Several problems require the combination of temporal and spatial reasoning under uncertainty, such as wind prediction for electricity generation in wind farms. In this work we propose a probabilistic spatial-temporal model (PSTM) focused on prediction problems, based on two common properties of these scenarios: sparsity and multivariable mutual information. The proposed spatial-temporal model is essentially a Bayesian network that represents the dependencies between a target variable of interest and a subset of predictor variables in different times and spaces. We developed an algorithm for learning the structure of the model based on a stochastic search of the optimal subset of predictor variables. The proposed model has been applied for wind prediction at different locations in Mexico, using information from several locations at different times. The PSTM is evaluated in terms of predictive accuracy for different time horizons - 1 to 24 hours; and compared to a dynamic Bayesian network (DBN) developed for wind prediction. The performance of the PSTM is in general competitive, and in most cases superior to the DBN.
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