Spatiotemporal data is very common in many applications, such as manufacturing systems and transportation systems. It is typically difficult to be accurately predicted given intrinsic complex spatial and temporal correlations. Most of the existing methods based on various statistical models and regularization terms, fail to preserve innate features in data alongside their complex correlations. In this paper, we focus on a tensor-based prediction and propose several practical techniques to improve prediction. For long-term prediction specifically, we propose the "Tensor Decomposition + 2-Dimensional Auto-Regressive Moving Average (2D-ARMA)" model, and an effective way to update prediction real-time; For short-term prediction, we propose to conduct tensor completion based on tensor clustering to avoid oversimplifying and ensure accuracy. A case study based on the metro passenger flow data is conducted to demonstrate the improved performance.
Low-Rank Robust Subspace Tensor Clustering for Metro Passenger Flow Modeling
School of Computing and Augmented Intelligence, Arizona State University（亚利桑那州立大学计算与增强智能学院）；Cologne Institute for Information Systems, University of Cologne（科隆大学科隆信息系统研究所）；EWI gGmbH, University of Cologne（科隆大学能源经济研究所）；Department of Industrial Engineering, Tsinghua University（清华大学工业工程系）；Department of Industrial Engineering and Decision Analytics, Hong Kong University of Science and Technology（香港科技大学工业工程与决策分析学系）；Information Hub, Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州）信息枢纽）
Missing value problem in spatiotemporal traffic data has long been a challenging topic, in particular for large-scale and high-dimensional data with complex missing mechanisms and diverse degrees of missingness. Recent studies based on tensor nuclear norm have demonstrated the superiority of tensor learning in imputation tasks by effectively characterizing the complex correlations/dependencies in spatiotemporal data. However, despite the promising results, these approaches do not scale well to large data tensors. In this paper, we focus on addressing the missing data imputation problem for lar…
Sparsity and missing data problems are very common in spatiotemporal traffic data collected from various sensing systems. Making accurate imputation is critical to many applications in intelligent transportation systems. In this paper, we formulate the missing data imputation problem in spatiotemporal traffic data in a low-rank tensor completion (LRTC) framework and define a novel truncated nuclear norm (TNN) on traffic tensors of location$\times$day$\times$time of day. In particular, we introduce an universal rate parameter to control the degree of truncation on all tensor modes in the propos…
Rapid advances in sensor, wireless communication, cloud computing and data science have brought unprecedented amount of data to assist transportation engineers and researchers in making better decisions. However, traffic data in reality often has corrupted or incomplete values due to detector and communication malfunctions. Data imputation is thus required to ensure the effectiveness of downstream data-driven applications. To this end, numerous tensor-based methods treating the imputation problem as the low-rank tensor completion (LRTC) have been attempted in previous works. To tackle rank min…
Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the data. Missing data imputation has been a long-standing research topic and critical application for real-world intelligent transportation systems. A widely applied imputation method is low-rank matrix/tensor completion; however, the low-rank assumption only preserves the global structure while ignores the strong local consistency in spatiotemporal data. In this …
University of Malta（马耳他大学）；University of West Attica（西阿提卡大学）；National Technical University of Athens（雅典国家技术大学）
Recent advances in sensing technologies require the design and development of pattern recognition models capable of processing spatiotemporal data efficiently. In this study, we propose a spatially and temporally aware tensor-based neural network for human pose classification using three-dimensional skeleton data. Our model employs three novel components. First, an input layer capable of constructing highly discriminative spatiotemporal features. Second, a tensor fusion operation that produces compact yet rich representations of the data, and third, a tensor-based neural network that processes…
Beihang University（北京航空航天大学）；The University of Queensland（昆士兰大学）；Didichuxing（滴滴出行）；University of Leeds（利兹大学）
