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Revisiting Spatial-Temporal Similarity:
A Deep Learning Framework for Traffic Prediction
Association for the Advancement of Artificial Intelligence, 2019
Huaxiu Yao, Xianfeng Tang, Hua Wei, Guanjie Zheng, Zhenhui Li
January 22, 2021
Presenter: KyungHwan Moon
Contents
• Overview of the Paper
• Background and Motivation
• Introduction
• Spatial-Temporal Dynamic Network
• Experiment
• Conclusion and Discussion
2
Overview of the Paper
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
• Local vs Non-Local
∎ Local : Using the size of the kernel during operation
(Local Operator)
∎ Non-Local : Using the non-local block for entire image
area(Non-Local Operator)
• Spatial & Temporal
• Static(Stationary) vs Dynamic
• Periodic & dependency
Xiaolong Wang, Ross Girshick, Abhinav Gupta, Kaiming He, Carnegie Mellon Universit, and Facebook AI Research.2018
3
Background and Motivation
● Traffic prediction has drawn increasing attention in AI research field
∎ The increasing availability of large-scale traffic data and its importance in the real world
● Existing works make strong assumptions
∎ Spatial dependence is stationary in time
∎ Temporal dynamics is strictly periodical
● However, in practice the spatial dependence could be dynamic
∎ The spatial dependencies between locations are dynamic
∎ The temporal dependency follows daily and weekly pattern
but it is not strictly periodic for its dynamic temporal shifting
4
Background and Motivation
• Previous methods
∎ Traffic time series for each individual location
(Li et al. 2012; Moreira-Matias et al. 2013;)
(Shekhar and Williams 2008; Lippi, Bertini, and Frasconi 2013)
• Recent studies
∎ Taking into account spatial information
-Adding regularizations on model similarity for nearby locations
(Deng etal. 2016; Id´eand Sugiyama 2011; Zheng and Ni 2013)
∎ Taking into account external context information
-Adding features of venue information, weather condition, and local events
(Wu, Wang, and Li 2016; Pan, Demiryurek, and Shahabi 2012; Tong et al. 2017)
※ Do not well capture the complex non-linear spatial-temporal dependency
5
Background and Motivation
• Modeling the non-linear spatial dependency
∎ A heatmap image and Convolutional Neural Network(CNN)
(Zhang, Zheng, and Qi 2017; Zhang et al. 2016; Ma et al. 2017)
• Modeling the non-linear temporal dependency
∎ Recurrent Neural Network(RNN)-based framework
(Yuet al. 2017; Cui, Ke, and Wang 2016)
• Modeling both spatial and temporal dependencies
∎ Integrating CNN and Long Short-Term Memory(LSTM)
(Yao et al. 2018)
6
Background and Motivation
• Limitation(1)
∎ The spatial dependency between locations relies only on the similarity of historical traffic
(Zhang, Zheng, and Qi 2017; Yao et al. 2018)
∎ The model learns a static spatial dependency
※ The dependencies between locations could change over time
• Limitation(2)
∎ Many existing studies ignore the shifting of long-term periodic dependency
∎ Traffic data show a strong daily and weekly periodicity and the dependency based on
such periodicity can be useful for prediction
※ The traffic data are not strictly periodic
※ Consider the sequential dependency and the temporal shifting in the periodicity
7
Introduction
• Spatial-Temporal Dynamic Network (STDN)
∎ Based on a spatial-temporal neural network. which handles spatial and temporal
information via local CNN and LSTM, respectively
A flow-gated
local CNN
A periodically
shifted
attention
mechanism
⦁Spatial dependency by modeling the dynamic similarity
among locations using traffic flow informationation
⦁Learn the long-term periodic dependency and captures
both long-term periodic information and temporal shifting
in traffic sequence via attention mechanism
LSTM to handle the sequential dependency in a hierarchical way
8
Introduction
• Datasets
∎ Taxi data of New York City(NYC)
∎ Bike-sharing data of NYC
9
Introduction
• Datasets
∎ Taxi data of New York City(NYC)
∎ Bike-sharing data of NYC
• Contribution Summarization
∎ A flow gating mechanism to explicitly model dynamic spatial similarity
-The gate controls information propagation among nearby locations
∎ A peridically shifted attention mechanism by taking long-term periodic information
and temporal shifting simultaneously
∎ Experiments on several real-world traffic datasets
-The results show that our model is consistently better than other state-of-the-art
methods
10
Spatial-Temporal Dynamic Network (STDN)
Figure 1: The architecture of STDN
11
Spatial-Temporal Dynamic Network (STDN)
Periodically shifted attention mechanism (PSAM) captures the
long-term periodic dependency and temporal shifting. For each
day, we also use LSTM to capture the sequential information.
