Traditional methods for demand forecasting only focus on modeling the temporal dependency. However, forecasting on spatio-temporal data requires modeling of complex nonlinear relational and spatial dependencies. In addition, dynamic contextual information can have a significant impact on the demand values, and therefore needs to be captured. For example, in a bike-sharing system, bike usage can be impacted by weather. Existing methods assume the contextual impact is fixed. However, we note that the contextual impact evolves over time. We propose a novel context integrated relational model, Context Integrated Graph Neural Network (CIGNN), which leverages the temporal, relational, spatial, and dynamic contextual dependencies for multi-step ahead demand forecasting. Our approach considers the demand network over various geographical locations and represents the network as a graph. We define a demand graph, where nodes represent demand time-series, and context graphs (one for each type of context), where nodes represent contextual time-series. Assuming that various contexts evolve and have a dynamic impact on the fluctuation of demand, our proposed CIGNN model employs a fusion mechanism that jointly learns from all available types of contextual information. To the best of our knowledge, this is the first approach that integrates dynamic contexts with graph neural networks for spatio-temporal demand forecasting, thereby increasing prediction accuracy. We present empirical results on two real-world datasets, demonstrating that CIGNN consistently outperforms state-of-the-art baselines, in both periodic and irregular time-series networks.
Dynamic demand prediction is crucial for the efficient operation and management of urban transportation systems. Extensive research has been conducted on single-mode demand prediction, ignoring the fact that the demands for different transportation modes can be correlated with each other. Despite some recent efforts, existing approaches to multimodal demand prediction are generally not flexible enough to account for multiplex networks with diverse spatial units and heterogeneous spatiotemporal correlations across different modes. To tackle these issues, this study proposes a multi-relational s…
Indian Institute of Technology Madras（印度理工学院马德拉斯分校）
In this paper, we investigate the significance of choosing an appropriate tessellation strategy for a spatio-temporal taxi demand-supply modeling framework. Our study compares (i) the variable-sized polygon based Voronoi tessellation, and (ii) the fixed-sized grid based Geohash tessellation, using taxi demand-supply GPS data for the cities of Bengaluru, India and New York, USA. Long Short-Term Memory (LSTM) networks are used for modeling and incorporating information from spatial neighbors into the model. We find that the LSTM model based on input features extracted from a variable-sized polyg…
Supply chain network data is a valuable asset for businesses wishing to understand their ethical profile, security of supply, and efficiency. Possession of a dataset alone however is not a sufficient enabler of actionable decisions due to incomplete information. In this paper, we present a graph representation learning approach to uncover hidden dependency links that focal companies may not be aware of. To the best of our knowledge, our work is the first to represent a supply chain as a heterogeneous knowledge graph with learnable embeddings. We demonstrate that our representation facilitates …
Leveraging Spatiotemporal Graph Neural Networks for Multi-Store Sales Forecasting
Department of Chemical Engineering, IIT Bombay（印度博亚理工大学化学工程系）；Rajiv Gandhi University（拉吉夫·甘地大学）；Tsinghua University（清华大学）；Palmer Research Laboratories（帕勒尔研究实验室）
Aim: Spatio-temporal processes play a key role in ecology, from genes to large-scale macroecological and biogeographical processes. Existing methods studying such spatio-temporally structured data either simplify the dynamic structure or the complex interactions of ecological drivers. This paper aims to present a generic method for ecological research that allows analysing spatio-temporal patterns of biological processes at large spatial scales by including the time-varying variables that drive these dynamics. Methods: We introduce a method called relational event modelling (REM), which relies…
Swiss Federal Institute of Technology (ETH Zurich)（苏黎世联邦理工学院）
An effective way to oppose global warming and mitigate climate change is to electrify our energy sectors and supply their electric power from renewable wind and solar. Spatio-temporal predictions of electric load become increasingly important for planning this transition, while deep learning prediction models provide increasingly accurate predictions for it. The data used for training deep learning models, however, is usually collected at random using a passive learning approach. This naturally results in a large demand for data and associated costs for sensors like smart meters, posing a larg…
Machine Learning for Smart Mobility, Transport Division, DTU Management（丹麦技术大学管理学院交通系智慧出行机器学习组）
Predicting the supply and demand of transport systems is vital for efficient traffic management, control, optimization, and planning. For example, predicting where from/to and when people intend to travel by taxi can support fleet managers to distribute resources; better predicting traffic speeds/congestion allows for pro-active control measures or for users to better choose their paths. Making spatio-temporal predictions is known to be a hard task, but recently Graph Neural Networks (GNNs) have been widely applied on non-euclidean spatial data. However, most GNN models require a predefined gr…
The Swiss AI Lab IDSIA, Università della Svizzera italiana（瑞士人工智能实验室IDSIA，瑞士意大利语区大学）；Politecnico di Milano（米兰理工大学）
Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to reconstruct missing temporal data by exploiting information coming from sensors at different locations. However, standard methods fall short in capturing the nonlinear time and space dependencies existing within networks of interconnected sensors and do not take full advantage of the available - and often strong - relational information. Notably, most state-of-the…
A Critical Audit of Spatiotemporal Forecasting Benchmark Datasets and Models
Imperial College London（帝国理工学院）；Ruhr University Bochum（鲁尔大学波鸿分校）；Queen Mary University of London（伦敦玛丽女王大学）；Ben-Gurion University of the Negev（内盖夫本-古里安大学）
Institute for Anthropomatics and Robotics, Karlsruhe Institute of Technology (KIT)（卡尔斯鲁厄理工学院（KIT）人类工程学与机器人研究所）；Stanford University（斯坦福大学）
Endowing robots with human-like physical reasoning abilities remains challenging. We argue that existing methods often disregard spatio-temporal relations and by using Graph Neural Networks (GNNs) that incorporate a relational inductive bias, we can shift the learning process towards exploiting relations. In this work, we learn action-conditional forward dynamics models of a simulated manipulation task from visual observations involving cluttered and irregularly shaped objects. We investigate two GNN approaches and empirically assess their capability to generalize to scenarios with novel and a…
This paper presents a novel data-driven technique based on the spatiotemporal pattern network (STPN) for energy/power prediction for complex dynamical systems. Built on symbolic dynamic filtering, the STPN framework is used to capture not only the individual system characteristics but also the pair-wise causal dependencies among different sub-systems. For quantifying the causal dependency, a mutual information based metric is presented. An energy prediction approach is subsequently proposed based on the STPN framework. For validating the proposed scheme, two case studies are presented, one inv…
Decoupling Distance and Networks: Hybrid Graph Attention-Geostatistical Methods for Spatio-temporal Risk Mapping
Federal University of Technology and Environmental Sciences（联邦科技大学与环境科学学院）；Federal University of Technology, Akure（阿库雷联邦科技大学）；University of Manchester（曼彻斯特大学）
TSCoNet: A Two-Stage Copula CNN-LSTM for Uncertainty-Aware Spatio-Temporal Forecasting
Department of Mathematical Sciences, Ball State University（数学科学系，巴尔的摩州立大学）；Statistics Discipline, Division of Science and Mathematics, University of Minnesota-Morris（统计学学科，明尼苏达-莫里斯大学）
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…
Many complex processes can be viewed as dynamical systems of interacting agents. In many cases, only the state sequences of individual agents are observed, while the interacting relations and the dynamical rules are unknown. The neural relational inference (NRI) model adopts graph neural networks that pass messages over a latent graph to jointly learn the relations and the dynamics based on the observed data. However, NRI infers the relations independently and suffers from error accumulation in multi-step prediction at dynamics learning procedure. Besides, relation reconstruction without prior…
The inference of network topologies from relational data is an important problem in data analysis. Exemplary applications include the reconstruction of social ties from data on human interactions, the inference of gene co-expression networks from DNA microarray data, or the learning of semantic relationships based on co-occurrences of words in documents. Solving these problems requires techniques to infer significant links in noisy relational data. In this short paper, we propose a new statistical modeling framework to address this challenge. It builds on generalized hypergeometric ensembles, …
Time Series Supplier Allocation via Deep Black-Litterman Model
Wuxi Wisdom Shenshi Technology Co., Ltd（无锡智慧沈氏科技有限公司）；University College London（伦敦大学学院）；Massachusetts Institute of Technology（麻省理工学院）；University of Chinese Academy of Sciences（中国科学院大学）；Peking University（北京大学）
To reduce passenger waiting time and driver search friction, ride-hailing companies need to accurately forecast spatio-temporal demand and supply-demand gap. However, due to spatio-temporal dependencies pertaining to demand and supply-demand gap in a ride-hailing system, making accurate forecasts for both demand and supply-demand gap is a difficult task. Furthermore, due to confidentiality and privacy issues, ride-hailing data are sometimes released to the researchers by removing spatial adjacency information of the zones, which hinders the detection of spatio-temporal dependencies. To that en…
The share of wind power in fuel mixes worldwide has increased considerably. The main ingredient when deriving wind power predictions are wind speed data; the closer to the wind farms, the better they forecast the power supply. The current paper proposes a hybrid model for predicting wind speeds at convenient locations. It is then applied to Southern California power price area. We build random fields with time series of gridded historical forecasts and actual wind speed observations. We estimate with ordinary kriging the spatial variability of the temporal parameters and derive predictions. Th…
How to dynamically measure the local-to-global spatio-temporal coherence between demand and supply networks is a fundamental task for ride-sourcing platforms, such as DiDi. Such coherence measurement is critically important for the quantification of the market efficiency and the comparison of different platform policies, such as dispatching. The aim of this paper is to introduce a graph-based equilibrium metric (GEM) to quantify the distance between demand and supply networks based on a weighted graph structure. We formulate GEM as the optimal objective value of an unbalanced transport problem…
Fraud Detection in Cryptocurrency Markets with Spatio-Temporal Graph Neural Networks
