Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities. Existing methods, particularly those based on Transformer architectures, compute pairwise dependencies across all time steps, leading to a computational complexity that scales quadratically with the length of the input. To overcome these challenges, we introduce the Forecaster with Offline Clustering Using Segments (FOCUS), a novel approach to MTS forecasting that simplifies long-range dependency modeling through the use of prototypes extracted via offline clustering. These prototypes encapsulate high-level events in the real-world system underlying the data, summarizing the key characteristics of similar time segments. In the online phase, FOCUS dynamically adapts these patterns to the current input and captures dependencies between the input segment and high-level events, enabling both accurate and efficient forecasting. By identifying prototypes during the offline clustering phase, FOCUS reduces the computational complexity of modeling long-range dependencies in the online phase to linear scaling. Extensive experiments across diverse benchmarks demonstrate that FOCUS achieves state-of-the-art accuracy while significantly reducing computational costs.

Spatio-temporal forecasting is a critical component of various smart city applications, such as transportation optimization, energy management, and socio-economic analysis. Recently, several automated spatio-temporal forecasting methods have been proposed to automatically search the optimal neural network architecture for capturing complex spatio-temporal dependencies. However, the existing automated approaches suffer from expensive neural architecture search overhead, which hinders their practical use and the further exploration of diverse spatio-temporal operators in a finer granularity. In this paper, we propose AutoSTF, a decoupled automatic neural architecture search framework for cost-effective automated spatio-temporal forecasting. From the efficiency perspective, we first decouple the mixed search space into temporal space and spatial space and respectively devise representation compression and parameter-sharing schemes to mitigate the parameter explosion. The decoupled spatio-temporal search not only expedites the model optimization process but also leaves new room for more effective spatio-temporal dependency modeling. From the effectiveness perspective, we propose a multi-patch transfer module to jointly capture multi-granularity temporal dependencies and extend the spatial search space to enable finer-grained layer-wise spatial dependency search. Extensive experiments on eight datasets demonstrate the superiority of AutoSTF in terms of both accuracy and efficiency. Specifically, our proposed method achieves up to 13.48x speed-up compared to state-of-the-art automatic spatio-temporal forecasting methods while maintaining the best forecasting accuracy. The source code and data are available at https://github.com/usail-hkust/AutoSTF.

Training models on spatio-temporal (ST) data poses an open problem due to the complicated and diverse nature of the data itself, and it is challenging to ensure the model's performance directly trained on the original ST data. While limiting the variety of training data can make training easier, it can also lead to a lack of knowledge and information for the model, resulting in a decrease in performance. To address this challenge, we presented an innovative paradigm that incorporates three separate forms of curriculum learning specifically targeting from spatial, temporal, and quantile perspectives. Furthermore, our framework incorporates a stacking fusion module to combine diverse information from three types of curriculum learning, resulting in a strong and thorough learning process. We demonstrated the effectiveness of this framework with extensive empirical evaluations, highlighting its better performance in addressing complex ST challenges. We provided thorough ablation studies to investigate the effectiveness of our curriculum and to explain how it contributes to the improvement of learning efficiency on ST data.

Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental challenge. Therefore, we propose a novel Heterogeneity-Informed Meta-Parameter Learning scheme. Specifically, our approach implicitly captures spatiotemporal heterogeneity through learning spatial and temporal embeddings, which can be viewed as a clustering process. Then, a novel spatiotemporal meta-parameter learning paradigm is proposed to learn spatiotemporal-specific parameters from meta-parameter pools, which is informed by the captured heterogeneity. Based on these ideas, we develop a Heterogeneity-Informed Spatiotemporal Meta-Network (HimNet) for spatiotemporal time series forecasting. Extensive experiments on five widely-used benchmarks demonstrate our method achieves state-of-the-art performance while exhibiting superior interpretability. Our code is available at https://github.com/XDZhelheim/HimNet.