Figure 1: The architecture of STDN
(a)
12
Spatial-Temporal Dynamic Network (STDN)
The short-term temporal dependency is captured by one LSTM.
Figure 1: The architecture of STDN
(b)
13
Spatial-Temporal Dynamic Network (STDN)
The flow gating mechanism (FGM) tracks the dynamic spatial
similarity representation by controlling the spatial information
propagation; FC means fully connected layers and Conv means
several convolutional layers.
Figure 1: The architecture of STDN
(c)
14
Spatial-Temporal Dynamic Network (STDN)
A unified multi-task prediction component predicts two types of traffic
volumes (start volume and end traffic volume) simultaneously.
Figure 1: The architecture of STDN
(d)
15
Spatial-Temporal Dynamic Network (STDN)
• Local Spatial-Temporal Network
∎ Combine local CNN and LSTM (Yaoet al. 2018)
-To capture spatial and temporal squential dependency
-To deal with spatial and short-term temporal dependency
∎ Integrate and predict start and End volumes
-To mutually reinforce the prediction of two types of
traffic volumes
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
16
Spatial-Temporal Dynamic Network (STDN)
• Local spatial dependency
∎ Convolutional neural network (CNN)
-To capture the spatial interactions
-treating the entire city as an image and simply applying CNN
may not achieve the best performance. Including regions
with weak correlations to predict a target region actually
hurts the performance.
∎ Use the local CNN
-To model the spatial dependency
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
For each time interval t, The target region i in the center of the image,
K convolutional layers
17
Spatial-Temporal Dynamic Network (STDN)
• Short-term Temporal Dependency
∎ Long Short-Term Memory (LSTM)
-To address the exploding and vanishing gradient issue of
traditional Recurrent Neural Network (RNN)
-To capture the temporal sequential dependency
-The original version of LSTM
(Hochreiter and Schmidhuber 1997)
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
18
Spatial-Temporal Dynamic Network (STDN)
• Spatial Dynamic Similarity: Flow Gating Mechanism-(1)
∎ CNN vs Local CNN
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
CNN Local CNN
⦁Handles the local structure similarity by
local connection and weight sharingion
⦁The local spatial dependency relies on
the similarity of historical traffic volume
⦁The spatial dependency of volume is
stationary, which can not fully reflect the
relation between the target region and its
neighbors.
n
Traffic flow is a more direct way to represent interactions between regions
19
Spatial-Temporal Dynamic Network (STDN)
• Spatial Dynamic Similarity: Flow Gating Mechanism-(1)
∎ CNN vs Local CNN
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
CNN Local CNN
⦁Handles the local structure similarity by
local connection and weight sharingion
⦁The local spatial dependency relies on
the similarity of historical traffic volume
⦁The spatial dependency of volume is
stationary, which can not fully reflect the
relation between the target region and its
neighbors.
