MemDA: Forecasting Urban Time Series with Memory-based Drift Adaptation

Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city. However, with the dramatic and rapid changes in the world environment, the assumption that data obey Independent Identically Distribution is undermined by the subsequent changes in data distribution, known as concept drift, leading to weak replicability and transferability of the model over unseen data. To address the issue, previous approaches typically retrain the model, forcing it to fit the most recent observed data. However, retraining is problematic in that it leads to model lag, consumption of resources, and model re-invalidation, causing the drift problem to be not well solved in realistic scenarios. In this study, we propose a new urban time series prediction model for the concept drift problem, which encodes the drift by considering the periodicity in the data and makes on-the-fly adjustments to the model based on the drift using a meta-dynamic network. Experiments on real-world datasets show that our design significantly outperforms state-of-the-art methods and can be well generalized to existing prediction backbones by reducing their sensitivity to distribution changes.Comment: Accepted by CIKM 202

MegaCRN: Meta-Graph Convolutional Recurrent Network for Spatio-Temporal Modeling

Spatio-temporal modeling as a canonical task of multivariate time series forecasting has been a significant research topic in AI community. To address the underlying heterogeneity and non-stationarity implied in the graph streams, in this study, we propose Spatio-Temporal Meta-Graph Learning as a novel Graph Structure Learning mechanism on spatio-temporal data. Specifically, we implement this idea into Meta-Graph Convolutional Recurrent Network (MegaCRN) by plugging the Meta-Graph Learner powered by a Meta-Node Bank into GCRN encoder-decoder. We conduct a comprehensive evaluation on two benchmark datasets (METR-LA and PEMS-BAY) and a large-scale spatio-temporal dataset that contains a variaty of non-stationary phenomena. Our model outperformed the state-of-the-arts to a large degree on all three datasets (over 27% MAE and 34% RMSE). Besides, through a series of qualitative evaluations, we demonstrate that our model can explicitly disentangle locations and time slots with different patterns and be robustly adaptive to different anomalous situations. Codes and datasets are available at https://github.com/deepkashiwa20/MegaCRN.Comment: Preprint submitted to Artificial Intelligence. arXiv admin note: substantial text overlap with arXiv:2211.1470

GradedDAG: An Asynchronous DAG-based BFT Consensus with Lower Latency

To enable parallel processing, the Directed Acyclic Graph (DAG) structure is introduced to the design of asynchronous Byzantine Fault Tolerant (BFT) consensus protocols, known as DAG-based BFT. Existing DAG-based BFT protocols operate in successive waves, with each wave containing three or four Reliable Broadcast (RBC) rounds to broadcast data, resulting in high latency due to the three communication steps required in each RBC. For instance, Tusk, a state-of-the-art DAG-based BFT protocol, has a good-case latency of 7 communication steps and an expected worst latency of 21 communication steps. To reduce latency, we propose GradedDAG, a new DAG-based BFT consensus protocol based on our adapted RBC called Graded RBC (GRBC) and the Consistent Broadcast (CBC), with each wave consisting of only one GRBC round and one CBC round. Through GRBC, a replica can deliver data with a grade of 1 or 2, and a non-faulty replica delivering the data with grade 2 can ensure that more than 2/3 of replicas have delivered the same data. Meanwhile, through CBC, data delivered by different non-faulty replicas must be identical. In each wave, a block in the GRBC round will be elected as the leader. If a leader block has been delivered with grade 2, it and all its ancestor blocks can be committed. GradedDAG offers a good-case latency of 4 communication steps and an expected worst latency of 7.5 communication steps, significantly lower than the state-of-theart. Experimental results demonstrate GradedDAG’s feasibility and efficiency

Spatio-Temporal Meta-Graph Learning for Traffic Forecasting

Traffic forecasting as a canonical task of multivariate time series forecasting has been a significant research topic in AI community. To address the spatio-temporal heterogeneity and non-stationarity implied in the traffic stream, in this study, we propose Spatio-Temporal Meta-Graph Learning as a novel Graph Structure Learning mechanism on spatio-temporal data. Specifically, we implement this idea into Meta-Graph Convolutional Recurrent Network (MegaCRN) by plugging the Meta-Graph Learner powered by a Meta-Node Bank into GCRN encoder-decoder. We conduct a comprehensive evaluation on two benchmark datasets (i.e., METR-LA and PEMS-BAY) and a new large-scale traffic speed dataset called EXPY-TKY that covers 1843 expressway road links in Tokyo. Our model outperformed the state-of-the-arts on all three datasets. Besides, through a series of qualitative evaluations, we demonstrate that our model can explicitly disentangle the road links and time slots with different patterns and be robustly adaptive to any anomalous traffic situations. Codes and datasets are available at https://github.com/deepkashiwa20/MegaCRN