Yuchen Fang

Guangyin Jin, Yuxuan Liang, Yuchen Fang et al.

With recent advances in sensing technologies, a myriad of spatio-temporal data has been generated and recorded in smart cities. Forecasting the evolution patterns of spatio-temporal data is an important yet demanding aspect of urban computing, which can enhance intelligent management decisions in various fields, including transportation, environment, climate, public safety, healthcare, and others. Traditional statistical and deep learning methods struggle to capture complex correlations in urban spatio-temporal data. To this end, Spatio-Temporal Graph Neural Networks (STGNN) have been proposed, achieving great promise in recent years. STGNNs enable the extraction of complex spatio-temporal dependencies by integrating graph neural networks (GNNs) and various temporal learning methods. In this manuscript, we provide a comprehensive survey on recent progress on STGNN technologies for predictive learning in urban computing. Firstly, we provide a brief introduction to the construction methods of spatio-temporal graph data and the prevalent deep-learning architectures used in STGNNs. We then sort out the primary application domains and specific predictive learning tasks based on existing literature. Afterward, we scrutinize the design of STGNNs and their combination with some advanced technologies in recent years. Finally, we conclude the limitations of existing research and suggest potential directions for future work.

Ziyue Li, Yuchen Fang, You Li et al. · cmu, tsinghua

A timely detection of seizures for newborn infants with electroencephalogram (EEG) has been a common yet life-saving practice in the Neonatal Intensive Care Unit (NICU). However, it requires great human efforts for real-time monitoring, which calls for automated solutions to neonatal seizure detection. Moreover, the current automated methods focusing on adult epilepsy monitoring often fail due to (i) dynamic seizure onset location in human brains; (ii) different montages on neonates and (iii) huge distribution shift among different subjects. In this paper, we propose a deep learning framework, namely STATENet, to address the exclusive challenges with exquisite designs at the temporal, spatial and model levels. The experiments over the real-world large-scale neonatal EEG dataset illustrate that our framework achieves significantly better seizure detection performance.

Zezhi Shao, Fei Wang, Tao Sun et al.

Traffic forecasting, which aims to predict traffic conditions based on historical observations, has been an enduring research topic and is widely recognized as an essential component of intelligent transportation. Recent proposals on Spatial-Temporal Graph Neural Networks~(STGNNs) have made significant progress by combining sequential models with graph convolution networks. However, due to high complexity issues, STGNNs only focus on short-term traffic forecasting (e.g., 1-h ahead), while ignoring more practical long-term forecasting. In this paper, we make the first attempt to explore long-term traffic forecasting (e.g., 1-day ahead). To this end, we first reveal its unique challenges in exploiting multi-scale representations. Then, we propose a novel Hierarchical U-Net TransFormer~(HUTFormer) to address the issues of long-term traffic forecasting. HUTFormer consists of a hierarchical encoder and decoder to jointly generate and utilize multi-scale representations of traffic data. Specifically, for the encoder, we {\color{black}propose} window self-attention and segment merging to extract multi-scale representations from long-term traffic data. For the decoder, we design a cross-scale attention mechanism to effectively incorporate multi-scale representations. In addition, HUTFormer employs an efficient input embedding strategy to address the complexity issues. Extensive experiments on four traffic datasets show that the proposed HUTFormer significantly outperforms state-of-the-art traffic forecasting and long time series forecasting baselines.

Yuchen Fang, Yuxuan Liang, Bo Hui et al.

Road traffic forecasting is crucial in real-world intelligent transportation scenarios like traffic dispatching and path planning in city management and personal traveling. Spatio-temporal graph neural networks (STGNNs) stand out as the mainstream solution in this task. Nevertheless, the quadratic complexity of remarkable dynamic spatial modeling-based STGNNs has become the bottleneck over large-scale traffic data. From the spatial data management perspective, we present a novel Transformer framework called PatchSTG to efficiently and dynamically model spatial dependencies for large-scale traffic forecasting with interpretability and fidelity. Specifically, we design a novel irregular spatial patching to reduce the number of points involved in the dynamic calculation of Transformer. The irregular spatial patching first utilizes the leaf K-dimensional tree (KDTree) to recursively partition irregularly distributed traffic points into leaf nodes with a small capacity, and then merges leaf nodes belonging to the same subtree into occupancy-equaled and non-overlapped patches through padding and backtracking. Based on the patched data, depth and breadth attention are used interchangeably in the encoder to dynamically learn local and global spatial knowledge from points in a patch and points with the same index of patches. Experimental results on four real world large-scale traffic datasets show that our PatchSTG achieves train speed and memory utilization improvements up to $10\times$ and $4\times$ with the state-of-the-art performance.

