Urban Traffic Dynamics Prediction—A Continuous Spatial-temporal Meta-learning Approach

Urban traffic status (e.g., traffic speed and volume) is highly dynamic in nature, namely, varying across space and evolving over time. Thus, predicting such traffic dynamics is of great importance to urban development and transportation management. However, it is very challenging to solve this problem due to spatial-temporal dependencies and traffic uncertainties. In this article, we solve the traffic dynamics prediction problem from Bayesian meta-learning perspective and propose a novel continuous spatial-temporal meta-learner (cST-ML), which is trained on a distribution of traffic prediction tasks segmented by historical traffic data with the goal of learning a strategy that can be quickly adapted to related but unseen traffic prediction tasks. cST-ML tackles the traffic dynamics prediction challenges by advancing the Bayesian black-box meta-learning framework through the following new points: (1) cST-ML captures the dynamics of traffic prediction tasks using variational inference, and to better capture the temporal uncertainties within tasks, cST-ML performs as a rolling window within each task; (2) cST-ML has novel designs in architecture, where CNN and LSTM are embedded to capture the spatial-temporal dependencies between traffic status and traffic-related features; (3) novel training and testing algorithms for cST-ML are designed. We also conduct experiments on two real-world traffic datasets (taxi inflow and traffic speed) to evaluate our proposed cST-ML. The experimental results verify that cST-ML can significantly improve the urban traffic prediction performance and outperform all baseline models especially when obvious traffic dynamics and temporal uncertainties are presented.

Temporal Hierarchical Graph Attention Network for Traffic Prediction

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.

Connectivity Analysis for Multivariate Time Series: Correlation vs. Causality

The study of the interdependence relationships of the variables of an examined system is of great importance and remains a challenging task. There are two distinct cases of interdependence. In the first case, the variables evolve in synchrony, connections are undirected and the connectivity is examined based on symmetric measures, such as correlation. In the second case, a variable drives another one and they are connected with a causal relationship. Therefore, directed connections entail the determination of the interrelationships based on causality measures. The main open question that arises is the following: can symmetric correlation measures or directional causality measures be applied to infer the connectivity network of an examined system? Using simulations, we demonstrate the performance of different connectivity measures in case of contemporaneous or/and temporal dependencies. Results suggest the sensitivity of correlation measures when temporal dependencies exist in the data. On the other hand, causality measures do not spuriously indicate causal effects when data present only contemporaneous dependencies. Finally, the necessity of introducing effective instantaneous causality measures is highlighted since they are able to handle both contemporaneous and causal effects at the same time. Results based on instantaneous causality measures are promising; however, further investigation is required in order to achieve an overall satisfactory performance.