MP3: Multi-Period Pattern Pre-training for Spatio-Temporal Forecasting
- URL: http://arxiv.org/abs/2606.13119v2
- Date: Fri, 12 Jun 2026 06:57:27 GMT
- Title: MP3: Multi-Period Pattern Pre-training for Spatio-Temporal Forecasting
- Abstract summary: Existing graph neural networks (STGNNs) cannot effectively identify temporal mirages.<n>MP3 is a plug-and-play pre-training plugin for distinguishing temporal mirages.<n>On average MP3 reduces the MAE 4.7% and the RMSE 5.0%.
- Score: 7.054917745418627
- License: http://creativecommons.org/publicdomain/zero/1.0/
- Abstract: Spatio-Temporal forecasting is crucial in diverse fields, such as transportation, climate, and energy. Urban spatio-temporal data exhibits temporal mirage: similar short-window inputs have divergent future trends, and vice versa. Existing spatio-temporal graph neural networks (STGNNs) cannot effectively identify such mirages. We argue that the core reason lies in the short-window inputs that have incomplete period observation, heterogeneous global spatial correlation, and cross-period superposition causality. To bridge this gap, we develop a novel Multi- Period Pattern Pre-training (MP3), a plug-and-play pre-training plugin for distinguishing temporal mirages. MP3 presents two core innovations: (1) The multi-period pattern learning is designed to learn multi-period patterns from long time series. Specifically, multi-period temporal modeling leverages edge convolution to identify different multi-period patterns. Multi-period spatial modeling uses a bottleneck project and a global memory bank to capture heterogeneous global spatial relations efficiently. Cross-period pattern interaction employs a causality-enhanced Transformer to capture dependencies across different period patterns. (2) This plugin can seamlessly integrate into existing STGNN backbones to strengthen their forecasting performance. The experiment on five STGNN baselines across five real-world datasets (including a large-scale dataset CA) verify the effectiveness, superior scalability and strong adaptability of MP3, which brings consistent and robust performance improvements across all evaluated baselines. On average, MP3 reduces the MAE 4.7% and the RMSE 5.0%. The code can be available at https://github.com/YAN-outlook/MP3.
Related papers
- UniMamba: A Unified Spatial-Temporal Modeling Framework with State-Space and Attention Integration [24.102050375727263]
UniMamba is a unified spatial-temporal forecasting framework.<n>It integrates efficient state-space dynamics with attention-based dependency learning.<n>It consistently outperforms state-of-the-art forecasting models in both forecasting accuracy and computational efficiency.
arXiv Detail & Related papers (2026-03-06T05:00:28Z) - MEMTS: Internalizing Domain Knowledge via Parameterized Memory for Retrieval-Free Domain Adaptation of Time Series Foundation Models [51.506429027626005]
Memory for Time Series (MEMTS) is a lightweight and plug-and-play method for retrieval-free domain adaptation in time series forecasting.<n>Key component of MEMTS is a Knowledge Persistence Module (KPM), which internalizes domain-specific temporal dynamics.<n>This paradigm shift enables MEMTS to achieve accurate domain adaptation with constant-time inference and near-zero latency.
arXiv Detail & Related papers (2026-02-14T14:00:06Z) - T3Time: Tri-Modal Time Series Forecasting via Adaptive Multi-Head Alignment and Residual Fusion [0.4915744683251151]
T3Time is a novel trimodal framework consisting of time, spectral, and prompt branches.<n>It learns prioritization between temporal and spectral features based on the prediction horizon.<n>Our model consistently outperforms state-of-the-art baselines.
arXiv Detail & Related papers (2025-08-06T09:31:44Z) - Multivariate Long-term Time Series Forecasting with Fourier Neural Filter [42.60778405812048]
We introduce FNF as the backbone and DBD as architecture to provide excellent learning capabilities and optimal learning pathways for spatial-temporal modeling.<n>We show that FNF unifies local time-domain and global frequency-domain information processing within a single backbone that extends naturally to spatial modeling.
arXiv Detail & Related papers (2025-06-10T18:40:20Z) - Leveraging Multivariate Long-Term History Representation for Time Series Forecasting [6.661358934189792]
We propose a framework called Long-term Multivariate Representation (LMHR) for MTS forecasting.<n>LMHR encodes the long-term history into segment-level contextual representations and reduces point-level noise.<n>It consistently improves prediction accuracy by 9.8% on the top 10% of rapidly changing patterns.
arXiv Detail & Related papers (2025-05-20T03:46:36Z) - Rethinking Spatio-Temporal Transformer for Traffic Prediction:Multi-level Multi-view Augmented Learning Framework [4.773547922851949]
Traffic is a challenging-temporal forecasting problem that involves highly complex semantic correlations.