Yuchen Fang, Hao Miao, Yuxuan Liang et al.

Spatio-temporal deep learning models aims to utilize useful patterns in such data to support tasks like prediction. However, previous deep learning models designed for specific tasks typically require separate training for each use case, leading to increased computational and storage costs. To address this issue, spatio-temporal foundation models have emerged, offering a unified framework capable of solving multiple spatio-temporal tasks. These foundation models achieve remarkable success by learning general knowledge with spatio-temporal data or transferring the general capabilities of pre-trained language models. While previous surveys have explored spatio-temporal data and methodologies separately, they have ignored a comprehensive examination of how foundation models are designed, selected, pre-trained, and adapted. As a result, the overall pipeline for spatio-temporal foundation models remains unclear. To bridge this gap, we innovatively provide an up-to-date review of previous spatio-temporal foundation models from the pipeline perspective. The pipeline begins with an introduction to different types of spatio-temporal data, followed by details of data preprocessing and embedding techniques. The pipeline then presents a novel data property taxonomy to divide existing methods according to data sources and dependencies, providing efficient and effective model design and selection for researchers. On this basis, we further illustrate the training objectives of primitive models, as well as the adaptation techniques of transferred models. Overall, our survey provides a clear and structured pipeline to understand the connection between core elements of spatio-temporal foundation models while guiding researchers to get started quickly. Additionally, we introduce emerging opportunities such as multi-objective training in the field of spatio-temporal foundation models.

Chenxing Wang, Fang Zhao, Haichao Zhang et al.

Travel Time Estimation (TTE) is indispensable in intelligent transportation system (ITS). It is significant to achieve the fine-grained Trajectory-based Travel Time Estimation (TTTE) for multi-city scenarios, namely to accurately estimate travel time of the given trajectory for multiple city scenarios. However, it faces great challenges due to complex factors including dynamic temporal dependencies and fine-grained spatial dependencies. To tackle these challenges, we propose a meta learning based framework, MetaTTE, to continuously provide accurate travel time estimation over time by leveraging well-designed deep neural network model called DED, which consists of Data preprocessing module and Encoder-Decoder network module. By introducing meta learning techniques, the generalization ability of MetaTTE is enhanced using small amount of examples, which opens up new opportunities to increase the potential of achieving consistent performance on TTTE when traffic conditions and road networks change over time in the future. The DED model adopts an encoder-decoder network to capture fine-grained spatial and temporal representations. Extensive experiments on two real-world datasets are conducted to confirm that our MetaTTE outperforms six state-of-art baselines, and improve 29.35% and 25.93% accuracy than the best baseline on Chengdu and Porto datasets, respectively.

Yuchen Fang, Yanjun Qin, Haiyong Luo et al.

Traffic forecasting is crucial for public safety and resource optimization, yet is very challenging due to three aspects: i) current existing works mostly exploit intricate temporal patterns (e.g., the short-term thunderstorm and long-term daily trends) within a single method, which fail to accurately capture spatio-temporal dependencies under different schemas; ii) the under-exploration of the graph positional encoding limit the extraction of spatial information in the commonly used full graph attention network; iii) the quadratic complexity of the full graph attention introduces heavy computational needs. To achieve the effective traffic flow forecasting, we propose an efficient spectral graph attention network with disentangled traffic sequences. Specifically, the discrete wavelet transform is leveraged to obtain the low- and high-frequency components of traffic sequences, and a dual-channel encoder is elaborately designed to accurately capture the spatio-temporal dependencies under long- and short-term schemas of the low- and high-frequency components. Moreover, a novel wavelet-based graph positional encoding and a query sampling strategy are introduced in our spectral graph attention to effectively guide message passing and efficiently calculate the attention. Extensive experiments on four real-world datasets show the superiority of our model, i.e., the higher traffic forecasting precision with lower computational cost.

Yuchen Fang, Yanjun Qin, Haiyong Luo et al.