In recent years, ride-hailing services have been increasingly prevalent as they provide huge convenience for passengers. As a fundamental problem, the timely prediction of passenger demands in different regions is vital for effective traffic flow control and route planning. As both spatial and temporal patterns are indispensable passenger demand prediction, relevant research has evolved from pure time series to graph-structured data for modeling historical passenger demand data, where a snapshot graph is constructed for each time slot by connecting region nodes via different relational edges (…
CSP-AIT-Net: A contrastive learning-enhanced spatiotemporal graph attention framework for short-term metro OD flow prediction with asynchronous inflow tracking
The typical multi-task learning methods for spatio-temporal data prediction involve low-rank tensor computation. However, such a method have relatively weak performance when the task number is small, and we cannot integrate it into non-linear models. In this paper, we propose a two-step suboptimal unitary method (SUM) to combine a meta-learning strategy into multi-task models. In the first step, it searches for a global pattern by optimising the general parameters with gradient descents under constraints, which is a geological regularizer to enable model learning with less training data. In th…
Choose A Table: Tensor Dirichlet Process Multinomial Mixture Model with Graphs for Passenger Trajectory Clustering
University of Cologne（科隆大学）；Arizona State University（亚利桑那州立大学）；Tsinghua University（清华大学）；McGill University（麦吉尔大学）；The Hong Kong University of Science and Technology（香港科技大学）；HKUST-GZ（香港科技大学（广州））
Time series forecasting and spatiotemporal kriging are the two most important tasks in spatiotemporal data analysis. Recent research on graph neural networks has made substantial progress in time series forecasting, while little attention has been paid to the kriging problem -- recovering signals for unsampled locations/sensors. Most existing scalable kriging methods (e.g., matrix/tensor completion) are transductive, and thus full retraining is required when we have a new sensor to interpolate. In this paper, we develop an Inductive Graph Neural Network Kriging (IGNNK) model to recover data fo…
The Hong Kong University of Science and Technology（香港科技大学）；Arizona State University（亚利桑那州立大学）；Tsinghua University（清华大学）
Low-rank tensor decomposition and completion have attracted significant interest from academia given the ubiquity of tensor data. However, the low-rank structure is a global property, which will not be fulfilled when the data presents complex and weak dependencies given specific graph structures. One particular application that motivates this study is the spatiotemporal data analysis. As shown in the preliminary study, weakly dependencies can worsen the low-rank tensor completion performance. In this paper, we propose a novel low-rank CANDECOMP / PARAFAC (CP) tensor decomposition and completio…
Tensor Dirichlet Process Multinomial Mixture Model for Passenger Trajectory Clustering
University of Cologne（科隆大学）；Arizona State University（亚利桑那州立大学）；Tsinghua University（清华大学）；McGill University（麦吉尔大学）；The Hong Kong University of Science and Technology（香港科技大学）；HKUST (Guangzhou Campus)（香港科技大学（广州校区））
The objective of this study is to address the problem of background/foreground separation with missing pixels by combining the video acquisition, video recovery, background/foreground separation into a single framework. To achieve this, a smooth robust tensor completion (SRTC) model is proposed to recover the data and decompose it into the static background and smooth foreground, respectively. Specifically, the static background is modeled by the low-rank tucker decomposition and the smooth foreground (moving objects) is modeled by the spatiotemporal continuity, which is enforced by the total …
We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex optimization. In each time window, we assume the data follow a linear model parameterized by a system matrix, and we model this stack of potentially different system matrices as a low rank tensor. Because of its structure, the model is scalable to high-dimensional data and can easily incorporate priors such as smoothness over time. We find the components of the tensor…
School of Automation, Chongqing University of Posts and Telecommunications（重庆邮电大学自动化学院）；College of Computer and Information Science, School of Software, Southwest University（西南大学计算机与信息科学学院、软件学院）
Delft University of Technology（代尔夫特理工大学）；City University of Hong Kong（香港城市大学）；Virginia Polytechnic Institute and State University（弗吉尼亚理工学院暨州立大学）
