解决时空预测中短期输入导致的未来趋势误判问题。
MP3: Multi-Period Pattern Pre-training for Spatio-Temporal Forecasting

- 通过多周期模式学习捕捉长期时间序列中的周期性规律。
- 在5个真实数据集上平均降低MAE 4.7%、RMSE 5.0%。
- 可无缝接入现有模型,适合城市交通与能源预测场景。
时空预测在交通、气候和能源等领域至关重要。城市时空数据存在时间幻象:相似的短窗口输入可能对应截然不同的未来趋势,反之亦然。现有时空图神经网络(STGNNs)难以识别此类幻象。我们指出其根本原因在于短窗口输入缺乏完整周期观测、全局空间相关性异质以及跨周期因果叠加。为此,提出一种新型多周期模式预训练方法(MP3),作为即插即用的预训练插件,以区分时间幻象。MP3包含两大创新:(1)多周期模式学习从长时序中提取多周期模式;多周期时间建模利用边卷积识别不同周期模式;多周期空间建模采用瓶颈投影与全局记忆库高效捕捉异质全局空间关系;跨周期模式交互使用增强因果性的Transformer捕捉跨周期依赖。(2)该插件可无缝集成至现有STGNN主干网络,提升预测性能。在五个真实世界数据集(包括大规模数据集CA)上的实验验证了MP3的有效性、优异可扩展性与强适应性,对所有评估基线均带来一致且稳健的性能提升。平均而言,MP3将MAE降低4.7%,RMSE降低5.0%。代码已开源于https://github.com/YAN-outlook/MP3。
原文摘要 · Abstract (English)
Spatio-Temporal forecasting is crucial in diverse fields, such as transportation, climate, and energy. Urban spatio-temporal data exhibits temporal mirage: similar short-window inputs have divergent future trends, and vice versa. Existing spatio-temporal graph neural networks (STGNNs) cannot effectively identify such mirages. We argue that the core reason lies in the short-window inputs that have incomplete period observation, heterogeneous global spatial correlation, and cross-period superposition causality. To bridge this gap, we develop a novel Multi- Period Pattern Pre-training (MP3), a plug-and-play pre-training plugin for distinguishing temporal mirages. MP3 presents two core innovations: (1) The multi-period pattern learning is designed to learn multi-period patterns from long time series. Specifically, multi-period temporal modeling leverages edge convolution to identify different multi-period patterns. Multi-period spatial modeling uses a bottleneck project and a global memory bank to capture heterogeneous global spatial relations efficiently. Cross-period pattern interaction employs a causality-enhanced Transformer to capture dependencies across different period patterns. (2) This plugin can seamlessly integrate into existing STGNN backbones to strengthen their forecasting performance. The experiment on five STGNN baselines across five real-world datasets (including a large-scale dataset CA) verify the effectiveness, superior scalability and strong adaptability of MP3, which brings consistent and robust performance improvements across all evaluated baselines. On average, MP3 reduces the MAE 4.7% and the RMSE 5.0%. The code can be available at https://github.com/YAN-outlook/MP3.
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