Test-Time Compensated Representation Learning for Extreme Traffic
  Forecasting
Zhiwei Zhang Weizhong Zhang Yaowei Huang Kani Chen
Traffic forecasting is a challenging task due to the complex spatio-temporal
correlations among traffic series. In this paper, we identify an underexplored
problem in multivariate traffic series prediction: extreme events. Road
congestion and rush hours can result in low correlation in vehicle speeds at
various intersections during adjacent time periods. Existing methods generally
predict future series based on recent observations and entirely discard
training data during the testing phase, rendering them unreliable for
forecasting highly nonlinear multivariate time series. To tackle this issue, we
propose a test-time compensated representation learning framework comprising a
spatio-temporal decomposed data bank and a multi-head spatial transformer model
(CompFormer). The former component explicitly separates all training data along
the temporal dimension according to periodicity characteristics, while the
latter component establishes a connection between recent observations and
historical series in the data bank through a spatial attention matrix. This
enables the CompFormer to transfer robust features to overcome anomalous events
while using fewer computational resources. Our modules can be flexibly
integrated with existing forecasting methods through end-to-end training, and
we demonstrate their effectiveness on the METR-LA and PEMS-BAY benchmarks.
Extensive experimental results show that our method is particularly important
in extreme events, and can achieve significant improvements over six strong
baselines, with an overall improvement of up to 28.2%.