An Embedding-Driven Multi-Hop Spatio-Temporal Attention Network for Traffic Prediction

Traffic prediction is an important part of modern intelligent transportation systems (ITS), which helps transportation management and city planning. However, it is a very challenging task for modeling complex spatio-temporal dependencies, since the traffic data belongs to highly periodic multivariate time series which makes it hard to model accurate spatial dependencies only from time series and observed geolocation information of road segments. The existing research mainly focuses on finding ways of capturing dynamic spatial dependencies of road segments while neglecting the importance of periodicity, and few studies have explored a pure embedding-driven method that is robust to corrupted data to model periodicity. In this paper, we propose an embedding-driven multi-hop spatio-temporal attention network for traffic prediction (PIANOFORTE), which mainly focuses on leveraging the multi-scale periodicity of traffic data. Specifically, the proposed network applies a designed Fourier-series-based embedding, to capture the periodicity, which is more in line with real-world facts. Driven by the designed embedding, both local and global temporal dependencies are modeled properly by combining the attention-based methods and the convolution-based methods. Besides, we implement a trial that can hardly be seen in the existing traffic prediction works to combine the graph self-attention mechanism with a multi-hop diffusion process to explore the large-scale structural information on a designed set of graphs. Experiments on two real-world traffic datasets which contains traffic speed data for months show the effectiveness of our proposed methods. The experiments also suggest the methods can provide stable reasonable and smooth predictions for completely corrupted data.