Forecasting refers to the process of predicting future events or trends based on existing knowledge, data, and models. Scientists use forecasting to make informed predictions about various phenomena in the natural world, ranging from weather patterns and climate changes to biological processes, astronomical events, and more. The goal is to understand and anticipate how different aspects of the natural world will evolve over time.


Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series

Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS’s individually, and do not leverage the dynamic distributions underlying the MTS’s, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting time series. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.

R2P2: A Reparameterized Pushforward Policy for Diverse, Precise Generative Path Forecasting

We propose a method to forecast a vehicle’s ego-motion as a distribution over spatiotemporal paths, conditioned on features (e.g., from LIDAR and images) embedded in an overhead map. The method learns a policy inducing a distribution over simulated trajectories that is both diverse (produces most paths likely under the data) and precise (mostly produces paths likely under the data). This balance is achieved through minimization of a symmetrized cross-entropy between the distribution and demonstration data. By viewing the simulated-outcome distribution as the pushforward of a simple distribution under a simulation operator, we obtain expressions for the cross-entropy metrics that can be efficiently evaluated and differentiated, enabling stochastic-gradient optimization. We propose concrete policy architectures for this model, discuss our evaluation metrics relative to previously-used metrics, and demonstrate the superiority of our method relative to state-of-the-art methods in both the KITTI dataset and a similar but novel and larger real-world dataset explicitly designed for the vehicle forecasting domain.