Spatial-Temporal-Decoupled Masked Pre-training for Spatiotemporal Forecasting

1 Dec 2023  ยท  Haotian Gao, Renhe Jiang, Zheng Dong, Jinliang Deng, Yuxin Ma, Xuan Song ยท

Spatiotemporal forecasting techniques are significant for various domains such as transportation, energy, and weather. Accurate prediction of spatiotemporal series remains challenging due to the complex spatiotemporal heterogeneity. In particular, current end-to-end models are limited by input length and thus often fall into spatiotemporal mirage, i.e., similar input time series followed by dissimilar future values and vice versa. To address these problems, we propose a novel self-supervised pre-training framework Spatial-Temporal-Decoupled Masked Pre-training (STD-MAE) that employs two decoupled masked autoencoders to reconstruct spatiotemporal series along the spatial and temporal dimensions. Rich-context representations learned through such reconstruction could be seamlessly integrated by downstream predictors with arbitrary architectures to augment their performances. A series of quantitative and qualitative evaluations on six widely used benchmarks (PEMS03, PEMS04, PEMS07, PEMS08, METR-LA, and PEMS-BAY) are conducted to validate the state-of-the-art performance of STD-MAE. Codes are available at https://github.com/Jimmy-7664/STD-MAE.

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Results from the Paper


 Ranked #1 on Traffic Prediction on PEMS-BAY (using extra training data)

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Task Dataset Model Metric Name Metric Value Global Rank Uses Extra
Training Data
Result Benchmark
Traffic Prediction METR-LA STD-MAE MAE @ 12 step 3.40 # 8
12 steps MAE 3.40 # 2
12 steps RMSE 7.07 # 2
12 steps MAPE 9.59 # 2
MAE @ 3 step 2.62 # 3
Traffic Prediction PeMS04 STD-MAE 12 Steps MAE 17.80 # 1
Traffic Prediction PeMS07 STD-MAE MAE@1h 18.31 # 1
Traffic Prediction PEMS-BAY STD-MAE MAE @ 12 step 1.77 # 1
RMSE 4.20 # 1
Traffic Prediction PeMSD3 STD-MAE 12 steps MAE 13.80 # 1
12 steps RMSE 24.43 # 1
12 steps MAPE 13.96 # 1
Traffic Prediction PeMSD4 STD-MAE 12 steps MAE 17.80 # 1
Traffic Prediction PeMSD8 STD-MAE 12 steps MAE 13.44 # 2
12 steps RMSE 22.47 # 1
12 steps MAPE 8.76 # 1

Methods


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