Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. Traditional time series approaches for prediction often focus on either autoregressive modeling, which relies solely on past observations of the target “endogenous variables”, or forward modeling, which considers only current covariate drivers “exogenous variables”. However, effectively integrating past endogenous and past exogenous with current exogenous variables remains a significant challenge. In this paper, we propose ExoTST, a novel transformer-based framework that effectively incorporates current exogenous variables alongside past context for improved time series prediction. To integrate exogenous information efficiently, ExoTST leverages the strengths of attention mechanisms and introduces a novel cross-temporal modality fusion module. This module enables the model to jointly learn from both past and current exogenous series, treating them as distinct modalities. By considering these series separately, ExoTST provides robustness and flexibility in handling data uncertainties that arise from the inherent distribution shift between historical and current exogenous variables. Extensive experiments on real-world carbon flux datasets and time series benchmarks demonstrate ExoTST's superior performance compared to state-of-the-art baselines, with improvements of up to 10% in prediction accuracy. Moreover, ExoTST exhibits strong robustness against missing values and noise in exogenous drivers, maintaining consistent performance in real-world situations where these imperfections are common.

Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. However, building accurate long-term prediction models remains challenging due to the limitations of existing temporal models like recurrent neural networks (RNNs), as they capture only the statistical connections in the training data and may fail to learn the underlying dynamics of the target system. To tackle this challenge, we propose a novel machine learning model based on Koopman operator theory, which we call Koopman Invertible Autoencoders (KIA), that captures the inherent characteristic of the system by modeling both forward and backward dynamics in the infinite-dimensional Hilbert space. This enables us to efficiently learn low-dimensional representations, resulting in more accurate predictions of long-term system behavior. Moreover, our method’s invertibility design enforces reversibility and consistency in both forward and inverse operations. We illustrate the utility of KIA on pendulum and climate datasets, demonstrating 300% improvements in long-term prediction capability for pendulum while maintaining robustness against noise. Additionally, our method demonstrates the ability to better comprehend the intricate dynamics of the climate system when compared to existing Koopman-based methods.

Prediction of response to input drivers by unmonitored entities has been recognized as one of the most important problems in many scientific problems. This problem is challenging due to the non-stationary processes that underlie the dynamics of data observations over space and time. Hence, directly transferring models from well-observed data entities to unmonitored target entity often lead to sub-optimal performance due to the shift in data distribution. This paper proposes a new meta-transfer learning framework that automatically estimates the similarity amongst entities to transfer knowledge from well-observed entities to unmonitored entities. A sequence autoencoder embeds temporal behaviors of time series data and simulations generated by traditional physics-based models. This embedding model is trained in a meta-transfer learning framework under the guidance of source-to-source transferring experiences. We tested this method in streamflow prediction for multiple river segments in the Delaware River Basin, an ecologically diverse region along the eastern coast of the United States. The experimental results demonstrate the superiority of the proposed method in predicting streamflow for unmonitored stream segments compared to a diverse set of baselines. Our method also creates meaningful similarity estimates amongst segments to guide the transfer learning process.

Machine Learning is beginning to provide state-of-the-art performance in a range of environmental applications such as streamflow prediction in a hydrologic basin. However, building accurate broad-scale models for streamflow remains challenging in practice due to the variability in the dominant hydrologic processes, which are best captured by sets of process-related basin characteristics. Existing basin characteristics suffer from noise and uncertainty, among many other things, which adversely impact model performance. To tackle the above challenges, in this paper, we propose a novel Knowledge-guided Self-Supervised Learning (KGSSL) inverse framework to extract system characteristics from driver(input) and response(output) data. This first-of-its-kind framework achieves robust performance even when characteristics are corrupted or missing. We evaluate the KGSSL framework in the context of stream flow modeling using CAMELS (Catchment Attributes and MEteorology for Large-sample Studies) which is a widely used hydrology benchmark dataset. Specifically, KGSSL outperforms baseline by 16% in predicting missing characteristics. Furthermore, in the context of forward modelling, KGSSL inferred characteristics provide a 35% improvement in performance over a standard baseline when the static characteristic are unknown.

Accurate predictions of water temperature are the foundation for many decisions and regulations, with direct impacts on water quality, fishery yields, and power production. Building accurate broad-scale models for lake temperature prediction remains challenging in practice due to the variability in the data distribution across different lake systems monitored by static and time-series data. In this paper, to tackle the above challenges, we propose a novel machine learning based approach for integrating static and time-series data in deep recurrent models, which we call Invertibility-Aware-Long Short-Term Memory(IA-LSTM), and demonstrate its effectiveness in predicting lake temperature. Our proposed method integrates components of the Invertible Network and LSTM to better predict temperature profiles (forward modeling) and infer the static features (i.e., inverse modeling) that can eventually enhance the prediction when static variables are missing. We evaluate our method on predicting the temperature profile of 450 lakes in the Midwestern U.S. and report relative improvement of 4% to capture data heterogeneity and simultaneously outperform baseline predictions by 12% when static features are unavailable.