aiqbench analysis
This paper addresses a critical gap in spatiotemporal machine learning by extending prediction-powered inference to handle temporal dependencies and missing labels, offering robust confidence intervals for future estimates like crop yields. By correcting the bias introduced by imputation in short time series, the method provides statistically valid tools for analyzing complex data across space and time without relying on restrictive i.i.d. assumptions.
Prediction-powered inference for time series across space
arXiv:2610.08715v1 Announce Type: cross Abstract: The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to estimate, at each spatial location, the expected label (e.g., crop yield) in the future and provide a valid confidence interval for this value. The observed time period alone is too short for reliable estimates. Imputing missing labels with machine learning can cause substantial bias. Prediction-powered inference (PPI) can correct for this bias, but it relies on an i.i.d. assumption that breaks under our expected temporal dependencies. Heteroskedasticity and autocorrelation consistent (HAC) procedures account for temporal correlation, but have not been adapted to cases where some labels are imputed. We provide reliable point estimates and confidence intervals given: short labeled time series (across spatial locations), a longer unlabeled time series, and an imperfect predictor of labels given covariates. We show our method outperforms natural alternatives.
Abstract:The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to estimate, at each spatial location, the expected label (e.g., crop yield) in the future and provide a valid confidence interval for this value. The observed time period alone is too short for reliable estimates. Imputing missing labels with machine learning can cause substantial bias. Prediction-powered inference (PPI) can correct for this bias, but it relies on an i.i.d. assumption that breaks under our expected temporal dependencies. Heteroskedasticity and autocorrelation consistent (HAC) procedures account for temporal correlation, but have not been adapted to cases where some labels are imputed. We provide reliable point estimates and confidence intervals given: short labeled time series (across spatial locations), a longer unlabeled time series, and an imperfect predictor of labels given covariates. We show our method outperforms natural alternatives.
Methodology (stat.ME); Machine Learning (cs.LG); Machine Learning (stat.ML)
arXiv:2610.08715 [stat.ME]
(or arXiv:2610.08715v1 [stat.ME] for this version)
https://doi.org/10.48550/arXiv.2610.08715 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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Full text under the publisher's open licence · 301 words
