Wavelet-Inspired Multiscale Graph Convolutional Recurrent Network for Traffic Forecasting

Fuente: arXiv
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Autores principales: Qian, Qipeng, Mallick, Tanwi
Formato: Preprint
Publicado: 2024
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author Qian, Qipeng
Mallick, Tanwi
author_facet Qian, Qipeng
Mallick, Tanwi
contents Traffic forecasting is the foundation for intelligent transportation systems. Spatiotemporal graph neural networks have demonstrated state-of-the-art performance in traffic forecasting. However, these methods do not explicitly model some of the natural characteristics in traffic data, such as the multiscale structure that encompasses spatial and temporal variations at different levels of granularity or scale. To that end, we propose a Wavelet-Inspired Graph Convolutional Recurrent Network (WavGCRN) which combines multiscale analysis (MSA)-based method with Deep Learning (DL)-based method. In WavGCRN, the traffic data is decomposed into time-frequency components with Discrete Wavelet Transformation (DWT), constructing a multi-stream input structure; then Graph Convolutional Recurrent networks (GCRNs) are employed as encoders for each stream, extracting spatiotemporal features in different scales; and finally the learnable Inversed DWT and GCRN are combined as the decoder, fusing the information from all streams for traffic metrics reconstruction and prediction. Furthermore, road-network-informed graphs and data-driven graph learning are combined to accurately capture spatial correlation. The proposed method can offer well-defined interpretability, powerful learning capability, and competitive forecasting performance on real-world traffic data sets.
format Preprint
id arxiv_https___arxiv_org_abs_2401_06040
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Wavelet-Inspired Multiscale Graph Convolutional Recurrent Network for Traffic Forecasting
Qian, Qipeng
Mallick, Tanwi
Machine Learning
Traffic forecasting is the foundation for intelligent transportation systems. Spatiotemporal graph neural networks have demonstrated state-of-the-art performance in traffic forecasting. However, these methods do not explicitly model some of the natural characteristics in traffic data, such as the multiscale structure that encompasses spatial and temporal variations at different levels of granularity or scale. To that end, we propose a Wavelet-Inspired Graph Convolutional Recurrent Network (WavGCRN) which combines multiscale analysis (MSA)-based method with Deep Learning (DL)-based method. In WavGCRN, the traffic data is decomposed into time-frequency components with Discrete Wavelet Transformation (DWT), constructing a multi-stream input structure; then Graph Convolutional Recurrent networks (GCRNs) are employed as encoders for each stream, extracting spatiotemporal features in different scales; and finally the learnable Inversed DWT and GCRN are combined as the decoder, fusing the information from all streams for traffic metrics reconstruction and prediction. Furthermore, road-network-informed graphs and data-driven graph learning are combined to accurately capture spatial correlation. The proposed method can offer well-defined interpretability, powerful learning capability, and competitive forecasting performance on real-world traffic data sets.
title Wavelet-Inspired Multiscale Graph Convolutional Recurrent Network for Traffic Forecasting
topic Machine Learning
url https://arxiv.org/abs/2401.06040