This paper proposes a Multi-level Multi-view Augmented-temporal Transformer (LVST) for traffic prediction.
arXiv Detail & Related papers (2024-06-17T07:36:57Z) - Sports-Traj: A Unified Trajectory Generation Model for Multi-Agent Movement in Sports [53.637837706712794]
We propose a Unified Trajectory Generation model, UniTraj, that processes arbitrary trajectories as masked inputs.<n>Specifically, we introduce a Ghost Spatial Masking (GSM) module, embedded within a Transformer encoder, for spatial feature extraction.<n>We benchmark three practical sports datasets, Basketball-U, Football-U, and Soccer-U, for evaluation.
arXiv Detail & Related papers (2024-05-27T22:15:23Z) - RPMixer: Shaking Up Time Series Forecasting with Random Projections for Large Spatial-Temporal Data [33.0546525587517]
We propose a all-Multi-Layer Perceptron (all-MLP) time series forecasting architecture called RPMixer.
Our method capitalizes on the ensemble-like behavior of deep neural networks, where each individual block behaves like a base learner in an ensemble model.
arXiv Detail & Related papers (2024-02-16T07:28:59Z) - Rethinking Urban Mobility Prediction: A Super-Multivariate Time Series
Forecasting Approach [71.67506068703314]
Long-term urban mobility predictions play a crucial role in the effective management of urban facilities and services.
Traditionally, urban mobility data has been structured as videos, treating longitude and latitude as fundamental pixels.
In our research, we introduce a fresh perspective on urban mobility prediction.
Instead of oversimplifying urban mobility data as traditional video data, we regard it as a complex time series.
arXiv Detail & Related papers (2023-12-04T07:39:05Z) - FormerTime: Hierarchical Multi-Scale Representations for Multivariate
Time Series Classification [53.55504611255664]
FormerTime is a hierarchical representation model for improving the classification capacity for the multivariate time series classification task.
It exhibits three aspects of merits: (1) learning hierarchical multi-scale representations from time series data, (2) inheriting the strength of both transformers and convolutional networks, and (3) tacking the efficiency challenges incurred by the self-attention mechanism.
arXiv Detail & Related papers (2023-02-20T07:46:14Z) - Generative Time Series Forecasting with Diffusion, Denoise, and
Disentanglement [51.55157852647306]
Time series forecasting has been a widely explored task of great importance in many applications.
It is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model and the limited and noisy time series.
We propose to address the time series forecasting problem with generative modeling and propose a bidirectional variational auto-encoder equipped with diffusion, denoise, and disentanglement.
arXiv Detail & Related papers (2023-01-08T12:20:46Z) - Multivariate Time Series Forecasting with Dynamic Graph Neural ODEs [65.18780403244178]
We propose a continuous model to forecast Multivariate Time series with dynamic Graph neural Ordinary Differential Equations (MTGODE)
Specifically, we first abstract multivariate time series into dynamic graphs with time-evolving node features and unknown graph structures.
Then, we design and solve a neural ODE to complement missing graph topologies and unify both spatial and temporal message passing.
arXiv Detail & Related papers (2022-02-17T02:17:31Z) - Connecting the Dots: Multivariate Time Series Forecasting with Graph
Neural Networks [91.65637773358347]
We propose a general graph neural network framework designed specifically for multivariate time series data.
Our approach automatically extracts the uni-directed relations among variables through a graph learning module.
Our proposed model outperforms the state-of-the-art baseline methods on 3 of 4 benchmark datasets.
arXiv Detail & Related papers (2020-05-24T04:02:18Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.