RNN with Particle Flow for Probabilistic Spatio-temporal Forecasting

This is an implementation of the methodology in "RNN with Particle Flow for Probabilistic Spatio-temporal Forecasting". The arXiv version is available at https://arxiv.org/pdf/2106.06064.pdf

You can

• reproduce the results for AGCGRU+flow, DCGRU+flow, and GRU+flow algorithms in our paper and supplementary material with the checkpoints of our trained models.
• re-train the models with the same hyperparameter setting and evaluate the forecasts.

     

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To reproduce the results in the paper with the pre-trained checkpoints

1. download the preprocessed datasets and checkpoints from https://drive.google.com/file/d/1tnaTTBVxUOdSpc5hxYUpCqUriYVVr5BP/view?usp=sharing
2. unzip the downloaded zip file inside the folder rnn_flow
3. run script python inference_for_dir.py --search_dir ckpt/pretrained --output_dir ./result_pretrained --gpu_id 0

 

Then the results will be saved in the ./result_pretrained.

     

To train the model

1. download the preprocessed datasets and checkpoints and decompress the downloaded zip file inside the folder rnn_flow
2. train model with script (e.g.) : python training.py --dataset PEMS07 --rnn_type agcgru --cost mae --gpu_id 0 --trial_id --ckpt_dir ./ckpt --data_dir ./data
3. evaluate with script: python inference.py --dataset PEMS07 --rnn_type agcgru --cost mae --gpu_id 0 --trial_id 0 --ckpt_dir ./ckpt --output_dir ./result  

Note that:

• the setting of --dataset, --rnn_type, --cost, --trial_id and --ckpt_dir should be consistent in training and evaluation.
• --trial_id controls the random seed; by changing it, we can get multiple-trials of results with different random seeds.

 

Settings

--rnn_type:

• agcgru
• dcgru
• gru

--cost:

• mae (for MAE, MAPE and RMSE computation)
• nll (for CRPS, P10QL and P90QL computation)

   

Other Settings

The adjacency matrices of the graphs of the datasets are stored in ./data/sensor_graph (--graph_dir).

The model configs are stored in ./data/model_config (--config_dir)

If the folders are changed, please make the arguments of train.py and inference.py consistent.

     

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Requirements

The code has been tested with python 3.7.0 with the following packages installed (along with their dependencies):

• tensorflow-gpu==1.15.0
• numpy==1.19.2
• networkx==2.5
• pandas==1.1.3
• scikit-learn==0.23.2
• PyYAML==5.3.1
• scipy==1.5.4

In addition, for running with gpu, the code has been tested with CUDA 10.0 and cuDNN 7.4.

Cite

Please cite our paper if you use this code in your own work:

@inproceedings{pal2021, 
author={S. Pal and L. Ma and Y. Zhang and M. Coates}, 
booktitle={Proc. Int. Conf. Machine Learning}, 
title={{RNN} with Particle Flow for Probabilistic Spatio-temporal Forecasting},
month={Jul.},
year={2021},
address={Virtual Conference}}