The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries an...The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries and other fields.Furthermore,it is important to construct a digital twin system.However,existing methods do not take full advantage of the potential properties of variables,which results in poor predicted accuracy.In this paper,we propose the Adaptive Fused Spatial-Temporal Graph Convolutional Network(AFSTGCN).First,to address the problem of the unknown spatial-temporal structure,we construct the Adaptive Fused Spatial-Temporal Graph(AFSTG)layer.Specifically,we fuse the spatial-temporal graph based on the interrelationship of spatial graphs.Simultaneously,we construct the adaptive adjacency matrix of the spatial-temporal graph using node embedding methods.Subsequently,to overcome the insufficient extraction of disordered correlation features,we construct the Adaptive Fused Spatial-Temporal Graph Convolutional(AFSTGC)module.The module forces the reordering of disordered temporal,spatial and spatial-temporal dependencies into rule-like data.AFSTGCN dynamically and synchronously acquires potential temporal,spatial and spatial-temporal correlations,thereby fully extracting rich hierarchical feature information to enhance the predicted accuracy.Experiments on different types of MTS datasets demonstrate that the model achieves state-of-the-art single-step and multi-step performance compared with eight other deep learning models.展开更多
Considering the nonlinear structure and spatial-temporal correlation of traffic network,and the influence of potential correlation between nodes of traffic network on the spatial features,this paper proposes a traffic...Considering the nonlinear structure and spatial-temporal correlation of traffic network,and the influence of potential correlation between nodes of traffic network on the spatial features,this paper proposes a traffic speed prediction model based on the combination of graph attention network with self-adaptive adjacency matrix(SAdpGAT)and bidirectional gated recurrent unit(BiGRU).First-ly,the model introduces graph attention network(GAT)to extract the spatial features of real road network and potential road network respectively in spatial dimension.Secondly,the spatial features are input into BiGRU to extract the time series features.Finally,the prediction results of the real road network and the potential road network are connected to generate the final prediction results of the model.The experimental results show that the prediction accuracy of the proposed model is im-proved obviously on METR-LA and PEMS-BAY datasets,which proves the advantages of the pro-posed spatial-temporal model in traffic speed prediction.展开更多
基金supported by the China Scholarship Council and the CERNET Innovation Project under grant No.20170111.
文摘The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries and other fields.Furthermore,it is important to construct a digital twin system.However,existing methods do not take full advantage of the potential properties of variables,which results in poor predicted accuracy.In this paper,we propose the Adaptive Fused Spatial-Temporal Graph Convolutional Network(AFSTGCN).First,to address the problem of the unknown spatial-temporal structure,we construct the Adaptive Fused Spatial-Temporal Graph(AFSTG)layer.Specifically,we fuse the spatial-temporal graph based on the interrelationship of spatial graphs.Simultaneously,we construct the adaptive adjacency matrix of the spatial-temporal graph using node embedding methods.Subsequently,to overcome the insufficient extraction of disordered correlation features,we construct the Adaptive Fused Spatial-Temporal Graph Convolutional(AFSTGC)module.The module forces the reordering of disordered temporal,spatial and spatial-temporal dependencies into rule-like data.AFSTGCN dynamically and synchronously acquires potential temporal,spatial and spatial-temporal correlations,thereby fully extracting rich hierarchical feature information to enhance the predicted accuracy.Experiments on different types of MTS datasets demonstrate that the model achieves state-of-the-art single-step and multi-step performance compared with eight other deep learning models.
基金the National Natural Science Foundation of China(No.61461027,61762059)the Provincial Science and Technology Program supported the Key Project of Natural Science Foundation of Gansu Province(No.22JR5RA226)。
文摘Considering the nonlinear structure and spatial-temporal correlation of traffic network,and the influence of potential correlation between nodes of traffic network on the spatial features,this paper proposes a traffic speed prediction model based on the combination of graph attention network with self-adaptive adjacency matrix(SAdpGAT)and bidirectional gated recurrent unit(BiGRU).First-ly,the model introduces graph attention network(GAT)to extract the spatial features of real road network and potential road network respectively in spatial dimension.Secondly,the spatial features are input into BiGRU to extract the time series features.Finally,the prediction results of the real road network and the potential road network are connected to generate the final prediction results of the model.The experimental results show that the prediction accuracy of the proposed model is im-proved obviously on METR-LA and PEMS-BAY datasets,which proves the advantages of the pro-posed spatial-temporal model in traffic speed prediction.
