Self-Attention Graph Convolution Imputation Network for Spatio-Temporal Traffic Data

Abstract

Missing data in time series is a pervasive problem that serves as obstacles for subsequent traffic data analysis. Consequently, extensive research works have been conducted on traffic missing data imputation tasks. The state-of-the-art traffic data imputation models are mostly based on recurrent neural networks. However, these methods belong to autoregressive models which are highly susceptible to error propagation. The attention-based methods are non-autoregressive models that can avoid compounding errors and help achieve better imputation quality. Moreover, the attention-based methods in now widely applied and have achieved remarkable results, whereas their application on traffic data imputation is still limited. Thus, this paper proposes Self-Attention Graph Convolution Imputation Network (SAGCIN) for spatio-temporal traffic data. To ensure the accuracy of data imputation, it is necessary to fully capture the spatio-temporal contextual information of traffic data to impute missing values. To this end, the SAGCIN model incorporates self-attention mechanism with diffusion graph convolution network. The SAGCIN model consists of two spatio-temporal blocks with a spatio-temporal encoder and an imputation decoder. The encoder learns spatio-temporal representations specialized for traffic data imputation tasks. Based on the learned representation, the decoder performs two stages of imputation operator for missing data. A joint-optimization training approach of imputation and reconstruction is introduced for SAGCIN to perform missing value imputation for traffic data. Empirical results demonstrate that SAGCIN model outperforms state-of-the-art methods in imputation tasks on relevant real-world benchmarks.