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A Survey on Diffusion Models for Time Series and Spatio-Temporal Data
Apr 29, 2024
The study of time series data is crucial for understanding trends and anomalies over time, enabling predictive insights across various sectors. Spatio-temporal data, on the other hand, is vital for analyzing phenomena in both space and time, providing a dynamic perspective on complex system interactions. Recently, diffusion models have seen widespread application in time series and spatio-temporal data mining. Not only do they enhance the generative and inferential capabilities for sequential and temporal data, but they also extend to other downstream tasks. In this survey, we comprehensively and thoroughly review the use of diffusion models in time series and spatio-temporal data, categorizing them by model category, task type, data modality, and practical application domain. In detail, we categorize diffusion models into unconditioned and conditioned types and discuss time series data and spatio-temporal data separately. Unconditioned models, which operate unsupervised, are subdivided into probability-based and score-based models, serving predictive and generative tasks such as forecasting, anomaly detection, classification, and imputation. Conditioned models, on the other hand, utilize extra information to enhance performance and are similarly divided for both predictive and generative tasks. Our survey extensively covers their application in various fields, including healthcare, recommendation, climate, energy, audio, and transportation, providing a foundational understanding of how these models analyze and generate data. Through this structured overview, we aim to provide researchers and practitioners with a comprehensive understanding of diffusion models for time series and spatio-temporal data analysis, aiming to direct future innovations and applications by addressing traditional challenges and exploring innovative solutions within the diffusion model framework.
ControlTraj: Controllable Trajectory Generation with Topology-Constrained Diffusion Model
Apr 23, 2024Generating trajectory data is among promising solutions to addressing privacy concerns, collection costs, and proprietary restrictions usually associated with human mobility analyses. However, existing trajectory generation methods are still in their infancy due to the inherent diversity and unpredictability of human activities, grappling with issues such as fidelity, flexibility, and generalizability. To overcome these obstacles, we propose ControlTraj, a Controllable Trajectory generation framework with the topology-constrained diffusion model. Distinct from prior approaches, ControlTraj utilizes a diffusion model to generate high-fidelity trajectories while integrating the structural constraints of road network topology to guide the geographical outcomes. Specifically, we develop a novel road segment autoencoder to extract fine-grained road segment embedding. The encoded features, along with trip attributes, are subsequently merged into the proposed geographic denoising UNet architecture, named GeoUNet, to synthesize geographic trajectories from white noise. Through experimentation across three real-world data settings, ControlTraj demonstrates its ability to produce human-directed, high-fidelity trajectory generation with adaptability to unexplored geographical contexts.
UrbanCross: Enhancing Satellite Image-Text Retrieval with Cross-Domain Adaptation
Apr 22, 2024Urbanization challenges underscore the necessity for effective satellite image-text retrieval methods to swiftly access specific information enriched with geographic semantics for urban applications. However, existing methods often overlook significant domain gaps across diverse urban landscapes, primarily focusing on enhancing retrieval performance within single domains. To tackle this issue, we present UrbanCross, a new framework for cross-domain satellite image-text retrieval. UrbanCross leverages a high-quality, cross-domain dataset enriched with extensive geo-tags from three countries to highlight domain diversity. It employs the Large Multimodal Model (LMM) for textual refinement and the Segment Anything Model (SAM) for visual augmentation, achieving a fine-grained alignment of images, segments and texts, yielding a 10% improvement in retrieval performance. Additionally, UrbanCross incorporates an adaptive curriculum-based source sampler and a weighted adversarial cross-domain fine-tuning module, progressively enhancing adaptability across various domains. Extensive experiments confirm UrbanCross's superior efficiency in retrieval and adaptation to new urban environments, demonstrating an average performance increase of 15% over its version without domain adaptation mechanisms, effectively bridging the domain gap.
Towards Robust Trajectory Representations: Isolating Environmental Confounders with Causal Learning
Apr 22, 2024Trajectory modeling refers to characterizing human movement behavior, serving as a pivotal step in understanding mobility patterns. Nevertheless, existing studies typically ignore the confounding effects of geospatial context, leading to the acquisition of spurious correlations and limited generalization capabilities. To bridge this gap, we initially formulate a Structural Causal Model (SCM) to decipher the trajectory representation learning process from a causal perspective. Building upon the SCM, we further present a Trajectory modeling framework (TrajCL) based on Causal Learning, which leverages the backdoor adjustment theory as an intervention tool to eliminate the spurious correlations between geospatial context and trajectories. Extensive experiments on two real-world datasets verify that TrajCL markedly enhances performance in trajectory classification tasks while showcasing superior generalization and interpretability.
Low-rank Adaptation for Spatio-Temporal Forecasting
Apr 11, 2024Spatio-temporal forecasting is crucial in real-world dynamic systems, predicting future changes using historical data from diverse locations. Existing methods often prioritize the development of intricate neural networks to capture the complex dependencies of the data, yet their accuracy fails to show sustained improvement. Besides, these methods also overlook node heterogeneity, hindering customized prediction modules from handling diverse regional nodes effectively. In this paper, our goal is not to propose a new model but to present a novel low-rank adaptation framework as an off-the-shelf plugin for existing spatial-temporal prediction models, termed ST-LoRA, which alleviates the aforementioned problems through node-level adjustments. Specifically, we first tailor a node adaptive low-rank layer comprising multiple trainable low-rank matrices. Additionally, we devise a multi-layer residual fusion stacking module, injecting the low-rank adapters into predictor modules of various models. Across six real-world traffic datasets and six different types of spatio-temporal prediction models, our approach minimally increases the parameters and training time of the original models by less than 4%, still achieving consistent and sustained performance enhancement.
