论文标题

短期预测的深度学习框架中的非参数有条件密度估计

Nonparametric Conditional Density Estimation In A Deep Learning Framework For Short-Term Forecasting

论文作者

Huberman, David B., Reich, Brian J., Bondell, Howard D.

论文摘要

短期预测是理解环境过程的重要工具。在本文中,我们将机器学习算法纳入条件分布估计器中,以预测热带气旋强度。许多机器学习技术给出了目标变量的条件分布的单点预测,这并不能完整考虑预测可变性。有条件的分配估计可以对预测的响应行为提供额外的见解,这可能会影响决策和政策。我们提出了一种同时估算整个条件分布的技术,并灵活地允许合并机器学习技术。平滑的模型既适合目标变量和协变量,并且在模型输出层上应用逻辑转换以产生条件密度函数的表达。我们提供了可以使用的机器学习模型的两个示例,即多项式回归和深度学习模型。为了达到计算效率,我们提出了对条件分布的病例对照采样近似。与其他基于机器学习的条件分布估计技术相比,针对四种不同数据分布的仿真研究突出了我们方法的有效性。然后,我们使用来自大西洋沿海的热带气旋数据来证明我们的方法的实用性,以进行预测。本文为我们的方法的承诺提供了概念证明,进一步的计算发展可以完全解锁其在更复杂的预测和其他应用中的见解。

Short-term forecasting is an important tool in understanding environmental processes. In this paper, we incorporate machine learning algorithms into a conditional distribution estimator for the purposes of forecasting tropical cyclone intensity. Many machine learning techniques give a single-point prediction of the conditional distribution of the target variable, which does not give a full accounting of the prediction variability. Conditional distribution estimation can provide extra insight on predicted response behavior, which could influence decision-making and policy. We propose a technique that simultaneously estimates the entire conditional distribution and flexibly allows for machine learning techniques to be incorporated. A smooth model is fit over both the target variable and covariates, and a logistic transformation is applied on the model output layer to produce an expression of the conditional density function. We provide two examples of machine learning models that can be used, polynomial regression and deep learning models. To achieve computational efficiency we propose a case-control sampling approximation to the conditional distribution. A simulation study for four different data distributions highlights the effectiveness of our method compared to other machine learning-based conditional distribution estimation techniques. We then demonstrate the utility of our approach for forecasting purposes using tropical cyclone data from the Atlantic Seaboard. This paper gives a proof of concept for the promise of our method, further computational developments can fully unlock its insights in more complex forecasting and other applications.

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