Networked urban systems facilitate the flow of people, resources, and services, and are essential for economic and social interactions. These systems often involve complex processes with unknown governing rules, observed by sensor-based time series. To aid decision-making in industrial and engineering contexts, data-driven predictive models are used to forecast spatiotemporal dynamics of urban systems. Current models such as graph neural networks have shown promise but face a trade-off between efficacy and efficiency due to computational demands. Hence, their applications in large-scale networks still require further efforts. This paper addresses this trade-off challenge by drawing inspiration from physical laws to inform essential model designs that align with fundamental principles and avoid architectural redundancy. By understanding both micro- and macro-processes, we present a principled interpretable neural diffusion scheme based on Transformer-like structures whose attention layers are induced by low-dimensional embeddings. The proposed scalable spatiotemporal Transformer (ScaleSTF), with linear complexity, is validated on large-scale urban systems including traffic flow, solar power, and smart meters, showing state-of-the-art performance and remarkable scalability. Our results constitute a fresh perspective on the dynamics prediction in large-scale urban networks.
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