n
Traffic flow is a more direct way to represent interactions between regions
The relation between two regions is
stronger(i.e., they are more similar) if
there are more flows existing between
them
20
Spatial-Temporal Dynamic Network (STDN)
• Spatial Dynamic Similarity: Flow Gating Mechanism-(2)
∎ Flow Gating Mechanism (FGM)
-To explicitly capture dynamic spatial dependency in the
hierarchy
-Construct the local spatial flow image to protect the
spatial to protect the spatial dependency of flow
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
Inflow Outflow
⦁Inflow departing from other location
ending in the region during the the time
intervalon
⦁Outflow starting from this region toward
somewhereon
The Traffic flow in two categories
21
Spatial-Temporal Dynamic Network (STDN)
• Spatial Dynamic Similarity: Flow Gating Mechanism-(2)
∎ Flow Gating Mechanism (FGM)
-To explicitly capture dynamic spatial dependency in the
hierarchy
-Construct the local spatial flow image to protect the
spatial to protect the spatial dependency of flow
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
Inflow Outflow
⦁Inflow departing from other location
ending in the region during the the time
intervalon
⦁Outflow starting from this region toward
somewhereon
The Traffic flow in two categories
22
Spatial-Temporal Dynamic Network (STDN)
• Spatial Dynamic Similarity: Flow Gating Mechanism-(3)
∎ Flow Gating Mechanism (FGM)
-The acquired flow matrices
-Use CNN to model the spatial flow interactions between
regions
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
23
Spatial-Temporal Dynamic Network (STDN)
• Spatial Dynamic Similarity: Flow Gating Mechanism-(4)
∎ Flow Gating Mechanism (FGM)
-Use CNN to model the spatial flow interactions between
regions
After K gated convolutional layers, we use a flatten layer
followed by a fully connected layer to get the flow
gated spatial representation as
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
24
Spatial-Temporal Dynamic Network (STDN)
• Temporal Dynamic Similarity
: Periodically Shifted Attention Mechanism (PSAM)-(1)
∎ Flow Gating Mechanism (FGM) overlooks the long-term
dependency (e.g. periodicity)which is an important
property of spatial-temporal prediction problem
(Zonoozi et al. 2018; Feng et al. 2018)
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
⦁Temoral shifting between different dayson ⦁Temoral shifting between different weeksn
The temporal shifting of periodicity
Each time in these figures represents a time interval (e.g., 9:30am means 9:00-9:30am)
25
Spatial-Temporal Dynamic Network (STDN)
• Temporal Dynamic Similarity
: Periodically Shifted Attention Mechanism (PSAM)-(2)
∎ Training LSTM to handle long-term information is a
nontrivial task, since the increasing length enlarges the
risk of gradient vanishing, thus significantly weaken the
effects of periodicity.
∎ Periodically Shifted Attention Mechanism (PSAM)
-To take long-term periodic information into
consideration
-To tackle the limitations that the periodicity is not strict
daily or weekly
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
26
Spatial-Temporal Dynamic Network (STDN)
• Temporal Dynamic Similarity
: Periodically Shifted Attention Mechanism (PSAM)-(2)
∎ Select Q time intervals from each day in Q to tackle the
potential temporal shifting
-For example, if the predicted time is 9:00-9:30pm, we
select 1 hour before and after the predicted time
(i.e., 8:00-10:30pm and |Q| = 5).
∎ Use LSTM to protect the sequential information
for each day
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
27
Spatial-Temporal Dynamic Network (STDN)
• Temporal Dynamic Similarity
: Periodically Shifted Attention Mechanism (PSAM)-(3)
∎ Adopt an attention mechanism to capture the temporal
shifting and get the weighted representation of each
previous day.
-the representation of each previous days
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
28
Spatial-Temporal Dynamic Network (STDN)
• Temporal Dynamic Similarity
: Periodically Shifted Attention Mechanism (PSAM)-(4)
∎ Adopt an attention mechanism to capture the temporal
shifting and get the weighted representation of each
previous day.
