The problem of weather forecasting has always been in the forefront of studies regarding time series analysis and has a long trailing history of applied techniques due to its immense importance in science as well as our socio-economic lives. In recent years, short-term weather forecasting has evolved rapidly, driven by availability of enormous amounts of data, exponential lift in computation feasibility, and theoretical progress in machine learning. The paradigm of weather forecasting is gradually shifting from simulation-based physics modeling methods to more data centric methods - resulting in more accurate and real time forecasts. This study frames the weather forecasting problem as a multivariate time series problem specific to a fixed location and introduces the method of dynamic routing between capsules to the weather forecasting paradigm. Learning from some selected parameters and their inter dependencies, the capsule regressor network forecasts the temperature, humidity, wind speed, sea level pressure and vapor pressure for next timesteps. We have rigorously compared its performance against all broader varieties of neural networks which have been applied in weather forecasting - and it was observed that the capsule regressor worked fairly well within the forecast horizon of 120 h. It outperformed all other baselines in 48 h and 72 h forecast horizons and remained close to best in other timesteps. The study also portrays a measure of the genericness of models predicting different features with unique characteristics and across all horizons, where the capsule network was found to be the most consistent.
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