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Spatial-Temporal-Decoupled Masked Pre-training for Spatiotemporal Forecasting
Haotian Gao, Renhe Jiang, Zheng Dong, Jinliang Deng, Yuxin Ma, Xuan Song
TL;DR
Spatiotemporal forecasting is challenged by heterogeneous patterns and short input horizons that can produce mismatches between historical and future similarity. STD-MAE uses decoupled spatial and temporal masked pre-training to learn representations for downstream predictors, with evaluations reporting gains across six benchmarks.
Problem
Spatiotemporal forecasting must capture complex spatial and temporal heterogeneity, while short input horizons can leave models vulnerable to mismatches between historical and future similarity.
Source: §1 · pp. 1–2Method
STD-MAE uses separate spatial and temporal masked autoencoders to reconstruct spatiotemporal series and learn representations for downstream predictors.
Source: §1 · p. 2, §4.1 · p. 3Results
Takeaways & Limitations
The learned representations can augment downstream predictors of arbitrary architectures without modifying their original structures.
Source: §1 · p. 2
Abstract
from arXiv · showhide
Spatiotemporal forecasting techniques are significant for various domains such as transportation, energy, and weather. Accurate prediction of spatiotemporal series remains challenging due to the complex spatiotemporal heterogeneity. In particular, current end-to-end models are limited by input length and thus often fall into spatiotemporal mirage, i.e., similar input time series followed by dissimilar future values and vice versa. To address these problems, we propose a novel self-supervised pre-training framework Spatial-Temporal-Decoupled Masked Pre-training (STD-MAE) that employs two decoupled masked autoencoders to reconstruct spatiotemporal series along the spatial and temporal dimensions. Rich-context representations learned through such reconstruction could be seamlessly integrated by downstream predictors with arbitrary architectures to augment their performances. A series of quantitative and qualitative evaluations on six widely used benchmarks (PEMS03, PEMS04, PEMS07, PEMS08, METR-LA, and PEMS-BAY) are conducted to validate the state-of-the-art performance of STD-MAE. Codes are available at https://github.com/Jimmy-7664/STD-MAE.
1 Introduction
Spatiotemporal forecasting must distinguish location- and time-dependent patterns, yet short input horizons can leave existing models with fragmented context. STD-MAE uses decoupled spatial and temporal masked pre-training to learn richer representations for downstream predictors.
1 Introduction
- Weekday/weekend traffic profiles and sensor-specific flows illustrate temporal and spatial heterogeneity that becomes mixed across long records and many sensors.The introduction describes distinct peak patterns by day type and contrasting flows across sensors.Source: §1 · p. 1
- Short input horizons can leave models with fragmented heterogeneity, producing spatiotemporal mirages where similar histories have different futures or dissimilar histories have similar futures.The introduction illustrates both patterns with traffic sensors.Source: §1 · p. 2
- STD-MAE pre-trains on spatiotemporal data to learn clear, complete heterogeneity that can be integrated into downstream baselines to address mirages.The framework uses masked reconstruction to learn context-rich representations.Source: §1 · p. 2
- The framework is designed to enhance downstream predictors of arbitrary architectures without changing their original structures.Source: §1 · p. 2
- Its decoupled masking strategy captures long-range context across spatial and temporal dimensions.Source: §1 · p. 2
- Evaluations on six benchmarks with typical backbones report quantitative gains on baselines and qualitative evidence of meaningful long-range spatiotemporal patterns.The benchmarks are PEMS03, PEMS04, PEMS07, PEMS08, METR-LA, and PEMS-BAY.Source: §1 · p. 2
2 Related Work
Prior forecasting approaches progressed from traditional and temporal models to joint spatiotemporal architectures and transformers, but end-to-end models often use short inputs. Masked pre-training is established in NLP and computer vision, while prior time-series pre-training often omits spatial modeling.
2.1 Spatiotemporal Forecasting
- Joint GCN-temporal models and transformers address spatial correlations and spatiotemporal relations, but end-to-end models still focus on short-term input that limits complete dependency capture.Earlier approaches included traditional time-series models, RNNs [Chung et al., 2014], and CNNs [Oord et al., 2016].Source: §2.1 · p. 2
2.2 Masked Pre-training
- Masked reconstruction is used for representation learning in NLP and computer vision, while time-series pre-training methods often remain channel-independent or neglect spatial pre-training.STD-MAE masks spatial and temporal dimensions separately to capture long-range heterogeneity.Source: §2.2 · p. 2
3 Problem Definition
The problem is to use a past multivariate spatiotemporal sequence to predict a specified future horizon.
