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An Extreme-Adaptive Time Series Prediction Model Based on Probability-Enhanced LSTM Neural Networks

AAAI 2023 · Time series › Causal and generative time series · approach: State-space and latent dynamics forecasting · 23 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use NEC+ instead of the strongest baseline3-day reservoir water-level forecasting · Reservoirs 4001–4010RMSEHelped
Use N-BEATS instead of NEC+3-day reservoir water-level forecasting · Reservoir 4011RMSEHurt
Add the GMM indicator to NEC (ablation)NEC · Nine reservoirsRMSE: 18% average RMSE improvementHelped
Add the GMM indicator to LSTM (ablation)LSTM · Nine reservoirsRMSE: 4% average RMSE improvementMixed
Add watershed rain gauge variables (ablation)NEC+G · Reservoir 4005RMSE: 5114.49 -> 4352.74Helped
Add watershed rain gauge variables (ablation)NEC+G · Reservoir 4007RMSE: 2924.30 -> 2092.73Helped
Add watershed rain gauge variables (ablation)NEC+G · Reservoir 4010RMSE: 2385.77 -> 2275.48Helped
Add watershed rain gauge variables (ablation)LSTM · Reservoirs 4005, 4007, and 4010RMSEHurt
Increase oversampling of extreme-containing samples (ablation)LSTM and LSTM+G · Sensor 4005Total RMSE: OS=0.04 gave 7919.8 (L+G) and 7769.6 (L); higher oversampling worsened total RMSEMixed
Increase the loss alpha parameter (ablation)NEC+ classifier · Sensor 4004extreme classificationsHelped
Set loss alpha too large (ablation)NEC+ classifier · Sensor 4004prediction performanceMixed

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