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world applications. Compared to modeling time series or multivariate time series, which has received much attention and achieved tremendous progress in recent years, tensor time series has been paid less effort. However, properly coping with the TTS is a much more challenging task, due to its high-dimensional and complex inner structure. In this article, we start by revealing the structure of TTS data from afn statistical view of point. Then, in line with this analysis, we perform T ensor T ime S eries forecasting via a proposed Multi-way Norm alization ( TTS-Norm ), which effectively disentangles multiple heterogeneous low-dimensional substructures from the original high-dimensional structure. Finally, we design a novel objective function for TTS forecasting, accounting for the numerical heterogeneity among different low-dimensional subspaces of TTS. Extensive experiments on two real-world datasets verify the superior performance of our proposed model. 1

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a adaptive, interpretable and scalable forecasting framework, which seeks to individually model each component of the spatial-temporal patterns. We name this framework SCNN, as an acronym ofStructuredComponent-basedNeuralNetwork. SCNN works with a pre-defined generative process of MTS, which arithmetically characterizes the latent structure of the spatial-temporal patterns. In line with its reverse process, SCNN decouples MTS data into structured and heterogeneous components and then respectively extrapolates the evolution of these components, the dynamics of which are more traceable and predictable than the original MTS. Extensive experiments are conducted to demonstrate that SCNN can achieve superior performance over state-of-the-art models on three real-world datasets. Additionally, we examine SCNN with different configurations and perform in-depth analyses of the properties of SCNN.

With the rapid development of the Intelligent Transportation System (ITS), accurate traffic forecasting has emerged as a critical challenge. The key bottleneck lies in capturing the intricate spatio-temporal traffic patterns. In recent years, numerous neural networks with complicated architectures have been proposed to address this issue. However, the advancements in network architectures have encountered diminishing performance gains. In this study, we present a novel component called spatio-temporal adaptive embedding that can yield outstanding results with vanilla transformers. Our proposed Spatio-Temporal Adaptive Embedding transformer (STAEformer) achieves state-of-the-art performance on five real-world traffic forecasting datasets. Further experiments demonstrate that spatio-temporal adaptive embedding plays a crucial role in traffic forecasting by effectively capturing intrinsic spatio-temporal relations and chronological information in traffic time series.

Few-shot question answering (QA) aims at precisely discovering answers to a set of questions from context passages while only a few training samples are available. Although existing studies have made some progress and can usually achieve proper results, they suffer from understanding deep semantics for reasoning out the questions. In this paper, we develop Gotta, a Generative prOmpT-based da Ta Augmentation framework to mitigate the challenge above. Inspired by the human reasoning process, we propose to integrate the cloze task to enhance few-shot QA learning. Following the recent success of prompt-tuning, we present the cloze task in the same format as the main QA task, allowing the model to learn both tasks seamlessly together to fully take advantage of the power of prompt-tuning. Extensive experiments on widely used benchmarks demonstrate that Gotta consistently outperforms competitive baselines, validating the effectiveness of our proposed prompt-tuning-based cloze task, which not only fine-tunes language models but also learns to guide reasoning in QA tasks. Further analysis shows that the prompt-based loss incorporates the auxiliary task better than the multi-task loss, highlighting the strength of prompt-tuning on the few-shot QA task.

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system and their specific dynamics are usually unknown. The hybrid nature of such a dynamical system is a result of complex external attributes, such as geographic location and time of day, each of which can be categorized into either spatial attributes or temporal attributes. Therefore, there are two fundamental views which can be used to analyze MTS data, namely the spatial view and the temporal view. Moreover, from each of these two views, we can partition the set of data samples of MTS into disjoint forecasting tasks in accordance with their associated attribute values. Then, samples of the same task will manifest similar forthcoming pattern, which is less sophisticated to be predicted in comparison with the original single-view setting. Considering this insight, we propose a novel multi-view multi-task (MVMT) learning framework for MTS forecasting. Instead of being explicitly presented in most scenarios, MVMT information is deeply concealed in the MTS data, which severely hinders the model from capturing it naturally. To this end, we develop two kinds of basic operations, namely task-wise affine transformation and task-wise normalization, respectively. Applying these two operations with prior knowledge on the spatial and temporal view allows the model to adaptively extract MVMT information while predicting. Extensive experiments on three datasets are conducted to illustrate that canonical architectures can be greatly enhanced by the MVMT learning framework in terms of both effectiveness and efficiency. In addition, we design rich case studies to reveal the properties of representations produced at different phases in the entire prediction procedure.

