Demand Forecasting from Spatiotemporal Data withGraph Networks and Temporal-Guided Embedding

arXiv (2019)

초록

Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series data. In this study, we propose an efficient architecture, Temporal-Guided Network (TGNet), which utilizes graph networks and temporal-guided embedding. Graph networks extract invariant features to permutations of adjacent regions instead of convolutional layers. Temporal-guided embedding explicitly learns temporal contexts from training data and is substituted for the input of long-term histories from days/weeks ago. TGNet learns an autoregressive model, conditioned on temporal contexts of forecasting targets from temporal-guided embedding. Finally, our model achieves competitive performances with other baselines on three spatiotemporal demand dataset from real-world, but the number of trainable parameters is about 20 times smaller than a state-of-the-art baseline. We also show that temporal-guided embedding learns temporal contexts as intended and TGNet has robust forecasting performances even to atypical event situations.

저자

이도엽 (카카오브레인), 정수헌 (카카오브레인), 천영재 (카카오브레인), 유승일 (카카오모빌리티), 김동일 (카카오모빌리티)

키워드

spatiotemporal data analysis

발행 날짜

2019.05.26