-the representation of each previous days
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
29
Spatial-Temporal Dynamic Network (STDN)
• Joint Training-(1)
∎ Concatenate the short-term representation
and long-term representation
∎ For a fully connected layer, get the final prediction
value of start and end traffic volume for each region
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
30
Spatial-Temporal Dynamic Network (STDN)
• Joint Training-(2)
∎ Predict start volume and end traffic volume
simultaneously
- Loss function
Local Spatial-Temporal Network
Local spatial dependency
Short-term Temporal Dependency
Spatial Dynamic Similarity:
Flow Gating Mechanism
Temporal Dynamic Similarity:
Periodically Shifted
Attention Mechanism
Joint Training
31
Experiment
• Results
∎ Performance Comparison
-Root Mean Square Error (RMSE)
-Mean Absolute Percentage Error (MAPE)
Performance
Comparison
Effectiveness of
Flow Gating Mechanism
Effectiveness of
Periodically Shifted
Attention Mechanism
32
Experiment
• Results
∎ Effectiveness of Flow Gating Mechanism (FGM)
-LSTN : Only short-term temporal dependency, and
local spatial dependency
-LSTN-FI : Use traffic flow information as features
instead of using a flow gating mechanism
-LSTN-FGM : Represent the spatial dynamic similarity between
local neighborhoods by utilizing flow gating
mechanism and do not use periodically shifted
attention mechanism
Performance
Comparison
Effectiveness of
Flow Gating Mechanism
Effectiveness of
Periodically Shifted
Attention Mechanism
33
Experiment
• Results
∎ Evaluation of Flow Gating Mechanism (FGM)
-Root Mean Square Error (RMSE)
-Mean Absolute Percentage Error (MAPE)
Performance
Comparison
Effectiveness of
Flow Gating Mechanism
Effectiveness of
Periodically Shifted
Attention Mechanism
34
Experiment
• Results
∎ Effectiveness of Periodically shifted attention Mechanism (PSAM)
-LSTN-L : Take long-term sequential information into
consideration to extend LSTN
-LSTN-SL : Remove the periodically shifted attention
mechanism in STDN and does not include flow gating
mechanism
-LSTN-PSAM : Add the periodically shifted attention mechanism
on LSTN-SL, only removing the flow gating
mechanism
Performance
Comparison
Effectiveness of
Flow Gating Mechanism
Effectiveness of
Periodically Shifted
Attention Mechanism
35
Experiment
• Results
∎ Evaluation of Periodically shifted attention Mechanism
(PSAM)
-Root Mean Square Error (RMSE)
-Mean Absolute Percentage Error (MAPE)
Performance
Comparison
Effectiveness of
Flow Gating Mechanism
Effectiveness of
Periodically Shifted
Attention Mechanism
36
Experiment
• Conclusion and Discussion
∎ Investigate the proposed model on other spatial-temporal prediction problems
∎ Explain the model
(i.e., explain feature importance of traffic prediction)
∎ Selecting appropriate hyperparameter in correspondence with data
∎ How much performance depending on the amount of data
Thank you
Any questions?

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[Seminar] 20210122 Kyunghwan Moon

  • 1. Revisiting Spatial-Temporal Similarity: A Deep Learning Framework for Traffic Prediction Association for the Advancement of Artificial Intelligence, 2019 Huaxiu Yao, Xianfeng Tang, Hua Wei, Guanjie Zheng, Zhenhui Li January 22, 2021 Presenter: KyungHwan Moon
  • 2. Contents • Overview of the Paper • Background and Motivation • Introduction • Spatial-Temporal Dynamic Network • Experiment • Conclusion and Discussion
  • 3. 2 Overview of the Paper Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training • Local vs Non-Local ∎ Local : Using the size of the kernel during operation (Local Operator) ∎ Non-Local : Using the non-local block for entire image area(Non-Local Operator) • Spatial & Temporal • Static(Stationary) vs Dynamic • Periodic & dependency Xiaolong Wang, Ross Girshick, Abhinav Gupta, Kaiming He, Carnegie Mellon Universit, and Facebook AI Research.2018
  • 4. 3 Background and Motivation ● Traffic prediction has drawn increasing attention in AI research field ∎ The increasing availability of large-scale traffic data and its importance in the real world ● Existing works make strong assumptions ∎ Spatial dependence is stationary in time ∎ Temporal dynamics is strictly periodical ● However, in practice the spatial dependence could be dynamic ∎ The spatial dependencies between locations are dynamic ∎ The temporal dependency follows daily and weekly pattern but it is not strictly periodic for its dynamic temporal shifting
