Abstract:Traffic forecasting has attracted widespread attention recently. In reality, traffic data usually contains missing values due to sensor or communication errors. The Spatio-temporal feature in traffic data brings more challenges for processing such missing values, for which the classic techniques (e.g., data imputations) are limited: 1) in temporal axis, the values can be randomly or consecutively missing; 2) in spatial axis, the missing values can happen on one single sensor or on multiple sensors simultaneously. Recent models powered by Graph Neural Networks achieved satisfying performance on traffic forecasting tasks. However, few of them are applicable to such a complex missing-value context. To this end, we propose GCN-M, a Graph Convolutional Network model with the ability to handle the complex missing values in the Spatio-temporal context. Particularly, we jointly model the missing value processing and traffic forecasting tasks, considering both local Spatio-temporal features and global historical patterns in an attention-based memory network. We propose as well a dynamic graph learning module based on the learned local-global features. The experimental results on real-life datasets show the reliability of our proposed method.
Abstract:Learning from Multivariate Time Series (MTS) has attracted widespread attention in recent years. In particular, label shortage is a real challenge for the classification task on MTS, considering its complex dimensional and sequential data structure. Unlike self-training and positive unlabeled learning that rely on distance-based classifiers, in this paper, we propose SMATE, a novel semi-supervised model for learning the interpretable Spatio-Temporal representation from weakly labeled MTS. We validate empirically the learned representation on 30 public datasets from the UEA MTS archive. We compare it with 13 state-of-the-art baseline methods for fully supervised tasks and four baselines for semi-supervised tasks. The results show the reliability and efficiency of our proposed method.