Time-series anomaly detection is critical for numerous real-world applications and has been extensively studied. However, existing methods are typically designed to identify anomalies within a complete time series. In other words, they rely on access to ground truth data to calculate anomaly scores and distinguish anomalous data from normal patterns. This reliance limits their applicability in scenarios where predicting future anomalies is required, as the ground truth is inherently unavailable. To address this gap, we introduce the concept of Time-Series Anomaly Prediction (TSAP), which focuses on forecasting the occurrence and progression of anomalies in time series simultaneously without relying on ground truth. In this paper, we propose a novel exemplar-based pre-training and fine-tuning pipeline tailored to this task, based on recent achievements in online time-series forecasting techniques. The pipeline begins with an offline pre-training phase, where a deep learning model is trained to capture the underlying temporal correlations in time-series data. During the online fine-tuning stage, a three-step process is employed to predict the timing and evolution of anomalies. This process includes prediction and anomaly detection, motif search for similar patterns, and fine-tuning using exemplars. These steps are repeated as new data arrives. We evaluate the proposed method against state-of-the-art approaches from various relevant categories on both real-world and synthetic datasets. Experimental results show that the proposed method improves anomaly detection accuracy by up to 53.8% in terms of F1 score and enhances time-series forecasting accuracy during and after anomaly periods by up to 82.4% and 49.1% in terms of MSE. Through analysing the results, we prove the proposed method's effectiveness in addressing the new TSAP tasks, which are incapable of being handled by current time-series anomaly detection or online time-series forecasting methods.

Deep learning approaches have been widely adopted for precipitation nowcasting in recent years. Previous studies mainly focus on proposing new model architectures to improve pixel-wise metrics. However, they frequently result in blurry predictions which provide limited utility to forecasting operations. In this work, we propose a new Fourier Amplitude and Correlation Loss (FACL) which consists of two novel loss terms: Fourier Amplitude Loss (FAL) and Fourier Correlation Loss (FCL). FAL regularizes the Fourier amplitude of the model prediction and FCL complements the missing phase information. The two loss terms work together to replace the traditional L2 losses such as MSE and weighted MSE for the spatiotemporal prediction problem on signal-based data. Our method is generic, parameter-free and efficient. Extensive experiments using one synthetic dataset and three radar echo datasets demonstrate that our method improves perceptual metrics and meteorology skill scores, with a small trade-off to pixel-wise accuracy and structural similarity. Moreover, to improve the error margin in meteorological skill scores such as Critical Success Index (CSI) and Fractions Skill Score (FSS), we propose and adopt the Regional Histogram Divergence (RHD), a distance metric that considers the patch-wise similarity between signal-based imagery patterns with tolerance to local transforms.

With the goal of making high-resolution forecasts of regional rainfall, precipitation nowcasting has become an important and fundamental technology underlying various public services ranging from rainstorm warnings to flight safety. Recently, the Convolutional LSTM (ConvLSTM) model has been shown to outperform traditional optical flow based methods for precipitation nowcasting, suggesting that deep learning models have a huge potential for solving the problem. However, the convolutional recurrence structure in ConvLSTM-based models is location-invariant while natural motion and transformation (e.g., rotation) are location-variant in general. Furthermore, since deep-learning-based precipitation nowcasting is a newly emerging area, clear evaluation protocols have not yet been established. To address these problems, we propose both a new model and a benchmark for precipitation nowcasting. Specifically, we go beyond ConvLSTM and propose the Trajectory GRU (TrajGRU) model that can actively learn the location-variant structure for recurrent connections. Besides, we provide a benchmark that includes a real-world large-scale dataset from the Hong Kong Observatory, a new training loss, and a comprehensive evaluation protocol to facilitate future research and gauge the state of the art.

The goal of precipitation nowcasting is to predict the future rainfall intensity in a local region over a relatively short period of time. Very few previous studies have examined this crucial and challenging weather forecasting problem from the machine learning perspective. In this paper, we formulate precipitation nowcasting as a spatiotemporal sequence forecasting problem in which both the input and the prediction target are spatiotemporal sequences. By extending the fully connected LSTM (FC-LSTM) to have convolutional structures in both the input-to-state and state-to-state transitions, we propose the convolutional LSTM (ConvLSTM) and use it to build an end-to-end trainable model for the precipitation nowcasting problem. Experiments show that our ConvLSTM network captures spatiotemporal correlations better and consistently outperforms FC-LSTM and the state-of-the-art operational ROVER algorithm for precipitation nowcasting.