantifying Uncertainty in Spatial-Temporal Data
Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. Recently, as deep learning models have become more common, RNNs have been used to forecast increasingly complicated systems. Dynamical spatio-temporal processes represent a class of complex systems that can potentially benefit from these types of models. Although the RNN literature is expansive and highly developed, uncertainty quantification is often ignored. Even when considered, the uncertainty is generally quantified without the use of a rigorous framework, such as a fully Bayesian setting. Here we attempt to quantify uncertainty in a more formal framework while maintaining the forecast accuracy that makes these models appealing, by presenting a Bayesian RNN model for nonlinear spatio-temporal forecasting. Additionally, we make simple modifications to the basic RNN to help accommodate the unique nature of nonlinear spatio-temporal data. The proposed model is applied to a Lorenz simulation and two real-world nonlinear spatio-temporal forecasting applications.  more » « less
Award ID(s):
1811745
PAR ID:
10099492
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Entropy
Volume:
21
Issue:
2
ISSN:
1099-4300
Page Range / eLocation ID:
184
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. ; (, Environmetrics)
    Abstract Long‐lead forecasting for spatio‐temporal systems can entail complex nonlinear dynamics that are difficult to specify a priori. Current statistical methodologies for modeling these processes are often highly parameterized and, thus, challenging to implement from a computational perspective. One potential parsimonious solution to this problem is a method from the dynamical systems and engineering literature referred to as an echo state network (ESN). ESN models usereservoir computingto efficiently compute recurrent neural network forecasts. Moreover, multilevel (deep) hierarchical models have recently been shown to be successful at predicting high‐dimensional complex nonlinear processes, particularly those with multiple spatial and temporal scales of variability (such as those we often find in spatio‐temporal environmental data). Here, we introduce a deep ensemble ESN (D‐EESN) model. Despite the incorporation of a deep structure, the presented model is computationally efficient. We present two versions of this model for spatio‐temporal processes that produce forecasts and associated measures of uncertainty. The first approach utilizes a bootstrap ensemble framework, and the second is developed within a hierarchical Bayesian framework (BD‐EESN). This more general hierarchical Bayesian framework naturally accommodates non‐Gaussian data types and multiple levels of uncertainties. The methodology is first applied to a data set simulated from a novel non‐Gaussian multiscale Lorenz‐96 dynamical system simulation model and, then, to a long‐lead United States (U.S.) soil moisture forecasting application. Across both applications, the proposed methodology improves upon existing methods in terms of both forecast accuracy and quantifying uncertainty. 
    more » « less
  2. ; ; ; ; ; ; ; ; ; ; et al (, Energy and AI)
    We develop a comprehensive framework for storing, analyzing, forecasting, and visualizing industrial energy systems consisting of multiple devices and sensors. Our framework models complex energy systems as a dynamic knowledge graph, utilizes a novel machine learning (ML) model for energy forecasting, and visualizes continuous predictions through an interactive dashboard. At the core of this framework is A-RNN, a simple yet efficient model that uses dynamic attention mechanisms for automated feature selection. We validate the model using datasets from two manufacturers and one university testbed containing hundreds of sensors. Our results show that A-RNN forecasts energy usage within 5% of observed values. These enhanced predictions are as much as 50% more accurate than those produced by standard RNN models that rely on individual features and devices. Additionally, A-RNN identifies key features that impact forecasting accuracy, providing interpretability for model forecasts. Our analytics platform is computationally and memory efficient, making it suitable for deployment on edge devices and in manufacturing plants. 
    more » « less
  3. ; ; (, Proceedings of the AAAI Conference on Artificial Intelligence)
    Recent advancements in recurrent neural network (RNN) research have demonstrated the superiority of utilizing multiscale structures in learning temporal representations of time series. Currently, most of multiscale RNNs use fixed scales, which do not comply with the nature of dynamical temporal patterns among sequences. In this paper, we propose Adaptively Scaled Recurrent Neural Networks (ASRNN), a simple but efficient way to handle this problem. Instead of using predefined scales, ASRNNs are able to learn and adjust scales based on different temporal contexts, making them more flexible in modeling multiscale patterns. Compared with other multiscale RNNs, ASRNNs are bestowed upon dynamical scaling capabilities with much simpler structures, and are easy to be integrated with various RNN cells. The experiments on multiple sequence modeling tasks indicate ASRNNs can efficiently adapt scales based on different sequence contexts and yield better performances than baselines without dynamical scaling abilities. 
    more » « less
  4. ; ; (, Geophysical Research Letters)
    Abstract Biased, incomplete numerical models are often used for forecasting states of complex dynamical systems by mapping an estimate of a “true” initial state into model phase space, making a forecast, and then mapping back to the “true” space. While advances have been made to reduce errors associated with model initialization and model forecasts, we lack a general framework for discovering optimal mappings between “true” dynamical systems and model phase spaces. Here, we propose using a data‐driven approach to infer these maps. Our approach consistently reduces errors in the Lorenz‐96 system with an imperfect model constructed to produce significant model errors compared to a reference configuration. Optimal pre‐ and post‐processing transforms leverage “shocks” and “drifts” in the imperfect model to make more skillful forecasts of the reference system. The implemented machine learning architecture using neural networks constructed with a custom analog‐adjoint layer makes the approach generalizable across applications. 
    more » « less
  5. ; ; ; ; ; (, 2021 IEEE Aerospace Conference)
    This paper considers the problem of tracking and predicting dynamical processes with model switching. The classical approach to this problem has been to use an interacting multiple model (IMM) which uses multiple Kalman filters and an auxiliary system to estimate the posterior probability of each model given the observations. More recently, data-driven approaches such as recurrent neural networks (RNNs) have been used for tracking and prediction in a variety of settings. An advantage of data-driven approaches like the RNN is that they can be trained to provide good performance even when the underlying dynamic models are unknown. This paper studies the use of temporal convolutional networks (TCNs) in this setting since TCNs are also data-driven but have certain structural advantages over RNNs. Numerical simulations demonstrate that a TCN matches or exceeds the performance of an IMM and other classical tracking methods in two specific settings with model switching: (i) a Gilbert-Elliott burst noise communication channel that switches between two different modes, each modeled as a linear system, and (ii) a maneuvering target tracking scenario where the target switches between a linear constant velocity mode and a nonlinear coordinated turn mode. In particular, the results show that the TCN tends to identify a mode switch as fast or faster than an IMM and that, in some cases, the TCN can perform almost as well as an omniscient Kalman filter with perfect knowledge of the current mode of the dynamical system. 
    more » « less
  • Citation Formats
  • MLA
  • APA
  • Chicago
  • BibTeX
  • Save / Share this Record
  • Send to Email