Scalable inference of spatial regions and temporal signatures from time series
Authors: Jiayu Weng, Alec Kirkley
Organizations: Institute of Data Science, University of Hong Kong, Hong Kong SAR, China · School of Computing and Data Science, University of Hong Kong, Hong Kong SAR, China · Department of Urban Planning and Design, University of Hong Kong, Hong Kong SAR, China · Urban Systems Institute, University of Hong Kong, Hong Kong SAR, China
Regionalization aims to partition a spatial domain into contiguous regions that share similar characteristics, enabling more effective spatial analysis, policy making, and resource management. Existing approaches for spatial regionalization typically rely on static spatial snapshots rather than evolving time series. Meanwhile, most time series clustering methods ignore spatial structure or enforce spatial continuity through ad hoc regularization, constraining the number of inferred regions a priori either explicitly or implicitly. Utilizing the minimum description length principle from information theory, here we propose an efficient and fully nonparametric framework for the regionalization of spatial time series. Our method jointly infers a spatial partition along with a set of representative time series archetypes ("drivers") that best compress a spatiotemporal dataset, with a runtime log-linear in the number of time series. We demonstrate that this method can accurately recover planted regional structure and drivers in synthetic time series, and can extract meaningful structural regularities in large-scale empirical air quality and vegetation index records. Our method provides a principled and scalable framework for spatially contiguous partitioning, allowing interpretable temporal patterns and homogeneous regions to emerge directly from the data itself.
This paper introduces an algorithm-agnostic approach to feature-based time series clustering via amortized neural inference. By training neural networks to approximate the optimal partitioning rule from simulated data, the proposed framework reduces reliance on conventional clustering methods, such as K-means, K-medoids, or hierarchical clustering, and their associated objective functions and heuristics. Leveraging statistical features, such as autocorrelations and quantile autocorrelations, the approach learns a data-driven affinity structure from which clustering partitions can be recovered, without requiring explicit prior specification of cluster shapes or structures. In addition, one version of the method can automatically determine the number of clusters, avoiding ad-hoc selection procedures. Comprehensive empirical studies show that the proposed framework achieves competitive or superior clustering accuracy relative to traditional methods, even in challenging scenarios where competing techniques are provided with the true number of clusters. An application to financial time series of stock returns illustrates its practical utility. By reducing the need for algorithm selection and calibration, the proposed framework opens new possibilities for automated, adaptive, and data-driven clustering of temporal data across scientific and industrial domains.
We present IOAH3 (Importance-Oriented Adaptive H3 partitioning), a computational method for constructing data-driven spatial partitions of geo-referenced observation domains. Standard approaches to spatial aggregation adopt fixed areal units, such as administrative boundaries or uniform hexagonal grids at a single resolution, without regard to the informational content of the underlying observations in each region. This leads to the well-known modifiable areal unit problem: statistical and inferential results depend on the arbitrary choice of partition, and spatially concentrated phenomena are averaged out in coarse cells that obscure fine-scale structure. IOAH3 addresses this by constructing an adaptive partition in three stages: multi-source feature extraction and importance scoring via principal component analysis over road density, POI density, building density, and terrain roughness signals, with population and flood-hazard data entering as auxiliary inputs to cell filtering and spatial smoothness; spatial cell selection via Markov Random Field graph-cut optimisation, which jointly maximises per-cell importance while enforcing spatial contiguity; and data-driven hierarchical refinement of high-importance regions to finer H3 resolution levels, with neighbour-propagated support to avoid isolated fine-resolution islands. The resulting partitions serve as input to spatial inference pipelines and provide a principled resolution of the partition-sensitivity problem prior to any modelling step.
Time series forecasting is traditionally dominated by sequence-based architectures such as recurrent neural networks and attention mechanisms, which process all time steps uniformly and often incur substantial computational cost. However, real-world temporal signals typically exhibit heterogeneous structure, where informative patterns are sparsely distributed and interspersed with redundant observations. This work introduces \textbf{SPaRSe-TIME}, a structured and computationally efficient framework that models time series through a decomposition into three complementary components: saliency, memory, and trend. The proposed approach reformulates temporal modeling as a projection onto informative subspaces, where saliency acts as a data-dependent sparsification operator, memory captures dominant low-rank temporal patterns, and trend encodes low-frequency dynamics. These components are integrated through a lightweight, adaptive mapping that enables simplified, selective, and interpretable temporal reasoning. Extensive experiments on diverse real-world datasets demonstrate that SPaRSe-TIME achieves competitive predictive performance compared to recurrent and attention-based architectures, while significantly reducing computational complexity. The model is particularly effective in structured time series with clear temporal components and provides explicit interpretability through component-wise contributions. Furthermore, analysis reveals both the strengths and limitations of decomposition-based modeling, highlighting challenges in highly stochastic and complex multivariate settings. Overall, SPaRSe-TIME offers a principled alternative to monolithic sequence models, bridging efficiency, interpretability, and performance, and providing a scalable framework for time series learning.