Irregular time series analysis is increasingly essential in data management due to the proliferation of complex data irregularly sampled by real-world systems. Traditional time series models, including RNN-based models and transformer variants, face significant challenges in generalizing to continuous-time paradigms, which are essential for capturing the ongoing dynamics of irregular time series. Neural Ordinary Differential Equations (NODEs) assume a continuous latent dynamic and provide an elegant framework for irregular time series analysis, yet they suffer from limitations like fragmented latent processes and the inability to fully exploit interdependencies among observations. To address these challenges, we propose a novel Differentiable hidden state enhanced neural ODE framework, termed DIFFODE, designed to effectively model irregular time series. Concretely, we introduce an attention-based differential hidden state that maps irregular observations into a continuous hidden state space, enabling the extraction of latent dynamics while preserving temporal continuity. Leveraging the theory of generalized inverses, DIFFODE innovatively derives ODEs to describe hidden state dynamics. Furthermore, we incorporate the Hoyer metric into our framework to enhance its capacity to capture subtle yet critical temporal shifts, significantly improving the accuracy of time series modeling. Extensive experiments on both synthetic and real-world datasets demonstrate the effectiveness of DIFFODE across three key tasks, including irregular time series classification, interpolation, and extrapolation.

Traffic prediction is a crucial task in the Intelligent Transportation System (ITS), receiving significant attention from both industry and academia. Numerous spatio-temporal graph convolutional networks have emerged for traffic prediction and achieved remarkable success. However, these models have limitations in terms of generalization and scalability when dealing with Out-of-Distribution (OOD) graph data with both structural and temporal shifts. To tackle the challenges of spatio-temporal shift, we propose a framework called STONE by learning invariable node dependencies, which achieve stable performance in variable environments. STONE initially employs gated-transformers to extract spatial and temporal semantic graphs. These two kinds of graphs represent spatial and temporal dependencies, respectively. Then we design three techniques to address spatio-temporal shifts. Firstly, we introduce a Fréchet embedding method that is insensitive to structural shifts, and this embedding space can integrate loose position dependencies of nodes within the graph. Secondly, we propose a graph intervention mechanism to generate multiple variant environments by perturbing two kinds of semantic graphs without any data augmentations, and STONE can explore invariant node representation from environments. Finally, we further introduce an explore-to-extrapolate risk objective to enhance the variety of generated environments. We conduct experiments on multiple traffic datasets, and the results demonstrate that our proposed model exhibits competitive performance in terms of generalization and scalability.

Recently, spatiotemporal graph convolutional networks are becoming popular in the field of traffic flow prediction and significantly improve prediction accuracy. However, the majority of existing traffic flow prediction models are tailored to static traffic networks and fail to model the continuous evolution and expansion of traffic networks. In this work, we move to investigate the challenge of traffic flow prediction on an expanding traffic network. And we propose an efficient and effective continual learning framework to achieve continuous traffic flow prediction without the access to historical graph data, namely Pattern Expansion and Consolidation based on Pattern Matching based (PECPM). Specifically, we first design a pattern bank based on pattern matching to store representative patterns of the road network. With the expansion of the road network, the model configured with such a bank module can achieve continuous traffic prediction by effectively managing patterns stored in the bank. The core idea is to continuously update new patterns while consolidating learned ones. Specifically, we design a pattern expansion mechanism that can detect evolved and new patterns from the updated network, then these unknown patterns are expanded into the pattern bank to adapt to the updated road network. Additionally, we propose a pattern consolidation mechanism that includes both a bank preservation mechanism and a pattern traceability mechanism. This can effectively consolidate the learned patterns in the bank without requiring access to detailed historical graph data. We construct experiments on real-world traffic datasets to demonstrate the competitive performance, superior efficiency, and strong generalization ability of PECPM.

