Rao Hong

Wenying Duan, Xiaoxi He, Zimu Zhou et al.

Spatial-temporal graph models are prevailing for abstracting and modelling spatial and temporal dependencies. In this work, we ask the following question: whether and to what extent can we localise spatial-temporal graph models? We limit our scope to adaptive spatial-temporal graph neural networks (ASTGNNs), the state-of-the-art model architecture. Our approach to localisation involves sparsifying the spatial graph adjacency matrices. To this end, we propose Adaptive Graph Sparsification (AGS), a graph sparsification algorithm which successfully enables the localisation of ASTGNNs to an extreme extent (fully localisation). We apply AGS to two distinct ASTGNN architectures and nine spatial-temporal datasets. Intriguingly, we observe that spatial graphs in ASTGNNs can be sparsified by over 99.5\% without any decline in test accuracy. Furthermore, even when ASTGNNs are fully localised, becoming graph-less and purely temporal, we record no drop in accuracy for the majority of tested datasets, with only minor accuracy deterioration observed in the remaining datasets. However, when the partially or fully localised ASTGNNs are reinitialised and retrained on the same data, there is a considerable and consistent drop in accuracy. Based on these observations, we reckon that \textit{(i)} in the tested data, the information provided by the spatial dependencies is primarily included in the information provided by the temporal dependencies and, thus, can be essentially ignored for inference; and \textit{(ii)} although the spatial dependencies provide redundant information, it is vital for the effective training of ASTGNNs and thus cannot be ignored during training. Furthermore, the localisation of ASTGNNs holds the potential to reduce the heavy computation overhead required on large-scale spatial-temporal data and further enable the distributed deployment of ASTGNNs.

Wenying Duan, Xiaoxi He, Lu Zhou et al.

Time series forecasting has widespread applications in urban life ranging from air quality monitoring to traffic analysis. However, accurate time series forecasting is challenging because real-world time series suffer from the distribution shift problem, where their statistical properties change over time. Despite extensive solutions to distribution shifts in domain adaptation or generalization, they fail to function effectively in unknown, constantly-changing distribution shifts, which are common in time series. In this paper, we propose Hyper Time- Series Forecasting (HTSF), a hypernetwork-based framework for accurate time series forecasting under distribution shift. HTSF jointly learns the time-varying distributions and the corresponding forecasting models in an end-to-end fashion. Specifically, HTSF exploits the hyper layers to learn the best characterization of the distribution shifts, generating the model parameters for the main layers to make accurate predictions. We implement HTSF as an extensible framework that can incorporate diverse time series forecasting models such as RNNs and Transformers. Extensive experiments on 9 benchmarks demonstrate that HTSF achieves state-of-the-art performances.