Scalable data-driven modeling of spatio-temporal systems: Weather forecasting

In this paper, a new data-driven method for short-range forecasting of spatio-temporal systems is proposed. It uses NCEP data as raw data to construct forecasting model. The global model consists of several local models. Each local model is constructed in three steps. In the first step, a local dataset is constructed based on NCEP raw data. This dataset is a very high-dimensional data with huge number of redundant and irrelevant features. In the second step, a feature selection method named GRASP is applied on the local dataset and produces a new local dataset whose features are reduced significantly. In the third step, a regression ensemble method called Bagging is used to construct a local model. Both GRASP and Bagging methods are scalable modules with respect to the computational power needed. The proposed method makes it possible to control the trade-off between speed and precision. In addition to the scalability, the proposed method, in some points produces forecasts more precise than the GFS system.