Spatiotemporal data modeling has long been a fundamental task across disciplines such as climate & environmental science, and transportation engineering.A typical goal is to estimate unknown information at specific spatiotemporal points based on partially observed data-for example, interpolating weather conditions at unmeasured locations, reconstructing missing historical records, or forecasting the future trajectories of financial markets.These are all core tasks within the broader scope of spatiotemporal modeling.This tutorial (1 hours) introduces a cohesive view of spatiotemporal data modeling, tracing the evolution from traditional statistical approaches to modern deep learning paradigms.We begin by revisiting Kriging and time series decomposition to highlight the essential assumptions and strengths of these classical methods.Next, we explore low-rank matrix and tensor completion techniques, which leverage the structured patterns of spatiotemporal data.We then elaborate on spatiotemporal graph neural networks, which characterize complex dependencies by integrating graph structures with dynamic temporal features.Finally, we discuss recent advances in applying large foundation models to spatiotemporal tasks, including their capabilities and current limitations.Throughout the tutorial, we emphasize how lessons from traditional methods-such as the importance of locality, periodicity, and smoothness priors-can inspire new directions for developing and fine-tuning foundation models in the spatiotemporal domain.We conclude by outlining key challenges and opportunities in bridging classical wisdom with emerging AI capabilities.

Forecasting urban traffic states is crucial to transportation network monitoring and management, playing an important role in the decision-making process. Despite the substantial progress that has been made in developing accurate, efficient, and reliable algorithms for traffic forecasting, most existing approaches fail to handle sparsity, high-dimensionality, and nonstationarity in traffic time series and seldom consider the temporal dependence between traffic states. To address these issues, this work presents a Hankel temporal matrix factorization (HTMF) model using the Hankel matrix in the lower dimensional spaces under a matrix factorization framework. In particular, we consider an alternating minimization scheme to optimize the factor matrices in matrix factorization and the Hankel matrix in the lower dimensional spaces simultaneously. To perform traffic state forecasting, we introduce two efficient estimation processes on real-time incremental data, including an online imputation (i.e., reconstruct missing values) and an online forecasting (i.e., estimate future data points). Through extensive experiments on the real-world Uber movement speed data set in Seattle, Washington, we empirically demonstrate the superior forecasting performance of HTMF over several baseline models and highlight the advantages of HTMF for addressing sparsity, nonstationarity, and short time series. History: Accepted by Ram Ramesh, Area Editor for Data Science & Machine Learning. Funding: This research was supported by the Institute for Data Valorisation, the Interuniversity Research Centre on Enterprise Networks, Logistics and Transportation, the National Natural Science Foundation of China [Grants 12371456, 72101049, 72232001], the Sichuan Science and Technology Program [Grant 2024NSFJQ0038], and the Fundamental Research Funds for the Central Universities [Grant DUT23RC(3)045].

Spatiotemporal systems are ubiquitous in a large number of scientific areas, representing underlying knowledge and patterns in the data. Here, a fundamental question usually arises as how to understand and characterize these spatiotemporal systems with a certain data-driven machine learning framework. In this work, we introduce an unsupervised pattern discovery framework, namely, dynamic autoregressive tensor factorization. Our framework is essentially built on the fact that the spatiotemporal systems can be well described by the time-varying autoregression on multivariate or even multidimensional data. In the modeling process, tensor factorization is seamlessly integrated into the time-varying autoregression for discovering spatial and temporal modes/patterns from the spatiotemporal systems in which the spatial factor matrix is assumed to be orthogonal. To evaluate the framework, we apply it to several real-world spatiotemporal datasets, including fluid flow dynamics, international import/export merchandise trade, and urban human mobility. On the international trade dataset with dimensions {country/region, product type, year}, our framework can produce interpretable import/export patterns of countries/regions, while the low-dimensional product patterns are also important for classifying import/export merchandise and understanding systematical differences between import and export. On the ridesharing mobility dataset with dimensions {origin, destination, time}, our framework is helpful for identifying the shift of spatial patterns of urban human mobility that changed between 2019 and 2022. Empirical experiments demonstrate that our framework can discover interpretable and meaningful patterns from the spatiotemporal systems that are both time-varying and multidimensional.

