STOAT (Spatial-Temporal Probabilistic Causal Inference Network) is a novel framework for probabilistic forecasting in spatial-temporal causal time series (STC-TS) with region-specific temporal observations driven by causally relevant covariates.
The proposed method incorporates a spatial relation matrix to encode interregional dependencies, improving spatially informed causal effect estimation and calibrated uncertainty modeling.
STOAT utilizes deep probabilistic models to estimate distribution parameters and explores multiple output distributions to capture region-specific variability.
Experiments on COVID-19 data from six countries show that STOAT outperforms existing probabilistic forecasting models like DeepAR, DeepVAR, and Deep State Space Model, especially in regions with strong spatial dependencies.
The framework bridges causal inference and geospatial probabilistic forecasting, offering a versatile approach for complex spatial-temporal tasks such as epidemic management.