Online Metro Origin-Destination Prediction via Heterogeneous Information Aggregation

Metro origin-destination prediction is a crucial yet challenging time-series analysis task in intelligent transportation systems, which aims to accurately forecast two specific types of cross-station ridership, i.e., Origin-Destination (OD) one and Destination-Origin (DO) one. However, complete OD matrices of previous time intervals can not be obtained immediately in online metro systems, and conventional methods only used limited information to forecast the future OD and DO ridership separately. In this work, we proposed a novel neural network module termed Heterogeneous Information Aggregation Machine (HIAM), which fully exploits heterogeneous information of historical data (e.g., incomplete OD matrices, unfinished order vectors, and DO matrices) to jointly learn the evolutionary patterns of OD and DO ridership. Specifically, an OD modeling branch estimates the potential destinations of unfinished orders explicitly to complement the information of incomplete OD matrices, while a DO modeling branch takes DO matrices as input to capture the spatial-temporal distribution of DO ridership. Moreover, a Dual Information Transformer is introduced to propagate the mutual information among OD features and DO features for modeling the OD-DO causality and correlation. Based on the proposed HIAM, we develop a unified Seq2Seq network to forecast the future OD and DO ridership simultaneously. Extensive experiments conducted on two large-scale benchmarks demonstrate the effectiveness of our method for online metro origin-destination prediction

Triformer:Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting--Full Version

A variety of real-world applications rely on far future information to make decisions, thus calling for efficient and accurate long sequence multivariate time series forecasting. While recent attention-based forecasting models show strong abilities in capturing long-term dependencies, they still suffer from two key limitations. First, canonical self attention has a quadratic complexity w.r.t. the input time series length, thus falling short in efficiency. Second, different variables' time series often have distinct temporal dynamics, which existing studies fail to capture, as they use the same model parameter space, e.g., projection matrices, for all variables' time series, thus falling short in accuracy. To ensure high efficiency and accuracy, we propose Triformer, a triangular, variable-specific attention. (i) Linear complexity: we introduce a novel patch attention with linear complexity. When stacking multiple layers of the patch attentions, a triangular structure is proposed such that the layer sizes shrink exponentially, thus maintaining linear complexity. (ii) Variable-specific parameters: we propose a light-weight method to enable distinct sets of model parameters for different variables' time series to enhance accuracy without compromising efficiency and memory usage. Strong empirical evidence on four datasets from multiple domains justifies our design choices, and it demonstrates that Triformer outperforms state-of-the-art methods w.r.t. both accuracy and efficiency. This is an extended version of "Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting", to appear in IJCAI 2022 [Cirstea et al., 2022a], including additional experimental results

Spatio-Temporal Dual Graph Neural Networks for Travel Time Estimation

Travel time estimation is one of the core tasks for the development of intelligent transportation systems. Most previous works model the road segments or intersections separately by learning their spatio-temporal characteristics to estimate travel time. However, due to the continuous alternations of the road segments and intersections in a path, the dynamic features are supposed to be coupled and interactive. Therefore, modeling one of them limits further improvement in accuracy of estimating travel time. To address the above problems, a novel graph-based deep learning framework for travel time estimation is proposed in this paper, namely Spatio-Temporal Dual Graph Neural Networks (STDGNN). Specifically, we first establish the node-wise and edge-wise graphs to respectively characterize the adjacency relations of intersections and that of road segments. In order to extract the joint spatio-temporal correlations of the intersections and road segments, we adopt the spatio-temporal dual graph learning approach that incorporates multiple spatial-temporal dual graph learning modules with multi-scale network architectures for capturing multi-level spatial-temporal information from the dual graph. Finally, we employ the multi-task learning approach to estimate the travel time of a given whole route, each road segment and intersection simultaneously. We conduct extensive experiments to evaluate our proposed model on three real-world trajectory datasets, and the experimental results show that STDGNN significantly outperforms several state-of-art baselines

Inductive Graph Transformer for Delivery Time Estimation

Providing accurate estimated time of package delivery on users' purchasing pages for e-commerce platforms is of great importance to their purchasing decisions and post-purchase experiences. Although this problem shares some common issues with the conventional estimated time of arrival (ETA), it is more challenging with the following aspects: 1) Inductive inference. Models are required to predict ETA for orders with unseen retailers and addresses; 2) High-order interaction of order semantic information. Apart from the spatio-temporal features, the estimated time also varies greatly with other factors, such as the packaging efficiency of retailers, as well as the high-order interaction of these factors. In this paper, we propose an inductive graph transformer (IGT) that leverages raw feature information and structural graph data to estimate package delivery time. Different from previous graph transformer architectures, IGT adopts a decoupled pipeline and trains transformer as a regression function that can capture the multiplex information from both raw feature and dense embeddings encoded by a graph neural network (GNN). In addition, we further simplify the GNN structure by removing its non-linear activation and the learnable linear transformation matrix. The reduced parameter search space and linear information propagation in the simplified GNN enable the IGT to be applied in large-scale industrial scenarios. Experiments on real-world logistics datasets show that our proposed model can significantly outperform the state-of-the-art methods on estimation of delivery time. The source code is available at: https://github.com/enoche/IGT-WSDM23.Comment: 9 pages, accepted to WSDM 202

Towards Spatio-Temporal Aware Traffic Time Series Forecasting--Full Version

Traffic time series forecasting is challenging due to complex spatio-temporal dynamics time series from different locations often have distinct patterns; and for the same time series, patterns may vary across time, where, for example, there exist certain periods across a day showing stronger temporal correlations. Although recent forecasting models, in particular deep learning based models, show promising results, they suffer from being spatio-temporal agnostic. Such spatio-temporal agnostic models employ a shared parameter space irrespective of the time series locations and the time periods and they assume that the temporal patterns are similar across locations and do not evolve across time, which may not always hold, thus leading to sub-optimal results. In this work, we propose a framework that aims at turning spatio-temporal agnostic models to spatio-temporal aware models. To do so, we encode time series from different locations into stochastic variables, from which we generate location-specific and time-varying model parameters to better capture the spatio-temporal dynamics. We show how to integrate the framework with canonical attentions to enable spatio-temporal aware attentions. Next, to compensate for the additional overhead introduced by the spatio-temporal aware model parameter generation process, we propose a novel window attention scheme, which helps reduce the complexity from quadratic to linear, making spatio-temporal aware attentions also have competitive efficiency. We show strong empirical evidence on four traffic time series datasets, where the proposed spatio-temporal aware attentions outperform state-of-the-art methods in term of accuracy and efficiency. This is an extended version of "Towards Spatio-Temporal Aware Traffic Time Series Forecasting", to appear in ICDE 2022 [1], including additional experimental results.Comment: Accepted at ICDE 202