2021
DOI: 10.3390/math9060691
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Evaluation Procedures for Forecasting with Spatiotemporal Data

Abstract: The increasing use of sensor networks has led to an ever larger number of available spatiotemporal datasets. Forecasting applications using this type of data are frequently motivated by important domains such as environmental monitoring. Being able to properly assess the performance of different forecasting approaches is fundamental to achieve progress. However, traditional performance estimation procedures, such as cross-validation, face challenges due to the implicit dependence between observations in spatio… Show more

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Cited by 16 publications
(12 citation statements)
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“…First, we examined root mean square error (RMSE), mean absolute difference (MAD) of predicted normalized yield, and Deviance Information Criterion (DIC). There is agreement that random cross-validation is optimistic and block cross-validation is pessimistic, so we examined both (Oliveira et al, 2021). Two cross-validations were tested: a five-fold random cross-validation, and a block cross-validation, using 6 contiguous space-time blocks (dividing the dataset into two contiguous space-blocks and three contiguous time-blocks).…”
Section: Discussionmentioning
confidence: 99%
“…First, we examined root mean square error (RMSE), mean absolute difference (MAD) of predicted normalized yield, and Deviance Information Criterion (DIC). There is agreement that random cross-validation is optimistic and block cross-validation is pessimistic, so we examined both (Oliveira et al, 2021). Two cross-validations were tested: a five-fold random cross-validation, and a block cross-validation, using 6 contiguous space-time blocks (dividing the dataset into two contiguous space-blocks and three contiguous time-blocks).…”
Section: Discussionmentioning
confidence: 99%
“…Dealing with forecasting (Oliveira et al., 2021), we do a temporal split for the evaluation. We use years 2009–2018 for training and 2019 for validation.…”
Section: Methodsmentioning
confidence: 99%
“…To evaluate the performance of the models, the common methods in the literature on spatio‐temporal analysis include the time‐wise holdout methods (i.e., withhold some observations from the last part of the time series as the testing set and train the model on the remaining observations) (Oliveira et al, 2021; Walker et al, 2022) and the ‘target‐oriented’ cross‐validation (CV) strategies (i.e., variants of CV that deal with either spatial dimensional or temporal dimension or both, which includes leave‐location‐out CV, leave‐time‐out CV, and leave‐location‐and‐time‐out CV) (Arowosegbe et al, 2022; Gao et al, 2019; Meyer et al, 2018). For the doubly nested spatial structure of the cost data (patients nested within hospitals that are nested within health service areas), we adopt a modified leave‐location‐out CV to evaluate the performance of the four spatio‐temporal regression methods.…”
Section: Analysis Of the Alcohol‐related Inpatient Hospital Costsmentioning
confidence: 99%