  • 5. 4 Background and Motivation • Previous methods ∎ Traffic time series for each individual location (Li et al. 2012; Moreira-Matias et al. 2013;) (Shekhar and Williams 2008; Lippi, Bertini, and Frasconi 2013) • Recent studies ∎ Taking into account spatial information -Adding regularizations on model similarity for nearby locations (Deng etal. 2016; Id´eand Sugiyama 2011; Zheng and Ni 2013) ∎ Taking into account external context information -Adding features of venue information, weather condition, and local events (Wu, Wang, and Li 2016; Pan, Demiryurek, and Shahabi 2012; Tong et al. 2017) ※ Do not well capture the complex non-linear spatial-temporal dependency
  • 6. 5 Background and Motivation • Modeling the non-linear spatial dependency ∎ A heatmap image and Convolutional Neural Network(CNN) (Zhang, Zheng, and Qi 2017; Zhang et al. 2016; Ma et al. 2017) • Modeling the non-linear temporal dependency ∎ Recurrent Neural Network(RNN)-based framework (Yuet al. 2017; Cui, Ke, and Wang 2016) • Modeling both spatial and temporal dependencies ∎ Integrating CNN and Long Short-Term Memory(LSTM) (Yao et al. 2018)
  • 7. 6 Background and Motivation • Limitation(1) ∎ The spatial dependency between locations relies only on the similarity of historical traffic (Zhang, Zheng, and Qi 2017; Yao et al. 2018) ∎ The model learns a static spatial dependency ※ The dependencies between locations could change over time • Limitation(2) ∎ Many existing studies ignore the shifting of long-term periodic dependency ∎ Traffic data show a strong daily and weekly periodicity and the dependency based on such periodicity can be useful for prediction ※ The traffic data are not strictly periodic ※ Consider the sequential dependency and the temporal shifting in the periodicity
  • 8. 7 Introduction • Spatial-Temporal Dynamic Network (STDN) ∎ Based on a spatial-temporal neural network. which handles spatial and temporal information via local CNN and LSTM, respectively A flow-gated local CNN A periodically shifted attention mechanism ⦁Spatial dependency by modeling the dynamic similarity among locations using traffic flow informationation ⦁Learn the long-term periodic dependency and captures both long-term periodic information and temporal shifting in traffic sequence via attention mechanism LSTM to handle the sequential dependency in a hierarchical way
  • 9. 8 Introduction • Datasets ∎ Taxi data of New York City(NYC) ∎ Bike-sharing data of NYC
  • 10. 9 Introduction • Datasets ∎ Taxi data of New York City(NYC) ∎ Bike-sharing data of NYC • Contribution Summarization ∎ A flow gating mechanism to explicitly model dynamic spatial similarity -The gate controls information propagation among nearby locations ∎ A peridically shifted attention mechanism by taking long-term periodic information and temporal shifting simultaneously ∎ Experiments on several real-world traffic datasets -The results show that our model is consistently better than other state-of-the-art methods
  • 11. 10 Spatial-Temporal Dynamic Network (STDN) Figure 1: The architecture of STDN
  • 12. 11 Spatial-Temporal Dynamic Network (STDN) Periodically shifted attention mechanism (PSAM) captures the long-term periodic dependency and temporal shifting. For each day, we also use LSTM to capture the sequential information. Figure 1: The architecture of STDN (a)
  • 13. 12 Spatial-Temporal Dynamic Network (STDN) The short-term temporal dependency is captured by one LSTM. Figure 1: The architecture of STDN (b)
  • 14. 13 Spatial-Temporal Dynamic Network (STDN) The flow gating mechanism (FGM) tracks the dynamic spatial similarity representation by controlling the spatial information propagation; FC means fully connected layers and Conv means several convolutional layers. Figure 1: The architecture of STDN (c)
  • 15. 14 Spatial-Temporal Dynamic Network (STDN) A unified multi-task prediction component predicts two types of traffic volumes (start volume and end traffic volume) simultaneously. Figure 1: The architecture of STDN (d)
  • 16. 15 Spatial-Temporal Dynamic Network (STDN) • Local Spatial-Temporal Network ∎ Combine local CNN and LSTM (Yaoet al. 2018) -To capture spatial and temporal squential dependency -To deal with spatial and short-term temporal dependency ∎ Integrate and predict start and End volumes -To mutually reinforce the prediction of two types of traffic volumes Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 17. 16 Spatial-Temporal Dynamic Network (STDN) • Local spatial dependency ∎ Convolutional neural network (CNN) -To capture the spatial interactions -treating the entire city as an image and simply applying CNN may not achieve the best performance. Including regions with weak correlations to predict a target region actually hurts the performance. ∎ Use the local CNN -To model the spatial dependency Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training For each time interval t, The target region i in the center of the image, K convolutional layers
