A method and system to perform spatio-temporal prediction are described. The method includes obtaining, based on communication with one or more sources, multi-scale spatial datasets, each of the multi-scale spatial datasets providing a type of information at a corresponding granularity, at least two of the multi-scale spatial datasets providing at least two types of information at different corresponding granularities. The method also includes generating new features for each of the multi-scale spatial datasets, the new features being based on features of each of the multi-scale spatial datasets and spatial relationships between and within the multi-scale spatial datasets. The method further includes selecting, using the processor, features of interest from among the new features, training a predictive model based on the features of interest, and predicting an event based on the predictive model.