1 Faculty of Informatics, Universit\` a della Svizzera italiana , Lugano, Switzerland；2 School of Management；Law, Zurich University of Applied Sciences, Zurich, Switzerland
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））
Ludwig Maximilian Universität（路德维希-马克西米利安大学）；Helmholtz Zentrum München – German Research Center for Environmental Health（亥姆霍兹慕尼黑中心——德国环境健康研究中心）
During 2020, the infection rate of COVID-19 has been investigated by many scholars from different research fields. In this context, reliable and interpretable forecasts of disease incidents are a vital tool for policymakers to manage healthcare resources. Several experts have called for the necessity to account for human mobility to explain the spread of COVID-19. Existing approaches are often applying standard models of the respective research field. This habit, however, often comes along with certain restrictions. For instance, most statistical or epidemiological models cannot directly incor…
the University of Hong Kong（香港大学）；Musketeers Foundation Institute of Data Science（火枪手基金会数据科学研究院）
For bike sharing systems, demand prediction is crucial to ensure the timely re-balancing of available bikes according to predicted demand. Existing methods for bike sharing demand prediction are mostly based on its own historical demand variation, essentially regarding it as a closed system and neglecting the interaction between different transportation modes. This is particularly important for bike sharing because it is often used to complement travel through other modes (e.g., public transit). Despite some recent progress, no existing method is capable of leveraging spatiotemporal informatio…
A fundamental question in any peer-to-peer ride-sharing system is how to, both effectively and efficiently, meet the request of passengers to balance the supply and demand in real time. On the passenger side, traditional approaches focus on pricing strategies by increasing the probability of users' call to adjust the distribution of demand. However, previous methods do not take into account the impact of changes in strategy on future supply and demand changes, which means drivers are repositioned to different destinations due to passengers' calls, which will affect the driver's income for a pe…
Spatial Reasoning（空间推理）；The DesignSpace Group（设计空间集团）；University of Bremen（不来梅大学）；University of Münster（明斯特大学）
We present an inductive spatio-temporal learning framework rooted in inductive logic programming. With an emphasis on visuo-spatial language, logic, and cognition, the framework supports learning with relational spatio-temporal features identifiable in a range of domains involving the processing and interpretation of dynamic visuo-spatial imagery. We present a prototypical system, and an example application in the domain of computing for visual arts and computational cognitive science.
Ridesharing platforms are a type of two-sided marketplace where ``supply-demand balance'' is critical for market efficiency and yet is complex to define and analyze. We present a unified analytical framework based on the graph-based equilibrium metric (GEM) for quantifying the supply-demand spatiotemporal state and efficiency of a ridesharing marketplace. GEM was developed as a generalized Wasserstein distance between the supply and demand distributions in a ridesharing market and has been used as an evaluation metric for algorithms expected to improve supply-demand alignment. Building upon GE…
University of Cincinnati（辛辛那提大学）；University of Minnesota（明尼苏达大学）
Large volumes of spatio-temporal data are increasingly collected and studied in diverse domains including, climate science, social sciences, neuroscience, epidemiology, transportation, mobile health, and Earth sciences. Spatio-temporal data differs from relational data for which computational approaches are developed in the data mining community for multiple decades, in that both spatial and temporal attributes are available in addition to the actual measurements/attributes. The presence of these attributes introduces additional challenges that needs to be dealt with. Approaches for mining spa…
Timestamp-Aware Spatio-Temporal Graph Contrastive Learning for Network Intrusion Detection
Central South University of Forestry and Technology, School of Computer Science and Mathematics（中央林业科技大学计算机科学与数学学院）；Central South University, School of Computer Science and Engineering（中南大学计算机科学与工程学院）
RAST-MoE-RL: A Regime-Aware Spatio-Temporal MoE Framework for Deep Reinforcement Learning in Ride-Hailing
Massachusetts Institute of Technology（麻省理工学院）；Tongji University（同济大学）；University of California, Berkeley（加州大学伯克利分校）；Carnegie Mellon University（卡内基梅隆大学）；McGill University（麦吉尔大学）；Northeastern University（东北大学）
Hong Kong University of Science and Technology（香港科技大学）；Zhejiang University（浙江大学）
Short-term passenger demand forecasting is of great importance to the on-demand ride service platform, which can incentivize vacant cars moving from over-supply regions to over-demand regions. The spatial dependences, temporal dependences, and exogenous dependences need to be considered simultaneously, however, which makes short-term passenger demand forecasting challenging. We propose a novel deep learning (DL) approach, named the fusion convolutional long short-term memory network (FCL-Net), to address these three dependences within one end-to-end learning architecture. The model is stacked …
Advancing Enterprise Spatio-Temporal Forecasting Applications: Data Mining Meets Instruction Tuning of Language Models For Multi-modal Time Series Analysis in Low-Resource Settings
EAGLE: Edge-Aware Graph Learning for Proactive Delivery Delay Prediction in Smart Logistics Networks
College of Engineering, Northeastern University（东北大学工程学院）；School of Engineering, Santa Clara University（圣克拉拉大学工程学院）；Department of Chemistry and Chemical Biology, University of New Mexico（新墨西哥大学化学与化学生物学系）
