Uncertainty-aware Human Mobility Modeling and Anomaly Detection

Given the GPS coordinates of a large collection of human agents over time, how can we model their mobility behavior toward effective anomaly detection (e.g. for bad-actor or malicious behavior detection) without any labeled data? Human mobility and trajectory modeling have been studied extensively with varying capacity to handle complex input, and performance-efficiency trade-offs. With the arrival of more expressive models in machine learning, we attempt to model GPS data as a sequence of stay-point events, each with a set of characterizing spatiotemporal features, and leverage modern sequence models such as Transformers for un/self-supervised training and inference. Notably, driven by the inherent stochasticity of certain individuals' behavior, we equip our model with aleatoric/data uncertainty estimation. In addition, to handle data sparsity of a large variety of behaviors, we incorporate epistemic/model uncertainty into our model. Together, aleatoric and epistemic uncertainty enable a robust loss and training dynamics, as well as uncertainty-aware decision making in anomaly scoring. Experiments on large expert-simulated datasets with tens of thousands of agents demonstrate the effectiveness of our model against both forecasting and anomaly detection baselines.

Zero-shot Outlier Detection via Prior-data Fitted Networks: Model Selection Bygone!

Outlier detection (OD) has a vast literature as it finds numerous applications in environmental monitoring, cybersecurity, finance, and medicine to name a few. Being an inherently unsupervised task, model selection is a key bottleneck for OD (both algorithm and hyperparameter selection) without label supervision. There is a long list of techniques to choose from -- both classical algorithms and deep neural architectures -- and while several studies report their hyperparameter sensitivity, the literature is quite slim on unsupervised model selection -- limiting the effective use of OD in practice. In this paper we present FoMo-0D, for zero/0-shot OD exploring a transformative new direction that bypasses the hurdle of model selection altogether (!), thus breaking new ground. The fundamental idea behind FoMo-0D is the Prior-data Fitted Networks, recently introduced by Muller et al.(2022), which trains a Transformer model on a large body of synthetically generated data from a prior data distribution. In essence, FoMo-0D is a pretrained Foundation Model for zero/0-shot OD on tabular data, which can directly predict the (outlier/inlier) label of any test data at inference time, by merely a single forward pass -- making obsolete the need for choosing an algorithm/architecture, tuning its associated hyperparameters, and even training any model parameters when given a new OD dataset. Extensive experiments on 57 public benchmark datasets against 26 baseline methods show that FoMo-0D performs statistically no different from the top 2nd baseline, while significantly outperforming the majority of the baselines, with an average inference time of 7.7 ms per test sample.

DutyTTE: Deciphering Uncertainty in Origin-Destination Travel Time Estimation

Uncertainty quantification in travel time estimation (TTE) aims to estimate the confidence interval for travel time, given the origin (O), destination (D), and departure time (T). Accurately quantifying this uncertainty requires generating the most likely path and assessing travel time uncertainty along the path. This involves two main challenges: 1) Predicting a path that aligns with the ground truth, and 2) modeling the impact of travel time in each segment on overall uncertainty under varying conditions. We propose DutyTTE to address these challenges. For the first challenge, we introduce a deep reinforcement learning method to improve alignment between the predicted path and the ground truth, providing more accurate travel time information from road segments to improve TTE. For the second challenge, we propose a mixture of experts guided uncertainty quantification mechanism to better capture travel time uncertainty for each segment under varying contexts. Additionally, we calibrate our results using Hoeffding's upper-confidence bound to provide statistical guarantees for the estimated confidence intervals. Extensive experiments on two real-world datasets demonstrate the superiority of our proposed method.