Friend recommendation from human mobility is a vital real-world application of location-based social networks (LBSN). It is necessary to recognize patterns from human mobility to assist friend recommendation because previous works have shown complex relations between them. However, most of previous works either modelled social networks and user trajectories separately, or only used classical simple graph-based methods with an edge linking two nodes that cannot fully model the complex data structure of LBSN. Inspired by the fact that hyperedges can connect multiple nodes of different types, we model user trajectories and check-in records as hyperedges in a novel heterogeneous LBSN hypergraph to represent complex spatio-temporal information. And then, we design a type-specific attention mechanism for an end-to-end trainable heterogeneous hypergraph neural network (HHGNN) with supervised contrastive learning, which can learn hypergraph node embedding for the next friend recommendation task. At last, our model HHGNN outperforms the state-of-the-art methods on four real-world city datasets, while ablation studies also confirm the effectiveness of each model part.

Nowadays, with the rapid development of IoT (Internet of Things) and CPS (Cyber-Physical Systems) technologies, big spatiotemporal data are being generated from mobile phones, car navigation systems, and traffic sensors. By leveraging state-of-the-art deep learning technologies on such data, urban traffic prediction has drawn a lot of attention in AI and Intelligent Transportation System community. The problem can be uniformly modeled with a 3D tensor (T, N, C), where T denotes the total time steps, N denotes the size of the spatial domain (i.e., mesh-grids or graph-nodes), and C denotes the channels of information. According to the specific modeling strategy, the state-of-the-art deep learning models can be divided into three categories: grid-based, graph-based, and multivariate time-series models. In this study, we first synthetically review the deep traffic models as well as the widely used datasets, then build a standard benchmark to comprehensively evaluate their performances with the same settings and metrics. Our study named DL-Traff is implemented with two most popular deep learning frameworks, i.e., TensorFlow and PyTorch, which is already publicly available as two GitHub repositories https://github.com/deepkashiwa20/DL-Traff-Grid and https://github.com/deepkashiwa20/DL-Traff-Graph. With DL-Traff, we hope to deliver a useful resource to researchers who are interested in spatiotemporal data analysis.

Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real world. Any instance of MTS is generated from a hybrid dynamical system with their specific dynamics normally unknown. The hybrid nature of such a dynamical system is a result of complex external impacts, which can be summarized as high-frequency and low-frequency from the temporal view, or global and local if we take the spatial view. These impacts also determine the forthcoming development of MTS making them paramount to capture in a time series forecasting task. However, conventional methods face intrinsic difficulties in disentangling the components yielded by each kind of impact from the raw data. To this end, we propose two kinds of normalization modules -- temporal and spatial normalization -- which separately refine the high-frequency component and the local component underlying the raw data. Moreover, both modules can be readily integrated into canonical deep learning architectures such as Wavenet and Transformer. Extensive experiments on three datasets are conducted to illustrate that, with additional normalization modules, the performance of the canonical architectures can be enhanced by a large margin in the application of MTS and achieves state-of-the-art results compared with existing MTS models.

Transportation demand forecasting is a topic of large practical value. However, the model that fits the demand of one transportation by only considering the historical data of its own could be vulnerable since random fluctuations could easily impact the modeling. On the other hand, common factors like time and region attribute, drive the evolution demand of different transportation, leading to a co-evolving intrinsic property between different kinds of transportation. In this work, we focus on exploring the co-evolution between different modes of transport, e.g., taxi demand and shared-bike demand. Two significant challenges impede the discovery of the co-evolving pattern: (1) diversity of the co-evolving correlation, which varies from region to region and time to time. (2) Multi-modal data fusion. Taxi demand and shared-bike demand are time-series data, which have different representations with the external factors. Moreover, the distribution of taxi demand and bike demand are not identical. To overcome these challenges, we propose a novel method, known as co-evolving spatial temporal neural network (CEST). CEST learns a multi-view demand representation for each mode of transport, extracts the co-evolving pattern, then predicts the demand for the target transportation based on multi-scale representation, which includes fine-scale demand information and coarse-scale pattern information. We conduct extensive experiments to validate the superiority of our model over the state-of-art models.