{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/time-series-prediction-by-multi-task-gpr-with","title":"Time Series Prediction by Multi-task GPR with Spatiotemporal Information Transformation","arxiv_id":"2204.12085","date":"2022-04-26","proceeding":null,"authors":["Peng Tao","Xiaohu Hao","Jie Cheng","Luonan Chen"],"abstract":"Making an accurate prediction of an unknown system only from a short-term time series is difficult due to the lack of sufficient information, especially in a multi-step-ahead manner. However, a high-dimensional short-term time series contains rich dynamical information, and also becomes increasingly available in many fields. In this work, by exploiting spatiotemporal information (STI) transformation scheme that transforms such high-dimensional/spatial information to temporal information, we developed a new method called MT-GPRMachine to achieve accurate prediction from a short-term time series. Specifically, we first construct a specific multi-task GPR which is multiple linked STI mappings to transform high dimensional/spatial information into temporal/dynamical information of any given target variable, and then makes multi step-ahead prediction of the target variable by solving those STI mappings. The multi-step-ahead prediction results on various synthetic and real-world datasets clearly validated that MT-GPRMachine outperformed other existing approaches.","url_abs":"https://arxiv.org/abs/2204.12085v1","url_pdf":"https://arxiv.org/pdf/2204.12085v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"time-series-prediction-by-multi-task-gpr-with","repo_url":"https://github.com/littletigerhao/mt-gprmachine","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"tf","reach":null}],"tasks":[{"task_slug":"gpr","task_name":"GPR"},{"task_slug":"prediction","task_name":"Prediction"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"},{"task_slug":"time-series-prediction","task_name":"Time Series Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}