Short-term forecasting of passenger flow is critical for transit management and crowd regulation. Spatial dependencies, temporal dependencies, inter-station correlations driven by other latent factors, and exogenous factors bring challenges to the short-term forecasts of passenger flow of urban rail transit networks. An innovative deep learning approach, Multi-Graph Convolutional-Recurrent Neural Network (MGC-RNN) is proposed to forecast passenger flow in urban rail transit systems to incorporate these complex factors. We propose to use multiple graphs to encode the spatial and other heterogen…
Polytechnique Montreal（蒙特利尔综合理工学院）；McGill University（麦吉尔大学）；Interuniversity Research Centre on Enterprise Networks, Logistics and Transportation (CIRRELT)（校际企业网络、物流与交通研究中心（CIRRELT））
Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due to not only the large-scale and high-dimensional nature but also the considerable amount of missing data. In this paper, we propose a Bayesian temporal factorization (BTF) framework for modeling multidimensional time series -- in particular spatiotemporal data -- in the presence of missing values. By integrating low-rank matrix/tensor factorization and vecto…
Florida Atlantic University（佛罗里达大西洋大学）；Harbor Branch Oceanographic Institute, Florida Atlantic University（佛罗里达大西洋大学海港分校海洋学研究所）
According to the National Academies, a weekly forecast of velocity, vertical structure, and duration of the Loop Current (LC) and its eddies is critical for understanding the oceanography and ecosystem, and for mitigating outcomes of anthropogenic and natural disasters in the Gulf of Mexico (GoM). However, this forecast is a challenging problem since the LC behaviour is dominated by long-range spatial connections across multiple timescales. In this paper, we extend spatiotemporal predictive learning, showing its effectiveness beyond video prediction, to a 4D model, i.e., a novel Physics-inform…
With the prevailing of mobility as a service (MaaS), it becomes increasingly important to manage multi-traffic modes simultaneously and cooperatively. As an important component of MaaS, short-term passenger flow prediction for multi-traffic modes has thus been brought into focus. It is a challenging problem because the spatiotemporal features of multi-traffic modes are critically complex. Moreover, the passenger flows of multi-traffic modes differentiate and fluctuate significantly. To solve these problems, this paper proposes a multitask learning-based model, called Res-Transformer, for short…
Ride-sourcing or transportation network companies (TNCs) provide on-demand transportation service for compensation, connecting drivers of personal vehicles with passengers through smartphone applications. In this study, we consider the problem of estimating a spatiotemporally varying probability distribution for the productivity of a TNC driver, using data on more than 1.2 million TNC trips in Austin, Texas. We propose a graph-based smoothing approach that allows for distinct spatial and temporal dynamics, including different degrees of smoothness, spatio-temporal interactions, and interpolati…
This paper studies the traffic state estimation (TSE) problem using sparse observations from mobile sensors. Most existing TSE methods either rely on well-defined physical traffic flow models or require large amounts of simulation data as input to train machine learning models. Different from previous studies, we propose a purely data-driven and model-free solution in this paper. We consider the TSE as a spatiotemporal matrix completion/interpolation problem, and apply spatiotemporal delay embedding to transform the original incomplete matrix into a fourth-order Hankel structured tensor. By im…
Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications including hyperspectral imaging, video surveillance, and urban traffic monitoring. Existing anomaly detection methods are most suited for point anomalies in sequence data and cannot deal with temporal and spatial dependencies that arise in spatiotemporal data. In recent years, tensor-based methods have been proposed for anomaly detection to address this problem. These methods rely on conventional tensor decomposition models, not taking the structure of the anomalies into account, and are …
Traffic data chronically suffer from missing and corruption, leading to accuracy and utility reduction in subsequent Intelligent Transportation System (ITS) applications. Noticing the inherent low-rank property of traffic data, numerous studies formulated missing traffic data recovery as a low-rank tensor completion (LRTC) problem. Due to the non-convexity and discreteness of the rank minimization in LRTC, existing methods either replaced rank with convex surrogates that are quite far away from the rank function or approximated rank with nonconvex surrogates involving many parameters. In this …
