Biased resampling strategies for imbalanced spatio-temporal forecasting

Abstract

Extreme and rare events, such as spikes in air pollution or abnormal weather conditions can have serious repercussions. Many of these sorts of events develop through spatio-temporal processes. Timely and accurate predictions are a most valuable tool in addressing their impact. We propose a new set of resampling strategies for imbalanced spatio-temporal forecasting tasks, which introduce bias into formerly random processes. This bias is a combination of a spatial and a temporal weight, which can be either static or relevance-aware, and includes a hyper-parameter that regulates the relative importance of the temporal and spatial dimensions in the selection of observations during under- or over-sampling. We test and compare our proposals against standard versions of the strategies on 10 different geo-referenced numeric time series, using 3 distinct off-the-shelf learning algorithms. Experimental results show that our proposals provide an advantage over random resampling strategies in imbalanced numerical spatio-temporal forecasting tasks.