LSTGCN: Inductive Spatial Temporal Imputation Using Long Short Term Dependencies

期限(时间) 插补(统计学) 计算机科学 数据挖掘 时态数据库 人工智能 模式识别(心理学) 计量经济学 机器学习 数学 缺少数据 物理 量子力学
作者
Longji Huang,Jianbin Huang,He Li,Jiangtao Cui
出处
期刊:ACM Transactions on Knowledge Discovery From Data [Association for Computing Machinery]
标识
DOI:10.1145/3690645
摘要

Spatial temporal forecasting of urban sensors is essentially important for many urban systems, such as intelligent transportation and smart cities. However, due to the problem of hardware failure or network failure, there are some missing values or missing monitoring sensors that need to be interpolated. Recent research on deep learning has made substantial progress on imputation problem, especially temporal aspect (i.e., time series imputation), while little attention has been paid to spatial aspect (both dynamic and static) and long term temporal dependencies. In this paper, we proposed a spatial temporal imputation model, named Long Short Term Graph Convolution Networks (LSTGCN), which includes gated temporal extraction (GTE) module, multi-head attention based temporal capture (MHAT) module, long term periodic temporal encoding (LPTE) module and bidirectional spatial graph convolution (BSGC) module. The GTE adopts a gated mechanism to filter short-term temporal information, while the MHAT utilizes position encoding to enhance the difference of each time stamps, then use multi-head attention to capture short term temporal dependency. The BSGC is adopted to handle with spatial relationships between sensor nodes. And we design a periodic encoding technique to process long term temporal dependencies. The BSGC handles spatial relationships between sensor nodes, and a periodic encoding technique is used to process long-term temporal dependencies. Our experimental analysis includes completion and forecasting tasks, as well as transfer and ablation analyses. The results show that our proposed model outperforms state-of-the-art baselines on real-world datasets.

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