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Deciphering Spatio-Temporal Graph Forecasting: A Causal Lens and Treatment

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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.

Yutong Xia, Yuxuan Liang, Haomin Wen, Xu Liu, Kun Wang, Zhengyang Zhou, Roger Zimmermann• 2023

Related benchmarks

TaskDatasetResultRank
Traffic Flow ForecastingPEMS08 (test)
MAE16.44
66
Spatial-Temporal Graph ForecastingAIR-BJ (test)
MAE22.9
10
Spatial-Temporal Graph ForecastingAIR-GZ (test)
MAE12.36
10
Time steps predictionPEMS08 1 - 8 steps
MAE14.39
10
Time steps predictionPEMS08 9 - 16 steps
MAE16.47
10
Time steps predictionPEMS08 17 - 24 steps
MAE18.47
10
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