Pratik Nag

Pratik Nag, Ying Sun, Brian J Reich

Gaussian processes (GP) and Kriging are widely used in traditional spatio-temporal mod-elling and prediction. These techniques typically presuppose that the data are observed from a stationary GP with parametric covariance structure. However, processes in real-world applications often exhibit non-Gaussianity and nonstationarity. Moreover, likelihood-based inference for GPs is computationally expensive and thus prohibitive for large datasets. In this paper we propose a deep neural network (DNN) based two-stage model for spatio-temporal interpolation and forecasting. Interpolation is performed in the first step, which utilizes a dependent DNN with the embedding layer constructed with spatio-temporal basis functions. For the second stage, we use Long-Short Term Memory (LSTM) and convolutional LSTM to forecast future observations at a given location. We adopt the quantile-based loss function in the DNN to provide probabilistic forecasting. Compared to Kriging, the proposed method does not require specifying covariance functions or making stationarity assumption, and is computationally efficient. Therefore, it is suitable for large-scale prediction of complex spatio-temporal processes. We apply our method to monthly $PM_{2.5}$ data at more than $200,000$ space-time locations from January 1999 to December 2022 for fast imputation of missing values and forecasts with uncertainties.

Pratik Nag, Ying Sun, Brian J Reich

High spatial resolution wind data are essential for a wide range of applications in climate, oceanographic and meteorological studies. Large-scale spatial interpolation or downscaling of bivariate wind fields having velocity in two dimensions is a challenging task because wind data tend to be non-Gaussian with high spatial variability and heterogeneity. In spatial statistics, cokriging is commonly used for predicting bivariate spatial fields. However, the cokriging predictor is not optimal except for Gaussian processes. Additionally, cokriging is computationally prohibitive for large datasets. In this paper, we propose a method, called bivariate DeepKriging, which is a spatially dependent deep neural network (DNN) with an embedding layer constructed by spatial radial basis functions for bivariate spatial data prediction. We then develop a distribution-free uncertainty quantification method based on bootstrap and ensemble DNN. Our proposed approach outperforms the traditional cokriging predictor with commonly used covariance functions, such as the linear model of co-regionalization and flexible bivariate Matérn covariance. We demonstrate the computational efficiency and scalability of the proposed DNN model, with computations that are, on average, 20 times faster than those of conventional techniques. We apply the bivariate DeepKriging method to the wind data over the Middle East region at 506,771 locations. The prediction performance of the proposed method is superior over the cokriging predictors and dramatically reduces computation time.

Pratik Nag, Yiping Hong, Sameh Abdulah et al.

Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Matérn covariance is challenging. Previous studies in the literature have tackled this challenge by employing spatial partitioning techniques to estimate the parameters that vary spatially in the covariance function. The selection of partitions is an important consideration, but it is often subjective and lacks a data-driven approach. To address this issue, in this study, we utilize the power of Convolutional Neural Networks (ConvNets) to derive subregions from the nonstationary data. We employ a selection mechanism to identify subregions that exhibit similar behavior to stationary fields. In order to distinguish between stationary and nonstationary random fields, we conducted training on ConvNet using various simulated data. These simulations are generated from Gaussian processes with Matérn covariance models under a wide range of parameter settings, ensuring adequate representation of both stationary and nonstationary spatial data. We assess the performance of the proposed method with synthetic and real datasets at a large scale. The results revealed enhanced accuracy in parameter estimations when relying on ConvNet-based partition compared to traditional user-defined approaches.

Pratik Nag

A detailed analysis of precipitation data over Europe is presented, with a focus on interpolation and forecasting applications. A Spatio-temporal DeepKriging (STDK) framework has been implemented using the PyTorch platform to achieve these objectives. The proposed model is capable of handling spatio-temporal irregularities while generating high-resolution interpolations and multi-step forecasts. Reproducible code modules have been developed as standalone PyTorch implementations for the interpolation\footnote[2]{Interpolation - https://github.com/pratiknag/Spatio-temporalDeepKriging-Pytorch.git} and forecasting\footnote[3]{Forecasting - https://github.com/pratiknag/pytorch-convlstm.git}, facilitating broader application to similar climate datasets. The effectiveness of this approach is demonstrated through extensive evaluation on daily precipitation measurements, highlighting predictive performance and robustness.

Pratik Nag

Music generation has been established as a prominent topic in artificial intelligence and machine learning over recent years. In most recent works on RNN-based neural network methods have been applied for sequence generation. In contrast, generative adversarial networks (GANs) and their counterparts have been explored by very few researchersfor music generation. In this paper, a classical system was employed alongside a new system to generate creative music. Both systems were designed based on adversarial networks to generate music by learning from examples. The classical system was trained to learn a set of music pieces without differentiating between classes, whereas the new system was trained to learn the different composers and their styles to generate a creative music piece by deviating from the learned composers' styles. The base structure utilized was generative adversarial networks (GANs), which are capable of generating novel outputs given a set of inputs to learn from and mimic their distribution. It has been shown in previous work that GANs are limited in their original design with respect to creative outputs. Building on the Creative Adversarial Networks (CAN) , this work applied them in the music domain rather than the visual art domain. Additionally, unrolled CAN was introduced to prevent mode collapse. Experiments were conducted on both GAN and CAN for generating music, and their capabilities were measured in terms of deviation from the input set.