This study addresses the problem of convolutional kernel learning in univariate, multivariate, and multidimensional time series data, which is crucial for interpreting temporal patterns in time series and supporting downstream machine learning tasks. First, we propose formulating convolutional kernel learning for univariate time series as a sparse regression problem with a non-negative constraint, leveraging the properties of circular convolution and circulant matrices. Second, to generalize this approach to multivariate and multidimensional time series data, we use tensor computations, reformulating the convolutional kernel learning problem in the form of tensors. This is further converted into a standard sparse regression problem through vectorization and tensor unfolding operations. In the proposed methodology, the optimization problem is addressed using the existing non-negative subspace pursuit method, enabling the convolutional kernel to capture temporal correlations and patterns. To evaluate the proposed model, we apply it to several real-world time series datasets. On the multidimensional ridesharing and taxi trip data from New York City and Chicago, the convolutional kernels reveal interpretable local correlations and cyclical patterns, such as weekly seasonality. For the monthly temperature time series data in North America, the proposed model can quantify the yearly seasonality and make it comparable across different decades. In the context of multidimensional fluid flow data, both local and nonlocal correlations captured by the convolutional kernels can reinforce tensor factorization, leading to performance improvements in fluid flow reconstruction tasks. Thus, this study lays an insightful foundation for automatically learning convolutional kernels from time series data, with an emphasis on interpretability through sparsity and non-negativity constraints.

Recently, low-rank tensor completion (LRTC) methods by exploiting the global low-rankness of the target tensor have shown great potential for traffic data imputation. However, in real-world transportation networks, traffic data usually suffer from more complicated structural missing patterns than random-missing patterns, e.g., tube-missing patterns due to disruptions in wireless connections or slice-missing mechanism caused by sensor maintenance. As the naturally low-rank structure of traffic data in several missing scenarios, the existing LRTC methods indeed refrain from desirable performance for imputing traffic data. To tackle the complicated missing scenarios, we propose a convolutional low-rank tensor representation (CLRTR). Especially, CLRTR represents each unfolding matrix of the tensor as a sum of convolutions between two-dimensional (2D) filters and the corresponding low-rank coefficients, which allows us to simultaneously reveal the local patterns and the low-rankness of traffic data. Based on the CLRTR, we introduce the corresponding low-rank metric CLRTR-rank. Based on the suggested low-rank metric, we propose a traffic data imputation model that is well-suited to the complicated missing data scenarios. To implement the resultant imputation model, we design the alternating direction method of multipliers (ADMM) based algorithm with a theoretical convergence guarantee. Extensive numerical experiments on several real-world traffic datasets for both traffic data imputation and downstream traffic data prediction highlight the superiority of our model over the existing state-of-the-art matrix/tensor models for extensive missing scenarios.

Spatiotemporal traffic data imputation is of great significance in intelligent transportation systems and data-driven decision-making processes. To perform efficient learning and accurate reconstruction from partially observed traffic data, we assert the importance of characterizing both global and local trends in time series. In the literature, substantial works have demonstrated the effectiveness of utilizing the low-rank property of traffic data by matrix/tensor completion models. In this study, we first introduce a Laplacian kernel to temporal regularization for characterizing local trends in traffic time series, which can be formulated as a circular convolution. Then, we develop a low-rank Laplacian convolutional representation (LCR) model by putting the circulant matrix nuclear norm and the Laplacian kernelized temporal regularization together, which is proved to meet a unified framework that has a fast Fourier transform (FFT) solution in log-linear time complexity. Through extensive experiments on several traffic datasets, we demonstrate the superiority of LCR over several baseline models for imputing traffic time series of various time series behaviors (e.g., data noises and strong/weak periodicity) and reconstructing sparse speed fields of vehicular traffic flow. The proposed LCR model is also an efficient solution to large-scale traffic data imputation over the existing imputation models.

The problem of discovering interpretable dynamic patterns from spatiotemporal data is studied in this paper. For that purpose, we develop a time-varying reduced-rank vector autoregression (VAR) model whose coefficient matrices are parameterized by low-rank tensor factorization. Benefiting from the tensor factorization structure, the proposed model can simultaneously achieve model compression and pattern discovery. In particular, the proposed model allows one to characterize nonstationarity and time-varying system behaviors underlying spatiotemporal data. To evaluate the proposed model, extensive experiments are conducted on various spatiotemporal datasets representing different nonlinear dynamical systems, including fluid dynamics, sea surface temperature, USA surface temperature, and NYC taxi trips. Experimental results demonstrate the effectiveness of the proposed model for analyzing spatiotemporal data and characterizing spatial/temporal patterns. In the spatial context, the spatial patterns can be automatically extracted and intuitively characterized by the spatial modes. In the temporal context, the complex time-varying system behaviors can be revealed by the temporal modes in the proposed model. Thus, our model lays an insightful foundation for understanding complex spatiotemporal data in real-world dynamical systems. The adapted datasets and Python implementation are publicly available athttps://github.com/xinychen/vars.

