AAAI Publications, Twenty-Second International Joint Conference on Artificial Intelligence

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Combining Spatial and Temporal Aspects of Prediction Problems to Improve Prediction Performance
William Groves

Last modified: 2011-06-29


Quantitative prediction problems involving both spatial and temporal components have appeared prominently in several disparate research areas including finance, supply chain management, and civil engineering. Unfortunately, either the spatial or temporal aspect tends to dominate the other in many prediction formulations. We briefly examine the underlying formulations used in spatial and temporal prediction. Then, we outline a method that combines these approaches and improves prediction results in high-dimensional economic domains by integrating multivariate and time series techniques which require minimal tuning but achieve superior performance compared to previous methods. We present preliminary results in the context of the Trading Agent Competition for Supply Chain Management.

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