PTrajM: Efficient and Semantic-rich Trajectory Learning with Pretrained Trajectory-Mamba

Vehicle trajectories provide crucial movement information for various real-world applications. To better utilize vehicle trajectories, it is essential to develop a trajectory learning approach that can effectively and efficiently extract rich semantic information, including movement behavior and travel purposes, to support accurate downstream applications. However, creating such an approach presents two significant challenges. First, movement behavior are inherently spatio-temporally continuous, making them difficult to extract efficiently from irregular and discrete trajectory points. Second, travel purposes are related to the functionalities of areas and road segments traversed by vehicles. These functionalities are not available from the raw spatio-temporal trajectory features and are hard to extract directly from complex textual features associated with these areas and road segments. To address these challenges, we propose PTrajM, a novel method capable of efficient and semantic-rich vehicle trajectory learning. To support efficient modeling of movement behavior, we introduce Trajectory-Mamba as the learnable model of PTrajM, which effectively extracts continuous movement behavior while being more computationally efficient than existing structures. To facilitate efficient extraction of travel purposes, we propose a travel purpose-aware pre-training procedure, which enables PTrajM to discern the travel purposes of trajectories without additional computational resources during its embedding process. Extensive experiments on two real-world datasets and comparisons with several state-of-the-art trajectory learning methods demonstrate the effectiveness of PTrajM. Code is available at https://anonymous.4open.science/r/PTrajM-C973.

UniTE: A Survey and Unified Pipeline for Pre-training ST Trajectory Embeddings

Spatio-temporal (ST) trajectories are sequences of timestamped locations, which enable a variety of analyses that in turn enable important real-world applications. It is common to map trajectories to vectors, called embeddings, before subsequent analyses. Thus, the qualities of embeddings are very important. Methods for pre-training embeddings, which leverage unlabeled trajectories for training universal embeddings, have shown promising applicability across different tasks, thus attracting considerable interest. However, research progress on this topic faces two key challenges: a lack of a comprehensive overview of existing methods, resulting in several related methods not being well-recognized, and the absence of a unified pipeline, complicating the development new methods and the analysis of methods. To overcome these obstacles and advance the field of pre-training of trajectory embeddings, we present UniTE, a survey and a unified pipeline for this domain. In doing so, we present a comprehensive list of existing methods for pre-training trajectory embeddings, which includes methods that either explicitly or implicitly employ pre-training techniques. Further, we present a unified and modular pipeline with publicly available underlying code, simplifying the process of constructing and evaluating methods for pre-training trajectory embeddings. Additionally, we contribute a selection of experimental results using the proposed pipeline on real-world datasets.

Learning Geospatial Region Embedding with Heterogeneous Graph

Learning effective geospatial embeddings is crucial for a series of geospatial applications such as city analytics and earth monitoring. However, learning comprehensive region representations presents two significant challenges: first, the deficiency of effective intra-region feature representation; and second, the difficulty of learning from intricate inter-region dependencies. In this paper, we present GeoHG, an effective heterogeneous graph structure for learning comprehensive region embeddings for various downstream tasks. Specifically, we tailor satellite image representation learning through geo-entity segmentation and point-of-interest (POI) integration for expressive intra-regional features. Furthermore, GeoHG unifies informative spatial interdependencies and socio-environmental attributes into a powerful heterogeneous graph to encourage explicit modeling of higher-order inter-regional relationships. The intra-regional features and inter-regional correlations are seamlessly integrated by a model-agnostic graph learning framework for diverse downstream tasks. Extensive experiments demonstrate the effectiveness of GeoHG in geo-prediction tasks compared to existing methods, even under extreme data scarcity (with just 5% of training data). With interpretable region representations, GeoHG exhibits strong generalization capabilities across regions. We will release code and data upon paper notification.