  • 18. 17 Spatial-Temporal Dynamic Network (STDN) • Short-term Temporal Dependency ∎ Long Short-Term Memory (LSTM) -To address the exploding and vanishing gradient issue of traditional Recurrent Neural Network (RNN) -To capture the temporal sequential dependency -The original version of LSTM (Hochreiter and Schmidhuber 1997) Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 19. 18 Spatial-Temporal Dynamic Network (STDN) • Spatial Dynamic Similarity: Flow Gating Mechanism-(1) ∎ CNN vs Local CNN Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training CNN Local CNN ⦁Handles the local structure similarity by local connection and weight sharingion ⦁The local spatial dependency relies on the similarity of historical traffic volume ⦁The spatial dependency of volume is stationary, which can not fully reflect the relation between the target region and its neighbors. n Traffic flow is a more direct way to represent interactions between regions
  • 20. 19 Spatial-Temporal Dynamic Network (STDN) • Spatial Dynamic Similarity: Flow Gating Mechanism-(1) ∎ CNN vs Local CNN Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training CNN Local CNN ⦁Handles the local structure similarity by local connection and weight sharingion ⦁The local spatial dependency relies on the similarity of historical traffic volume ⦁The spatial dependency of volume is stationary, which can not fully reflect the relation between the target region and its neighbors. n Traffic flow is a more direct way to represent interactions between regions The relation between two regions is stronger(i.e., they are more similar) if there are more flows existing between them
  • 21. 20 Spatial-Temporal Dynamic Network (STDN) • Spatial Dynamic Similarity: Flow Gating Mechanism-(2) ∎ Flow Gating Mechanism (FGM) -To explicitly capture dynamic spatial dependency in the hierarchy -Construct the local spatial flow image to protect the spatial to protect the spatial dependency of flow Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training Inflow Outflow ⦁Inflow departing from other location ending in the region during the the time intervalon ⦁Outflow starting from this region toward somewhereon The Traffic flow in two categories
  • 22. 21 Spatial-Temporal Dynamic Network (STDN) • Spatial Dynamic Similarity: Flow Gating Mechanism-(2) ∎ Flow Gating Mechanism (FGM) -To explicitly capture dynamic spatial dependency in the hierarchy -Construct the local spatial flow image to protect the spatial to protect the spatial dependency of flow Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training Inflow Outflow ⦁Inflow departing from other location ending in the region during the the time intervalon ⦁Outflow starting from this region toward somewhereon The Traffic flow in two categories
  • 23. 22 Spatial-Temporal Dynamic Network (STDN) • Spatial Dynamic Similarity: Flow Gating Mechanism-(3) ∎ Flow Gating Mechanism (FGM) -The acquired flow matrices -Use CNN to model the spatial flow interactions between regions Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 24. 23 Spatial-Temporal Dynamic Network (STDN) • Spatial Dynamic Similarity: Flow Gating Mechanism-(4) ∎ Flow Gating Mechanism (FGM) -Use CNN to model the spatial flow interactions between regions After K gated convolutional layers, we use a flatten layer followed by a fully connected layer to get the flow gated spatial representation as Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 25. 24 Spatial-Temporal Dynamic Network (STDN) • Temporal Dynamic Similarity : Periodically Shifted Attention Mechanism (PSAM)-(1) ∎ Flow Gating Mechanism (FGM) overlooks the long-term dependency (e.g. periodicity)which is an important property of spatial-temporal prediction problem (Zonoozi et al. 2018; Feng et al. 2018) Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training ⦁Temoral shifting between different dayson ⦁Temoral shifting between different weeksn The temporal shifting of periodicity Each time in these figures represents a time interval (e.g., 9:30am means 9:00-9:30am)
