Title:SpecSTG: A Fast Spectral Diffusion Framework for Probabilistic Spatio-Temporal Traffic Forecasting

Abstract:Traffic forecasting, a crucial application of spatio-temporal graph (STG) learning, has traditionally relied on deterministic models for accurate point estimations. Yet, these models fall short of quantifying future uncertainties. Recently, many probabilistic methods, especially variants of diffusion models, have been proposed to fill this gap. However, existing diffusion methods typically deal with individual sensors separately when generating future time series, resulting in limited usage of spatial information in the probabilistic learning process. In this work, we propose SpecSTG, a novel spectral diffusion framework, to better leverage spatial dependencies and systematic patterns inherent in traffic data. More specifically, our method generates the Fourier representation of future time series, transforming the learning process into the spectral domain enriched with spatial information. Additionally, our approach incorporates a fast spectral graph convolution designed for Fourier input, alleviating the computational burden associated with existing models. Compared with state-of-the-arts, SpecSTG achieves up to 8% improvements on point estimations and up to 0.78% improvements on quantifying future uncertainties. Furthermore, SpecSTG's training and validation speed is 3.33X of the most efficient existing diffusion method for STG forecasting. The source code for SpecSTG is available at this https URL.