PLM4Traj: Cognizing Movement Patterns and Travel Purposes from Trajectories with Pre-trained Language Models

Spatio-temporal trajectories play a vital role in various spatio-temporal data mining tasks. Developing a versatile trajectory learning approach that can adapt to different tasks while ensuring high accuracy is crucial. This requires effectively extracting movement patterns and travel purposes embedded in trajectories. However, this task is challenging due to limitations in the size and quality of available trajectory datasets. On the other hand, pre-trained language models (PLMs) have shown great success in adapting to different tasks by training on large-scale, high-quality corpus datasets. Given the similarities between trajectories and sentences, there is potential in leveraging PLMs to enhance the development of a versatile and effective trajectory learning method. Nevertheless, vanilla PLMs are not tailored to handle the unique spatio-temporal features present in trajectories and lack the capability to extract movement patterns and travel purposes from them. To overcome these obstacles, we propose a model called PLM4Traj that effectively utilizes PLMs to model trajectories. PLM4Traj leverages the strengths of PLMs to create a versatile trajectory learning approach while addressing the limitations of vanilla PLMs in modeling trajectories. Firstly, PLM4Traj incorporates a novel trajectory semantic embedder that enables PLMs to process spatio-temporal features in trajectories and extract movement patterns and travel purposes from them. Secondly, PLM4Traj introduces a novel trajectory prompt that integrates movement patterns and travel purposes into PLMs, while also allowing the model to adapt to various tasks. Extensive experiments conducted on two real-world datasets and two representative tasks demonstrate that PLM4Traj successfully achieves its design goals. Codes are available at https://github.com/Zeru19/PLM4Traj.

A Survey on Diffusion Models for Time Series and Spatio-Temporal Data

The study of time series data is crucial for understanding trends and anomalies over time, enabling predictive insights across various sectors. Spatio-temporal data, on the other hand, is vital for analyzing phenomena in both space and time, providing a dynamic perspective on complex system interactions. Recently, diffusion models have seen widespread application in time series and spatio-temporal data mining. Not only do they enhance the generative and inferential capabilities for sequential and temporal data, but they also extend to other downstream tasks. In this survey, we comprehensively and thoroughly review the use of diffusion models in time series and spatio-temporal data, categorizing them by model category, task type, data modality, and practical application domain. In detail, we categorize diffusion models into unconditioned and conditioned types and discuss time series data and spatio-temporal data separately. Unconditioned models, which operate unsupervised, are subdivided into probability-based and score-based models, serving predictive and generative tasks such as forecasting, anomaly detection, classification, and imputation. Conditioned models, on the other hand, utilize extra information to enhance performance and are similarly divided for both predictive and generative tasks. Our survey extensively covers their application in various fields, including healthcare, recommendation, climate, energy, audio, and transportation, providing a foundational understanding of how these models analyze and generate data. Through this structured overview, we aim to provide researchers and practitioners with a comprehensive understanding of diffusion models for time series and spatio-temporal data analysis, aiming to direct future innovations and applications by addressing traditional challenges and exploring innovative solutions within the diffusion model framework.

Foundation Models for Time Series Analysis: A Tutorial and Survey

Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advancements in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored specifically for time series analysis. In this survey, we aim to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either the application or the pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a model-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future research exploration.

Deep Learning for Trajectory Data Management and Mining: A Survey and Beyond

Trajectory computing is a pivotal domain encompassing trajectory data management and mining, garnering widespread attention due to its crucial role in various practical applications such as location services, urban traffic, and public safety. Traditional methods, focusing on simplistic spatio-temporal features, face challenges of complex calculations, limited scalability, and inadequate adaptability to real-world complexities. In this paper, we present a comprehensive review of the development and recent advances in deep learning for trajectory computing (DL4Traj). We first define trajectory data and provide a brief overview of widely-used deep learning models. Systematically, we explore deep learning applications in trajectory management (pre-processing, storage, analysis, and visualization) and mining (trajectory-related forecasting, trajectory-related recommendation, trajectory classification, travel time estimation, anomaly detection, and mobility generation). Notably, we encapsulate recent advancements in Large Language Models (LLMs) that hold the potential to augment trajectory computing. Additionally, we summarize application scenarios, public datasets, and toolkits. Finally, we outline current challenges in DL4Traj research and propose future directions. Relevant papers and open-source resources have been collated and are continuously updated at: \href{https://github.com/yoshall/Awesome-Trajectory-Computing}{DL4Traj Repo}.