  • 26. 25 Spatial-Temporal Dynamic Network (STDN) • Temporal Dynamic Similarity : Periodically Shifted Attention Mechanism (PSAM)-(2) ∎ Training LSTM to handle long-term information is a nontrivial task, since the increasing length enlarges the risk of gradient vanishing, thus significantly weaken the effects of periodicity. ∎ Periodically Shifted Attention Mechanism (PSAM) -To take long-term periodic information into consideration -To tackle the limitations that the periodicity is not strict daily or weekly Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 27. 26 Spatial-Temporal Dynamic Network (STDN) • Temporal Dynamic Similarity : Periodically Shifted Attention Mechanism (PSAM)-(2) ∎ Select Q time intervals from each day in Q to tackle the potential temporal shifting -For example, if the predicted time is 9:00-9:30pm, we select 1 hour before and after the predicted time (i.e., 8:00-10:30pm and |Q| = 5). ∎ Use LSTM to protect the sequential information for each day Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 28. 27 Spatial-Temporal Dynamic Network (STDN) • Temporal Dynamic Similarity : Periodically Shifted Attention Mechanism (PSAM)-(3) ∎ Adopt an attention mechanism to capture the temporal shifting and get the weighted representation of each previous day. -the representation of each previous days Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 29. 28 Spatial-Temporal Dynamic Network (STDN) • Temporal Dynamic Similarity : Periodically Shifted Attention Mechanism (PSAM)-(4) ∎ Adopt an attention mechanism to capture the temporal shifting and get the weighted representation of each previous day. -the representation of each previous days Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 30. 29 Spatial-Temporal Dynamic Network (STDN) • Joint Training-(1) ∎ Concatenate the short-term representation and long-term representation ∎ For a fully connected layer, get the final prediction value of start and end traffic volume for each region Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 31. 30 Spatial-Temporal Dynamic Network (STDN) • Joint Training-(2) ∎ Predict start volume and end traffic volume simultaneously - Loss function Local Spatial-Temporal Network Local spatial dependency Short-term Temporal Dependency Spatial Dynamic Similarity: Flow Gating Mechanism Temporal Dynamic Similarity: Periodically Shifted Attention Mechanism Joint Training
  • 32. 31 Experiment • Results ∎ Performance Comparison -Root Mean Square Error (RMSE) -Mean Absolute Percentage Error (MAPE) Performance Comparison Effectiveness of Flow Gating Mechanism Effectiveness of Periodically Shifted Attention Mechanism
  • 33. 32 Experiment • Results ∎ Effectiveness of Flow Gating Mechanism (FGM) -LSTN : Only short-term temporal dependency, and local spatial dependency -LSTN-FI : Use traffic flow information as features instead of using a flow gating mechanism -LSTN-FGM : Represent the spatial dynamic similarity between local neighborhoods by utilizing flow gating mechanism and do not use periodically shifted attention mechanism Performance Comparison Effectiveness of Flow Gating Mechanism Effectiveness of Periodically Shifted Attention Mechanism
  • 34. 33 Experiment • Results ∎ Evaluation of Flow Gating Mechanism (FGM) -Root Mean Square Error (RMSE) -Mean Absolute Percentage Error (MAPE) Performance Comparison Effectiveness of Flow Gating Mechanism Effectiveness of Periodically Shifted Attention Mechanism
  • 35. 34 Experiment • Results ∎ Effectiveness of Periodically shifted attention Mechanism (PSAM) -LSTN-L : Take long-term sequential information into consideration to extend LSTN -LSTN-SL : Remove the periodically shifted attention mechanism in STDN and does not include flow gating mechanism -LSTN-PSAM : Add the periodically shifted attention mechanism on LSTN-SL, only removing the flow gating mechanism Performance Comparison Effectiveness of Flow Gating Mechanism Effectiveness of Periodically Shifted Attention Mechanism
  • 36. 35 Experiment • Results ∎ Evaluation of Periodically shifted attention Mechanism (PSAM) -Root Mean Square Error (RMSE) -Mean Absolute Percentage Error (MAPE) Performance Comparison Effectiveness of Flow Gating Mechanism Effectiveness of Periodically Shifted Attention Mechanism
  • 37. 36 Experiment • Conclusion and Discussion ∎ Investigate the proposed model on other spatial-temporal prediction problems ∎ Explain the model (i.e., explain feature importance of traffic prediction) ∎ Selecting appropriate hyperparameter in correspondence with data ∎ How much performance depending on the amount of data