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Forecasting Multivariate Urban Data via Decomposition and Spatio-Temporal Graph Analysis

28 May 2025
Amirhossein Sohrabbeig
Omid Ardakanian
Petr Musilek
    AI4TSAI4CE
ArXiv (abs)PDFHTML
Main:12 Pages
9 Figures
Bibliography:2 Pages
4 Tables
Abstract

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that integrates graph attention and temporal convolution within a Graph Neural Network (GNN) to effectively capture spatial and temporal dependencies, respectively. To enhance model performance, we apply a decomposition-based preprocessing step that isolates trend, seasonal, and residual components of the time series, enabling the learning of distinct graph structures for different time-series components. Extensive experiments on real-world urban datasets, including electricity demand, weather metrics, carbon intensity, and air pollution, demonstrate the effectiveness of DST across a range of forecast horizons, from several days to one month. Specifically, our approach achieves an average improvement of 2.89% to 9.10% in long-term forecasting accuracy over state-of-the-art time-series forecasting models.

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