Deciphering Spatio-Temporal Graph Forecasting: A Causal Lens and Treatment
About
Spatio-Temporal Graph (STG) forecasting is a fundamental task in many real-world applications. Spatio-Temporal Graph Neural Networks have emerged as the most popular method for STG forecasting, but they often struggle with temporal out-of-distribution (OoD) issues and dynamic spatial causation. In this paper, we propose a novel framework called CaST to tackle these two challenges via causal treatments. Concretely, leveraging a causal lens, we first build a structural causal model to decipher the data generation process of STGs. To handle the temporal OoD issue, we employ the back-door adjustment by a novel disentanglement block to separate invariant parts and temporal environments from input data. Moreover, we utilize the front-door adjustment and adopt the Hodge-Laplacian operator for edge-level convolution to model the ripple effect of causation. Experiments results on three real-world datasets demonstrate the effectiveness and practicality of CaST, which consistently outperforms existing methods with good interpretability.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Traffic Flow Forecasting | PEMS08 (test) | MAE16.44 | 66 | |
| Spatial-Temporal Graph Forecasting | AIR-BJ (test) | MAE22.9 | 10 | |
| Spatial-Temporal Graph Forecasting | AIR-GZ (test) | MAE12.36 | 10 | |
| Time steps prediction | PEMS08 1 - 8 steps | MAE14.39 | 10 | |
| Time steps prediction | PEMS08 9 - 16 steps | MAE16.47 | 10 | |
| Time steps prediction | PEMS08 17 - 24 steps | MAE18.47 | 10 |