As a critical task in intelligent traffic systems, traffic prediction has received a large amount of attention in the past few decades. The early efforts mainly model traffic prediction as the time-series mining problem, in which the spatial dependence has been largely ignored. As the rapid development of deep learning, some attempts have been made in modeling traffic prediction as the spatio-temporal data mining problem in a road network, in which deep learning techniques can be adopted for modeling the spatial and temporal dependencies simultaneously. Despite the success, the spatial and temporal dependencies are only modeled in a regionless network without considering the underlying hierarchical regional structure of the spatial nodes, which is an important structure naturally existing in the real-world road network. Apart from the challenge of modeling the spatial and temporal dependencies like the existing studies, the extra challenge caused by considering the hierarchical regional structure of the road network lies in simultaneously modeling the spatial and temporal dependencies between nodes and regions and the spatial and temporal dependencies between regions. To this end, this article proposes a new Temporal Hierarchical Graph Attention Network (TH-GAT). The main idea lies in augmenting the original road network into a region-augmented network, in which the hierarchical regional structure can be modeled. Based on the region-augmented network, the region-aware spatial dependence model and the region-aware temporal dependence model can be constructed, which are two main components of the proposed TH-GAT model. In addition, in the region-aware spatial dependence model, the graph attention network is adopted, in which the importance of a node to another node, of a node to a region, of a region to a node, and of a region to another region, can be captured automatically by means of the attention coefficients. Extensive experiments are conducted on two real-world traffic datasets, and the results have confirmed the superiority of the proposed TH-GAT model.
OPTIMISING THE SMOOTHNESS AND ACCURACY OF MOVING AVERAGE FOR STOCK PRICE DATA