MNT-TNN: Spatiotemporal Traffic Data Imputation via Compact Multimode Nonlinear Transform-based Tensor Nuclear Norm
Institute of Intelligent Machines, Hefei Institutes of Physical Science, Chinese Academy of Sciences（智能机器研究所，合肥物理科学研究院，中国科学院）；University of Science and Technology of China（中国科学技术大学）
The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector autoregression (VAR) model whose coefficient matrices are parameterized by low-rank tensor factorization. Benefiting from the tensor factorization structure, the proposed model can simultaneously achieve model compression and pattern discovery. In particular, the proposed model allows one to characterize nonstationarity and time-varying system behaviors underl…
Correlated Time Series Self-Supervised Representation Learning via Spatiotemporal Bootstrapping
The Hong Kong University of Science and Technology（香港科技大学）；The Shanghai AI Laboratory（上海人工智能实验室）；University of Cologne（科隆大学）；Qing Yuan Research Institute of Shanghai Jiao Tong University（上海交通大学清源研究院）；The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））
College of Engineering, Qatar University（卡塔尔大学工程学院）
Effective management of urban traffic is important for any smart city initiative. Therefore, the quality of the sensory traffic data is of paramount importance. However, like any sensory data, urban traffic data are prone to imperfections leading to missing measurements. In this paper, we focus on inter-region traffic data completion. We model the inter-region traffic as a spatiotemporal tensor that suffers from missing measurements. To recover the missing data, we propose an enhanced CANDECOMP/PARAFAC (CP) completion approach that considers the urban and temporal aspects of the traffic. To de…
Spatiotemporal traffic data (e.g., link speed/flow) collected from sensor networks can be organized as multivariate time series with additional spatial attributes. A crucial task in analyzing such data is to identify and detect anomalous observations and events from the data with complex spatial and temporal dependencies. Robust Principal Component Analysis (RPCA) is a widely used tool for anomaly detection. However, the traditional RPCA purely relies on the global low-rank assumption while ignoring the local temporal correlations. In light of this, this study proposes a Hankel-structured tens…
Spatiotemporal Multi-Task Graph Transformer for Trip-Level Transit Prediction
Department of Engineering Cybernetics, Norwegian University of Science and Technology (NTNU)（工程 cybernetics 部，挪威科学与技术大学（NTNU））；Department of Computer Science, Norwegian University of Science and Technology (NTNU)（计算机科学部，挪威科学与技术大学（NTNU））
Tsinghua University（清华大学）；Central South University（中南大学）
Large-scale data missing is a challenging problem in Intelligent Transportation Systems (ITS). Many studies have been carried out to impute large-scale traffic data by considering their spatiotemporal correlations at a network level. In existing traffic data imputations, however, rich semantic information of a road network has been largely ignored when capturing network-wide spatiotemporal correlations. This study proposes a Graph Transformer for Traffic Data Imputation (GT-TDI) model to impute large-scale traffic data with spatiotemporal semantic understanding of a road network. Specifically,…
There has been increased interest in missing sensor data imputation, which is ubiquitous in the field of structural health monitoring (SHM) due to discontinuous sensing caused by sensor malfunction. To address this fundamental issue, this paper presents an incremental Bayesian tensor learning method for reconstruction of spatiotemporal missing data in SHM and forecasting of structural response. In particular, a spatiotemporal tensor is first constructed followed by Bayesian tensor factorization that extracts latent features for missing data imputation. To enable structural response forecasting…
Beijing National Research Center for Information Science and Technology（北京信息科学与技术国家研究中心）；Tsinghua University（清华大学）
Spatiotemporal activity prediction, aiming to predict user activities at a specific location and time, is crucial for applications like urban planning and mobile advertising. Existing solutions based on tensor decomposition or graph embedding suffer from the following two major limitations: 1) ignoring the fine-grained similarities of user preferences; 2) user's modeling is entangled. In this work, we propose a hypergraph neural network model called DisenHCN to bridge the above gaps. In particular, we first unify the fine-grained user similarity and the complex matching between user preference…