Personalized Federated Learning for Spatio-Temporal Forecasting: A Dual Semantic Alignment-Based Contrastive Approach
Apr 04, 2024The existing federated learning (FL) methods for spatio-temporal forecasting fail to capture the inherent spatio-temporal heterogeneity, which calls for personalized FL (PFL) methods to model the spatio-temporally variant patterns. While contrastive learning approach is promising in addressing spatio-temporal heterogeneity, the existing methods are noneffective in determining negative pairs and can hardly apply to PFL paradigm. To tackle this limitation, we propose a novel PFL method, named Federated dUal sEmantic aLignment-based contraStive learning (FUELS), which can adaptively align positive and negative pairs based on semantic similarity, thereby injecting precise spatio-temporal heterogeneity into the latent representation space by auxiliary contrastive tasks. From temporal perspective, a hard negative filtering module is introduced to dynamically align heterogeneous temporal representations for the supplemented intra-client contrastive task. From spatial perspective, we design lightweight-but-efficient prototypes as client-level semantic representations, based on which the server evaluates spatial similarity and yields client-customized global prototypes for the supplemented inter-client contrastive task. Extensive experiments demonstrate that FUELS outperforms state-of-the-art methods, with communication cost decreasing by around 94%.
UrbanVLP: A Multi-Granularity Vision-Language Pre-Trained Foundation Model for Urban Indicator Prediction
Mar 25, 2024Urban indicator prediction aims to infer socio-economic metrics in diverse urban landscapes using data-driven methods. However, prevalent pre-trained models, particularly those reliant on satellite imagery, face dual challenges. Firstly, concentrating solely on macro-level patterns from satellite data may introduce bias, lacking nuanced details at micro levels, such as architectural details at a place. Secondly, the lack of interpretability in pre-trained models limits their utility in providing transparent evidence for urban planning. In response to these issues, we devise a novel Vision-Language Pre-Trained Model (UrbanVLP) in this paper. Our UrbanVLP seamlessly integrates multi-granularity information from both macro (satellite) and micro (street-view) levels, overcoming the limitations of prior pre-trained models. Moreover, it introduces automatic text generation and calibration, elevating interpretability in downstream applications by producing high-quality text descriptions of urban imagery. Rigorous experiments conducted across six socio-economic tasks underscore UrbanVLP's superior performance. We also deploy a web platform to verify its practicality.
Foundation Models for Time Series Analysis: A Tutorial and Survey
Mar 21, 2024Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advancements in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored specifically for time series analysis. In this survey, we aim to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either the application or the pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a model-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future research exploration.
Deep Learning for Trajectory Data Management and Mining: A Survey and Beyond
Mar 21, 2024
Trajectory computing is a pivotal domain encompassing trajectory data management and mining, garnering widespread attention due to its crucial role in various practical applications such as location services, urban traffic, and public safety. Traditional methods, focusing on simplistic spatio-temporal features, face challenges of complex calculations, limited scalability, and inadequate adaptability to real-world complexities. In this paper, we present a comprehensive review of the development and recent advances in deep learning for trajectory computing (DL4Traj). We first define trajectory data and provide a brief overview of widely-used deep learning models. Systematically, we explore deep learning applications in trajectory management (pre-processing, storage, analysis, and visualization) and mining (trajectory-related forecasting, trajectory-related recommendation, trajectory classification, travel time estimation, anomaly detection, and mobility generation). Notably, we encapsulate recent advancements in Large Language Models (LLMs) that hold the potential to augment trajectory computing. Additionally, we summarize application scenarios, public datasets, and toolkits. Finally, we outline current challenges in DL4Traj research and propose future directions. Relevant papers and open-source resources have been collated and are continuously updated at: \href{https://github.com/yoshall/Awesome-Trajectory-Computing}{DL4Traj Repo}.
Spatio-Temporal Fluid Dynamics Modeling via Physical-Awareness and Parameter Diffusion Guidance
Mar 18, 2024
This paper proposes a two-stage framework named ST-PAD for spatio-temporal fluid dynamics modeling in the field of earth sciences, aiming to achieve high-precision simulation and prediction of fluid dynamics through spatio-temporal physics awareness and parameter diffusion guidance. In the upstream stage, we design a vector quantization reconstruction module with temporal evolution characteristics, ensuring balanced and resilient parameter distribution by introducing general physical constraints. In the downstream stage, a diffusion probability network involving parameters is utilized to generate high-quality future states of fluids, while enhancing the model's generalization ability by perceiving parameters in various physical setups. Extensive experiments on multiple benchmark datasets have verified the effectiveness and robustness of the ST-PAD framework, which showcase that ST-PAD outperforms current mainstream models in fluid dynamics modeling and prediction, especially in effectively capturing local representations and maintaining significant advantages in OOD generations.