Time-series forecasting is an important problem across a wide range of domains. Designing accurate and prompt forecasting algorithms is a non-trivial task, as temporal data that arise in real applications often involve both non-linear dynamics and linear dependencies, and always have some mixtures of sequential and periodic patterns, such as daily, weekly repetitions, and so on. At this point, however, most recent deep models often use Recurrent Neural Networks (RNNs) to capture these temporal patterns, which is hard to parallelize and not fast enough for real-world applications especially when a huge amount of user requests are coming. Recently, CNNs have demonstrated significant advantages for sequence modeling tasks over the de-facto RNNs, while providing high computational efficiency due to the inherent parallelism. In this work, we propose HyDCNN, a novel hybrid framework based on fully Dilated CNN for time-series forecasting tasks. The core component in HyDCNN is a proposed hybrid module, in which our proposed position-aware dilated CNNs are utilized to capture the sequential non-linear dynamics and an autoregressive model is leveraged to capture the sequential linear dependencies. To further capture the periodic temporal patterns, a novel hop scheme is introduced in the hybrid module. HyDCNN is then composed of multiple hybrid modules to capture the sequential and periodic patterns. Each of these hybrid modules targets on either the sequential pattern or one kind of periodic patterns. Extensive experiments on five real-world datasets have shown that the proposed HyDCNN is better compared with state-of-the-art baselines and is at least 200% better than RNN baselines. The datasets and source code will be published in Github to facilitate more future work.

Traffic flow prediction is crucial for public safety and traffic management, and remains a big challenge because of many complicated factors, e.g., multiple spatio-temporal dependencies, holidays, and weather. Some work leveraged 2D convolutional neural networks (CNNs) and long short-term memory networks (LSTMs) to explore spatial relations and temporal relations, respectively, which outperformed the classical approaches. However, it is hard for these work to model spatio-temporal relations jointly. To tackle this, some studies utilized LSTMs to connect high-level layers of CNNs, but left the spatio-temporal correlations not fully exploited in low-level layers. In this work, we propose novel spatio-temporal CNNs to extract spatio-temporal features simultaneously from low-level to high-level layers, and propose a novel gated scheme to control the spatio-temporal features that should be propagated through the hierarchy of layers. Based on these, we propose an end-to-end framework, multiple gated spatio-temporal CNNs (MGSTC), for citywide traffic flow prediction. MGSTC can explore multiple spatio-temporal dependencies through multiple gated spatio-temporal CNN branches, and combine the spatio-temporal features with external factors dynamically. Extensive experiments on two real traffic datasets demonstrates that MGSTC outperforms other state-of-the-art baselines.

Predicting vehicle flows is of great importance to traffic management and public safety in smart cities, and very challenging as it is affected by many complex factors, such as spatio-temporal dependencies with external factors (e.g., holidays, events and weather). Recently, deep learning has shown remarkable performance on traditional challenging tasks, such as image classification, due to its powerful feature learning capabilities. Some works have utilized LSTMs to connect the high-level layers of 2D convolutional neural networks (CNNs) to learn the spatio-temporal features, and have shown better performance as compared to many classical methods in traffic prediction. However, these works only build temporal connections on the high-level features at the top layer while leaving the spatio-temporal correlations in the low-level layers not fully exploited. In this paper, we propose to apply 3D CNNs to learn the spatio-temporal correlation features jointly from low-level to high-level layers for traffic data. We also design an end-to-end structure, named as MST3D, especially for vehicle flow prediction. MST3D can learn spatial and multiple temporal dependencies jointly by multiple 3D CNNs, combine the learned features with external factors and assign different weights to different branches dynamically. To the best of our knowledge, it is the first framework that utilizes 3D CNNs for traffic prediction. Experiments on two vehicle flow datasets Beijing and New York City have demonstrated that the proposed framework, MST3D, outperforms the state-of-the-art methods.