Missing values, which are common in multivariate time series, is most important obstacle towards the utilization and interpretation of those data. Great efforts have been employed on how to accurately impute missing values in multivariate time series, and existing works either use deep learning networks to achieve deterministic imputations or aim at generating different plausible imputations by sampling multiple noises from a same distribution and then denoising them. However, these models either fall short of modeling the uncertainties of imputations due to their deterministic nature or perform poorly in terms of interpretability and imputation accuracy due to their ignorance of the correlations between the latent representations of both observed and missing values which are parts of samples from a same distribution. To this end, in this paper, we explicitly take the correlations between observed and missing values into account, and theoretically re-derive the Evidence Lower BOund (ELBO) of conditional diffusion model in the scenario of multivariate time series imputation. Based on the newly derived ELBO, we further propose a novel multivariate imputation diffusion model (MIDM) which is equipped with novel noise sampling, adding and denoising mechanisms for multivariate time series imputation, and the series of newly designed technologies jointly ensure the involving of the consistency between observed and missing values. Extensive experiments on both the tasks of multivariate time series imputation and forecasting witness the superiority of our proposed MIDM model on generating conditional estimations.

Spatiotemporal (ST) learning has become a crucial technique for urban digitalization. Due to expansions and dynamics of cities, current spatiotemporal models are inclined to suffer distribution shifts between training and testing sets, leading to the OOD delimma. However, few studies focus on such OOD problem in temporal regressions, let alone spatiotemporal learning. Spatiotemporal data usually reveals segment-level heterogeneity within periodicity and complex spatial dependencies, posing challenges to invariance extraction. In this paper, we find that ST relations make sense for generalization and devise a Causal ST learning framework, CauSTG, which enables invariant relation transferred to OOD scenarios. Specifically, we take temporal steps as environments, and transform spatial-temporal relations into learnable parameters. To tackle heterogeneity in periodicity, we partition temporal steps into sub-environments by identifying distinctive trend patterns, enabling re-organized samples trained separately. To extract invariance within ST observations, we propose a spatiotemporal consistency learner and a hierarchical invariance explorer to jointly filter out stable relations. Our spatiotemporal learner quantifies bi-directional spatial consistency and extracts disentangled seasonal-trend patterns via trainable parameters. Further, the hierarchical invariance explorer constructs variation-based filter to achieve both local and global invariances. Experiments reveal that CauSTG can increase at most 10.26% performance against best baselines, and visualized invariant relations can well interpret the physical rationales. The appendix and codes can be available in our Github repository.

Fusing multimodal heterogeneous data plays a vital role in recognition and prediction tasks in various fields, e.g., action recognition and traffic accident forecast. Yet, there remain some key challenges, such as heterogeneous feature interaction and feature redundancies, that significantly affect the performance of multimodal fusion. To tackle these challenges, we first devise a Unified Feature Interaction Module (UFIM) in which a novel orthogonal attention component is designed to obtain fine-grained inter-modal interaction information among heterogeneous features. Then, we propose a novel Self-Correcting Transformer Module (SCTM) which employs a modified transformer to obtain the one-to-many correlation information between the current modal feature and the merged features of other modalities to alleviate the redundancy problem. Extensive experiments on four cross-domain tasks demonstrate the effectiveness and generalization ability of our proposed method.

With increasing population of modern cities, accurate estimation of regional passenger demands is critical to online taxicab services as such platforms aim at a reformation of taxicab scheduling for a more efficient order dispatching. Though great efforts have been made on passenger demand predictions, existing works still have the following shortcomings: i) they mostly performed based on uniform grid partition, which results in the imbalance of demand volumes among regions and even non-vehicle regions in such partition, ii) none of previous demand forecasting efforts have highlighted the important mutual influences between pick-ups and drop-offs, which are of great significance for taxicab scheduling. To this end, we first devise a multi-kernel based clustering to achieve a taxicab-behavior and geographic-aware sub-region partition, hence a more balanced and compact regional division is obtained. Subsequently, we emphasize the essential factors with regard to mutual transition quantification in taxicab predictions, then propose a Transfer-LSTM and an Origin-Destination-based transition matrix to respectively capture the drop-to-pick and pick-to-drop spatiotemporal transition patterns. Hence, a novel mutual-transition-aware co-prediction framework is devised by capturing complex spatiotemporal interactions between pick-ups and drop-offs. Extensive experiments on two real-world taxicab datasets demonstrate our co-prediction framework is superior to state-of-the-art methods, thus providing novel perspectives to urban human mobility understanding and transition-based taxicab scheduling.