Balanced Spatial-Temporal Graph Structure Learning for Multivariate Time Series Forecasting: A Trade-off between Efficiency and Flexibility

Accepted by ACML2022

Requirements

• Python 3.8.3
• see requirements.txt

Data Preparation

H5 File

Download the traffic data files for Los Angeles (METR-LA) from Google Drive or Baidu Yun links provided by DCRNN. Put into the data/{METR-LA,PEMS-BAY} folder.

TXT File

Download Solar-Energy datasets from https://github.com/laiguokun/multivariate-time-series-data. Put into the data/{solar_AL} folder.

NPZ File

Download PEMS04, PEMS08 datasets from [https://github.com/Davidham3/ASTGCN/tree/master/data). Put into the data/{PEMS04,PEMS08} folder.

Split dataset

Run the following commands to generate train/validation/test dataset at data/{METR-LA,PEMS-BAY,solar_AL,traffic,electricity,exchange_rate,PEMS04,PEMS08}/{train,val,test}.npz.

python generate_data.py --dataset METR-LA

python generate_data.py --dataset PEMS04

python generate_data.py --dataset PEMS08

python generate_data.py --dataset Solar_AL

Train Commands

• METR-LA

# Use METR-LA dataset
python train.py --dataset_dir=data/METR-LA

• Solar-Energy

# Use Solar-Energy dataset
python train.py --dataset_dir=data/solar_AL

• PEMS04

# Use PEMS04 dataset
python train.py --dataset_dir=data/PEMS04

• PEMS08

# Use PEMS08 dataset
python train.py --dataset_dir=data/PEMS08

Citation Format

If you find this codebase helpful for your research, please consider citing the following paper:

@inproceedings{chen2023balanced,
  title={Balanced spatial-temporal graph structure learning for multivariate time series forecasting: a trade-off between efficiency and flexibility},
  author={Chen, Weijun and Wang, Yanze and Du, Chengshuo and Jia, Zhenglong and Liu, Feng and Chen, Ran},
  booktitle={Asian Conference on Machine Learning},
  pages={185--200},
  year={2023},
  organization={PMLR}
}

This version of implementation is only for learning purposes. For research, please refer to the following url: https://proceedings.mlr.press/v189/chen23a.html