Mixed moving average field guided learning for spatio-temporal data
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Abstract (arXiv)
Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a theory-guided machine learning approach that employs a generalized Bayesian algorithm to make ensemble forecasts. We use Lipschitz predictors and determine fixed-time and any-time PAC Bayesian bounds in the batch learning setting. Performing causal forecast is a highlight of our methodology as its potential application to data with spatial and temporal short and long-range dependence. We then test the performance of our learning methodology by using linear predictors and data sets simulated from a spatio-temporal Ornstein-Uhlenbeck process.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 19 of its 72 references that are in the map. First posted on arXiv 2 Jan 2023.
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19 of 72 references.
References · 19
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Citing papers per year: 2026: 1.
1 paper.