Graph Neural Controlled Differential Equations for Traffic Forecasting

7 Dec 2021  ·  Jeongwhan Choi, Hwangyong Choi, Jeehyun Hwang, Noseong Park ·

Traffic forecasting is one of the most popular spatio-temporal tasks in the field of machine learning. A prevalent approach in the field is to combine graph convolutional networks and recurrent neural networks for the spatio-temporal processing. There has been fierce competition and many novel methods have been proposed. In this paper, we present the method of spatio-temporal graph neural controlled differential equation (STG-NCDE). Neural controlled differential equations (NCDEs) are a breakthrough concept for processing sequential data. We extend the concept and design two NCDEs: one for the temporal processing and the other for the spatial processing. After that, we combine them into a single framework. We conduct experiments with 6 benchmark datasets and 20 baselines. STG-NCDE shows the best accuracy in all cases, outperforming all those 20 baselines by non-trivial margins.

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Task Dataset Model Metric Name Metric Value Global Rank Result Benchmark
Weather Forecasting NOAA Atmospheric Temperature Dataset STG-NCDE MAE (t+1) 0.3582 ± 0.0616 # 5
MAE (t+10) 1.4095 ± 0.1836 # 3
Traffic Prediction PeMSD3 STG-NCDE 12 steps MAE 15.57 # 6
12 steps RMSE 27.09 # 5
12 steps MAPE 15.06 # 5
Traffic Prediction PeMSD4 STG-NCDE 12 steps MAE 19.21 # 12
12 steps RMSE 31.09 # 6
12 steps MAPE 12.76 # 1
Traffic Prediction PeMSD7 STG-NCDE 12 steps MAE 20.53 # 8
12 steps RMSE 33.84 # 1
12 steps MAPE 8.8 # 1
Traffic Prediction PeMSD7(L) STG-NCDE 12 steps MAE 2.87 # 6
12 steps RMSE 5.76 # 3
12 steps MAPE 7.31 # 1
Traffic Prediction PeMSD7(M) STG-NCDE 12 steps MAE 2.68 # 6
12 steps RMSE 5.39 # 2
12 steps MAPE 6.76 # 2
Traffic Prediction PeMSD8 STG-NCDE 12 steps MAE 15.45 # 12
12 steps RMSE 24.81 # 7
12 steps MAPE 9.92 # 6

Methods