1. Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting
- Author
-
Dong, Zheng, Jiang, Renhe, Gao, Haotian, Liu, Hangchen, Deng, Jinliang, Wen, Qingsong, Song, Xuan, Dong, Zheng, Jiang, Renhe, Gao, Haotian, Liu, Hangchen, Deng, Jinliang, Wen, Qingsong, and Song, Xuan
- Abstract
Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental challenge. Therefore, we propose a novel Heterogeneity-Informed Meta-Parameter Learning scheme. Specifically, our approach implicitly captures spatiotemporal heterogeneity through learning spatial and temporal embeddings, which can be viewed as a clustering process. Then, a novel spatiotemporal meta-parameter learning paradigm is proposed to learn spatiotemporal-specific parameters from meta-parameter pools, which is informed by the captured heterogeneity. Based on these ideas, we develop a Heterogeneity-Informed Spatiotemporal Meta-Network (HimNet) for spatiotemporal time series forecasting. Extensive experiments on five widely-used benchmarks demonstrate our method achieves state-of-the-art performance while exhibiting superior interpretability. Our code is available at https://github.com/XDZhelheim/HimNet., Comment: Accepted by KDD'24 Research Track
- Published
- 2024