Traffic forecasting is important in intelligent transportation systems of webs and beneficial to traffic safety, yet is very challenging because of the complex and dynamic spatio-temporal dependencies in real-world traffic systems. Prior methods use the pre-defined or learnable static graph to extract spatial correlations. However, the static graph-based methods fail to mine the evolution of the traffic network. Researchers subsequently generate the dynamic graph for each time slice to reflect the changes of spatial correlations, but they follow the paradigm of independently modeling spatio-temporal dependencies, ignoring the cross-time spatial influence. In this paper, we propose a novel cross-time dynamic graph-based deep learning model, named CDGNet, for traffic forecasting. The model is able to effectively capture the cross-time spatial dependence between each time slice and its historical time slices by utilizing the cross-time dynamic graph. Meanwhile, we design a gating mechanism to sparse the cross-time dynamic graph, which conforms to the sparse spatial correlations in the real world. Besides, we propose a novel encoder-decoder architecture to incorporate the cross-time dynamic graph-based GCN for multi-step traffic forecasting. Experimental results on three real-world public traffic datasets demonstrate that CDGNet outperforms the state-of-the-art baselines. We additionally provide a qualitative study to analyze the effectiveness of our architecture.

Yanjun Qin, Yuchen Fang, Haiyong Luo et al.

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system for accurate forecasting. However, there are two challenges: 1) Most traffic forecasting studies mainly focus on modeling correlations of neighboring sensors and ignore correlations of remote sensors, e.g., business districts with similar spatio-temporal patterns; 2) Prior methods which use static adjacency matrix in graph convolutional networks (GCNs) are not enough to reflect the dynamic spatial dependence in traffic system. Moreover, fine-grained methods which use self-attention to model dynamic correlations of all sensors ignore hierarchical information in road networks and have quadratic computational complexity. In this paper, we propose a novel dynamic multi-graph convolution recurrent network (DMGCRN) to tackle above issues, which can model the spatial correlations of distance, the spatial correlations of structure, and the temporal correlations simultaneously. We not only use the distance-based graph to capture spatial information from nodes are close in distance but also construct a novel latent graph which encoded the structure correlations among roads to capture spatial information from nodes are similar in structure. Furthermore, we divide the neighbors of each sensor into coarse-grained regions, and dynamically assign different weights to each region at different times. Meanwhile, we integrate the dynamic multi-graph convolution network into the gated recurrent unit (GRU) to capture temporal dependence. Extensive experiments on three real-world traffic datasets demonstrate that our proposed algorithm outperforms state-of-the-art baselines.

Yuchen Fang, Yanjun Qin, Haiyong Luo et al.

Traffic prediction has gradually attracted the attention of researchers because of the increase in traffic big data. Therefore, how to mine the complex spatio-temporal correlations in traffic data to predict traffic conditions more accurately become a difficult problem. Previous works combined graph convolution networks (GCNs) and self-attention mechanism with deep time series models (e.g. recurrent neural networks) to capture the spatio-temporal correlations separately, ignoring the relationships across time and space. Besides, GCNs are limited by over-smoothing issue and self-attention is limited by quadratic problem, result in GCNs lack global representation capabilities, and self-attention inefficiently capture the global spatial dependence. In this paper, we propose a novel deep learning model for traffic forecasting, named Multi-Context Aware Spatio-Temporal Joint Linear Attention (STJLA), which applies linear attention to the spatio-temporal joint graph to capture global dependence between all spatio-temporal nodes efficiently. More specifically, STJLA utilizes static structural context and dynamic semantic context to improve model performance. The static structure context based on node2vec and one-hot encoding enriches the spatio-temporal position information. Furthermore, the multi-head diffusion convolution network based dynamic spatial context enhances the local spatial perception ability, and the GRU based dynamic temporal context stabilizes sequence position information of the linear attention, respectively. Experiments on two real-world traffic datasets, England and PEMSD7, demonstrate that our STJLA can achieve up to 9.83% and 3.08% accuracy improvement in MAE measure over state-of-the-art baselines.

Yuchen Fang, Kan Ren, Weiqing Liu et al.

As a fundamental problem in algorithmic trading, order execution aims at fulfilling a specific trading order, either liquidation or acquirement, for a given instrument. Towards effective execution strategy, recent years have witnessed the shift from the analytical view with model-based market assumptions to model-free perspective, i.e., reinforcement learning, due to its nature of sequential decision optimization. However, the noisy and yet imperfect market information that can be leveraged by the policy has made it quite challenging to build up sample efficient reinforcement learning methods to achieve effective order execution. In this paper, we propose a novel universal trading policy optimization framework to bridge the gap between the noisy yet imperfect market states and the optimal action sequences for order execution. Particularly, this framework leverages a policy distillation method that can better guide the learning of the common policy towards practically optimal execution by an oracle teacher with perfect information to approximate the optimal trading strategy. The extensive experiments have shown significant improvements of our method over various strong baselines, with reasonable trading actions.