3 Problem Definition
- Given T past time steps, forecasting maps the sequence of per-step N-by-C node and channel matrices to the future bT time steps; C=1 in the datasets.Source: §3 · pp. 2–3
4 Methodology
STD-MAE separately masks and reconstructs spatial and temporal dimensions to learn their heterogeneity from long-range inputs. Its learned representations are added to downstream predictors’ hidden states.
4.1 Spatial-Temporal Masked Pre-training
- Separate random masks hide sensor series or time steps, letting each reconstruction learn spatial or temporal heterogeneity from visible context.Source: §4.1 · p. 3
- Paired spatial and temporal autoencoders use attention along their respective dimensions, while patching addresses the computational challenges of long inputs.Source: §4.1 · p. 3
- Visible patches enter the encoders, and lightweight decoders reconstruct masked inputs using a loss computed on masked parts.Source: §4.1 · pp. 3–4
4.2 Downstream Spatiotemporal Forecasting
- Long-range inputs pass through the pretrained encoders while a downstream predictor processes its usual short input; projected spatial and temporal representations are added to its hidden state.Source: §4.2 · p. 4
- The augmented state combines predictor-derived and long-range spatial and temporal representations, which the paper says can enhance downstream performance.Source: §4.2 · p. 4
- Generality is also tested with DCRNN, MTGNN, STID, and STAEformer alongside GWNet.Source: §4.2 · p. 4
5 Experiment
Across the reported benchmarks, STD-MAE outperforms baselines; ablations and case studies examine decoupled masking, predictor transfer, and learned spatiotemporal patterns.
5.1 Experimental Setup
- Six benchmarks use five-minute sampling; PEMS datasets use 6:2:2 train/validation/test splits, while METR-LA and PEMS-BAY use 7:1:2 splits and 12-step prediction windows.Pre-training inputs range from 864 to 2016 time steps across the datasets.Source: §5.1 · p. 5, Table 1 · p. 5
5.3 Ablation Study
- On PEMS03 and PEMS07, decoupled masking outperforms ablated variants; spatial-only and temporal-only masking still improve over the original model.The authors describe mixed spatial-temporal masking as a trivial reconstruction task that learns less rich semantics.Source: Figure 3 · p. 5, §5.3 · p. 5
5.2 Overall Performance
- STD-MAE outperforms baselines by a significant margin on all evaluation metrics across the reported datasets.The results are reported in Tables 2–4.Source: §5.2 · p. 5, Table 2 · p. 6, Table 3 · p. 6
5.3 Ablation Study
- Across five downstream predictors, STD-MAE augmentation yields consistent, substantial gains, supporting representation transfer across predictor architectures.The tested predictors include GCN+RNN, GCN+TCN, Linear, and Transformer backbones.Source: §5.3 · p. 6, Table 5 · p. 7
5.4 Hyper-parameter Study
- A masking ratio of 0.25 yields the lowest error across datasets, while three-day pre-training performs best on two of four datasets and the optimal duration varies by dataset.The masking-ratio study tests 0.25, 0.5, and 0.75; the pre-training-length study tests one day, three days, and one week.Source: §5.4 · pp. 6–7, Figure 4 · p. 7, Table 6 · p. 7
5.5 Efficiency Test
- Despite using two decoupled autoencoders, STD-MAE is reported as more efficient than non-decoupled pre-training, especially on datasets with many sensors.The supplied passage does not provide a complete complexity expression.Source: §5.5 · p. 7
5.6 Case Study
- Pre-training reconstruction recovers temporal periodicity and trends and restores fully masked sensors from spatially related sensor context.These examples are presented as evidence of learned temporal patterns and spatial correlations.Source: Figure 5 · p. 7, §5.6 · p. 7
- In two spatiotemporal-mirage cases, STD-MAE improves GWNet’s ability to distinguish mirages that GWNet alone handles poorly.The figure description attributes the improvement to STD-MAE’s pre-trained component.Source: §5.6 · p. 7, Figure 6 · p. 8, Figure 1c
6 Conclusion
STD-MAE uses spatial-temporal-decoupled masked pre-training to model spatiotemporal heterogeneity. Experiments on six benchmark datasets demonstrate the framework’s superiority.
- Experiments on six benchmark datasets demonstrate STD-MAE’s superiority for spatiotemporal forecasting.Source: §6 · p. 8
- STD-MAE uses spatial-temporal-decoupled masked pre-training to model spatiotemporal data heterogeneity.Source: §6 · p. 8
- STD-MAE’s hidden representations are used to boost downstream spatiotemporal predictors.Source: §6 · p. 8
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This paper cites
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- VideoMAE: Masked Autoencoders are Data-Efficient Learners for Self-Supervised Video Pre-Training2022
- Graph WaveNet for Deep Spatial-Temporal Graph Modeling2019
- Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks2020