Traffic prediction remains a key challenge in spatio-temporal data mining, despite progress in deep learning. Accurate forecasting is hindered by the complex influence of external factors such as traffic accidents and regulations, often overlooked by existing models due to limited data integration. To address these limitations, we present two enriched traffic datasets from Tokyo and California, incorporating traffic accident and regulation data. Leveraging these datasets, we propose ConFormer (Conditional Transformer), a novel framework that integrates graph propagation with guided normalization layer. This design dynamically adjusts spatial and temporal node relationships based on historical patterns, enhancing predictive accuracy. Our model surpasses the state-of-the-art STAEFormer in both predictive performance and efficiency, achieving lower computational costs and reduced parameter demands. Extensive evaluations demonstrate that ConFormer consistently outperforms mainstream spatio-temporal baselines across multiple metrics, underscoring its potential to advance traffic prediction research. The code is released in https://github.com/Dreamzz5/ConFormer.

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current inputs and historical patterns. These deviations contain critical signals that can significantly affect model performance. To fill this gap, we propose $\textbf{ST-SSDL}$, a $\underline{S}$patio-$\underline{T}$emporal time series forecasting framework that incorporates a $\underline{S}$elf-$\underline{S}$upervised $\underline{D}$eviation $\underline{L}$earning scheme to capture and utilize such deviations. ST-SSDL anchors each input to its historical average and discretizes the latent space using learnable prototypes that represent typical spatio-temporal patterns. Two auxiliary objectives are proposed to refine this structure: a contrastive loss that enhances inter-prototype discriminability and a deviation loss that regularizes the distance consistency between input representations and corresponding prototypes to quantify deviation. Optimized jointly with the forecasting objective, these components guide the model to organize its hidden space and improve generalization across diverse input conditions. Experiments on six benchmark datasets show that ST-SSDL consistently outperforms state-of-the-art baselines across multiple metrics. Visualizations further demonstrate its ability to adaptively respond to varying levels of deviation in complex spatio-temporal scenarios. Our code and datasets are available at https://github.com/Jimmy-7664/ST-SSDL.

This study addresses the issue of graph generation with generative models. In particular, we are concerned with graph community augmentation problem, which refers to the problem of generating unseen or unfamiliar graphs with a new community out of the probability distribution estimated with a given graph dataset. The graph community augmentation means that the generated graphs have a new community. There is a chance of discovering an unseen but important structure of graphs with a new community, for example, in a social network such as a purchaser network. Graph community augmentation may also be helpful for generalization of data mining models in a case where it is difficult to collect real graph data enough. In fact, there are many ways to generate a new community in an existing graph. It is desirable to discover a new graph with a new community beyond the given graph while we keep the structure of the original graphs to some extent for the generated graphs to be realistic. To this end, we propose an algorithm called the graph community augmentation (GCA). The key ideas of GCA are (i) to fit Gaussian mixture model (GMM) to data points in the latent space into which the nodes in the original graph are embedded, and (ii) to add data points in the new cluster in the latent space for generating a new community based on the minimum description length (MDL) principle. We empirically demonstrate the effectiveness of GCA for generating graphs with a new community structure on synthetic and real datasets.

Trajectory data is central to many applications with moving objects due to the popularity of Global Positioning System (GPS) devices. Raw trajectory data is usually of large volume, which incurs high storage and processing costs and require heavy computational cost for post process. A promising approach to tackling this issue is to map raw trajectory data to a sequence of discretized road links (symbols) on a road network, which is called map-matching. However, existing map-matching algorithms also require heavy computational cost. In this paper, we propose a new offline trajectory simplification metric suitable for map-matching on road network. We present a polynomial-time algorithm for quality optimal closest road preserving simplification. Additionally, we conduct experimental evaluation with real-life trajectory datasets and the results demonstrate the superior performance of our methods.

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.

Next Point-of-Interest (POI) recommendation plays a crucial role in urban mobility applications. Recently, POI recommendation models based on Graph Neural Networks (GNN) have been extensively studied and achieved, however, the effective incorporation of both spatial and temporal information into such GNN-based models remains challenging. Temporal information is extracted from users' trajectories, while spatial information is obtained from POIs. Extracting distinct fine-grained features unique to each piece of information is difficult since temporal information often includes spatial information, as users tend to visit nearby POIs. To address the challenge, we propose Mobility Graph Transformer (MobGT) that enables us to fully leverage graphs to capture both the spatial and temporal features in users' mobility patterns. MobGT combines individual spatial and temporal graph encoders to capture unique features and global user-location relations. Additionally, it incorporates a mobility encoder based on Graph Transformer to extract higher-order information between POIs. To address the long-tailed problem in spatial-temporal data, MobGT introduces a novel loss function, Tail Loss. Experimental results demonstrate that MobGT outperforms state-of-the-art models on various datasets and metrics, achieving 24% improvement on average. Our codes are available at https://github.com/Yukayo/MobGT.

This study addresses the issue of balancing graph summarization and graph change detection. Graph summarization compresses large-scale graphs into a smaller scale. However, the question remains: To what extent should the original graph be compressed? This problem is solved from the perspective of graph change detection, aiming to detect statistically significant changes using a stream of summary graphs. If the compression rate is extremely high, important changes can be ignored, whereas if the compression rate is extremely low, false alarms may increase with more memory. This implies that there is a trade-off between compression rate in graph summarization and accuracy in change detection. We propose a novel quantitative methodology to balance this trade-off to simultaneously realize reliable graph summarization and change detection. We introduce a probabilistic structure of hierarchical latent variable model into a graph, thereby designing a parameterized summary graph on the basis of the minimum description length principle. The parameter specifying the summary graph is then optimized so that the accuracy of change detection is guaranteed to suppress Type I error probability (probability of raising false alarms) to be less than a given confidence level. First, we provide a theoretical framework for connecting graph summarization with change detection. Then, we empirically demonstrate its effectiveness on synthetic and real datasets.

This paper addresses the issue of detecting hierarchical changes in latent variable models (HCDL) from data streams. There are three different levels of changes for latent variable models: 1) the first level is the change in data distribution for fixed latent variables, 2) the second one is that in the distribution over latent variables, and 3) the third one is that in the number of latent variables. It is important to detect these changes because we can analyze the causes of changes by identifying which level a change comes from (change interpretability). This paper proposes an information-theoretic framework for detecting changes of the three levels in a hierarchical way. The key idea to realize it is to employ the MDL (minimum description length) change statistics for measuring the degree of change, in combination with DNML (decomposed normalized maximum likelihood) code-length calculation. We give a theoretical basis for making reliable alarms for changes. Focusing on stochastic block models, we employ synthetic and benchmark datasets to empirically demonstrate the effectiveness of our framework in terms of change interpretability as well as change detection.

We are concerned with the issue of detecting model changes in probability distributions. We specifically consider the strategies based on the minimum description length (MDL) principle. We theoretically analyze their basic performance from the two aspects: data compression and hypothesis testing. From the view of data compression, we derive a new bound on the minimax regret for model changes. Here, the mini-max regret is defined as the minimum of the worst-case code-length relative to the least normalized maximum likelihood code-length over all model changes. From the view of hypothesis testing, we reduce the model change detection into a simple hypothesis testing problem. We thereby derive upper bounds on error probabilities for the MDL-based model change test. The error probabilities are valid for finite sample size and are related to the information-theoretic complexity as well as the discrepancy measure of the hypotheses to be tested.