Abstract. The transform-based tensor nuclear norm (TNN) methods have shown good recovery results for tensor completion. However, the TNN methods are based on the single-tube transforms in which transforms are applied to each tube independently. The performance of the single-tube transform-based TNN methods is not good for recovery of missing tubes in multidimensional images (e.g., all the observations are missing in a pixel location of multispectral images). The main aim of this paper is to address this issue by proposing and developing a learnable group-tube transform-based TNN (GTNN) method that can effectively explore the correlation of neighboring tubes by leveraging a learnable group-tube transform. The proposed learnable group-tube transform is a separable three-dimensional transform that consists of a one-dimensional spectral/temporal transform (i.e., single-tube transform) and a two-dimensional spatial transform. Such group-tube transform can effectively explore the correlation of neighboring tubes. Based on the elaborately designed low-rank metric GTNN, we suggest a low-rank tensor completion model. To solve this highly nonconvex model, we design an efficient multiblock proximal alternating minimization algorithm and establish the convergence guarantee. A variety of numerical experiments on real-world multidimensional imaging data including traffic speed data, color images, videos, and multispectral images collectively manifest that the GTNN method outperforms some state-of-the-art TNN methods especially when the observations along tubes are missing.

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due to not only the large-scale and high-dimensional nature but also the considerable amount of missing data. In this paper, we propose a Bayesian temporal factorization (BTF) framework for modeling multidimensional time series-in particular spatiotemporal data-in the presence of missing values. By integrating low-rank matrix/tensor factorization and vector autoregressive (VAR) process into a single probabilistic graphical model, this framework can characterize both global and local consistencies in large-scale time series data. The graphical model allows us to effectively perform probabilistic predictions and produce uncertainty estimates without imputing those missing values. We develop efficient Gibbs sampling algorithms for model inference and model updating for real-time prediction and test the proposed BTF framework on several real-world spatiotemporal data sets for both missing data imputation and multi-step rolling prediction tasks. The numerical experiments demonstrate the superiority of the proposed BTF approaches over existing state-of-the-art methods.

Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the data. Missing data imputation has been a long-standing research topic and critical application for real-world intelligent transportation systems. A widely applied imputation method is low-rank matrix/tensor completion; however, the low-rank assumption only preserves the global structure while ignores the strong local consistency in spatiotemporal data. In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework by introducing \textit{temporal variation} as a new regularization term into the completion of a third-order (sensor $\times$ time of day $\times$ day) tensor. The third-order tensor structure allows us to better capture the global consistency of traffic data, such as the inherent seasonality and day-to-day similarity. To achieve local consistency, we design the temporal variation by imposing an AR($p$) model for each time series with coefficients as learnable parameters. Different from previous spatial and temporal regularization schemes, the minimization of temporal variation can better characterize temporal generative mechanisms beyond local smoothness, allowing us to deal with more challenging scenarios such "blackout" missing. To solve the optimization problem in LATC, we introduce an alternating minimization scheme that estimates the low-rank tensor and autoregressive coefficients iteratively. We conduct extensive numerical experiments on several real-world traffic data sets, and our results demonstrate the effectiveness of LATC in diverse missing scenarios.

This paper presents a collaborative route discovery method that leverages the experience and preferences of taxi drivers in urban areas. The proposed method is mainly comprised of two phases: collaborative preference discovery (CPD) and intelligent driver network generation (IDNG). In the first phase, given an origin-destination (O-D) pair and provided that the cluster is a road segment set within a time-reachable range, we propose CPD which involves cluster-to-cluster retrieval to capture the top-k routes that are not only frequently traversed by taxis but also neighboring to the O-D pair. In the second phase, to support route computation, an IDNG algorithm is devised to generate an experiential graph for each specific O-D pair. In empirical studies, using the period-based experiential route database, sensitivity analysis is employed to select optimal parameters of intelligent driver networks. The results demonstrate that the routes recommended by our collaborative method are much more reliable than those of the shortest-path method with respect to the variance of travel time. Moreover, the recommended routes are traversed more frequently than those of the fastest-path and the shortest-path methods, while the travel time and route lengths of our routes are approximately equal to those of the conventional methods.