Learning Time-aware Graph Structures for Spatially Correlated Time Series Forecasting

Spatio-temporal forecasting of future values of spatially correlated time series is important across many cyber-physical systems (CPS). Recent studies offer evidence that the use of graph neural networks to capture latent correlations between time series holds a potential for enhanced forecasting. However, most existing methods rely on pre-defined or self-learning graphs, which are either static or unintentionally dynamic, and thus cannot model the time-varying correlations that exhibit trends and periodicities caused by the regularity of the underlying processes in CPS. To tackle such limitation, we propose Time-aware Graph Structure Learning (TagSL), which extracts time-aware correlations among time series by measuring the interaction of node and time representations in high-dimensional spaces. Notably, we introduce time discrepancy learning that utilizes contrastive learning with distance-based regularization terms to constrain learned spatial correlations to a trend sequence. Additionally, we propose a periodic discriminant function to enable the capture of periodic changes from the state of nodes. Next, we present a Graph Convolution-based Gated Recurrent Unit (GCGRU) that jointly captures spatial and temporal dependencies while learning time-aware and node-specific patterns. Finally, we introduce a unified framework named Time-aware Graph Convolutional Recurrent Network (TGCRN), combining TagSL, and GCGRU in an encoder-decoder architecture for multi-step spatio-temporal forecasting. We report on experiments with TGCRN and popular existing approaches on five real-world datasets, thus providing evidence that TGCRN is capable of advancing the state-of-the-art. We also cover a detailed ablation study and visualization analysis, offering detailed insight into the effectiveness of time-aware structure learning.

Spatio-Temporal Dynamic Graph Relation Learning for Urban Metro Flow Prediction

Urban metro flow prediction is of great value for metro operation scheduling, passenger flow management and personal travel planning. However, it faces two main challenges. First, different metro stations, e.g. transfer stations and non-transfer stations, have unique traffic patterns. Second, it is challenging to model complex spatio-temporal dynamic relation of metro stations. To address these challenges, we develop a spatio-temporal dynamic graph relational learning model (STDGRL) to predict urban metro station flow. First, we propose a spatio-temporal node embedding representation module to capture the traffic patterns of different stations. Second, we employ a dynamic graph relationship learning module to learn dynamic spatial relationships between metro stations without a predefined graph adjacency matrix. Finally, we provide a transformer-based long-term relationship prediction module for long-term metro flow prediction. Extensive experiments are conducted based on metro data in Beijing, Shanghai, Chongqing and Hangzhou. Experimental results show the advantages of our method beyond 11 baselines for urban metro flow prediction.

HiSTGNN: Hierarchical Spatio-temporal Graph Neural Networks for Weather Forecasting

Weather Forecasting is an attractive challengeable task due to its influence on human life and complexity in atmospheric motion. Supported by massive historical observed time series data, the task is suitable for data-driven approaches, especially deep neural networks. Recently, the Graph Neural Networks (GNNs) based methods have achieved excellent performance for spatio-temporal forecasting. However, the canonical GNNs-based methods only individually model the local graph of meteorological variables per station or the global graph of whole stations, lacking information interaction between meteorological variables in different stations. In this paper, we propose a novel Hierarchical Spatio-Temporal Graph Neural Network (HiSTGNN) to model cross-regional spatio-temporal correlations among meteorological variables in multiple stations. An adaptive graph learning layer and spatial graph convolution are employed to construct self-learning graph and study hidden dependency among nodes of variable-level and station-level graph. For capturing temporal pattern, the dilated inception as the backbone of gate temporal convolution is designed to model long and various meteorological trends. Moreover, a dynamic interaction learning is proposed to build bidirectional information passing in hierarchical graph. Experimental results on three real-world meteorological datasets demonstrate the superior performance of HiSTGNN beyond 7 baselines and it reduces the errors by 4.2% to 11.6% especially compared to state-of-the-art weather forecasting method.