TaylorS: A Multi-Order Expansion Structure for Urban Spatio-Temporal Forecasting

Although a variety of models have been proposed for urban spatio-temporal forecasting, most existing forecasting models are developed manually for specific tasks. By investigating the correlation between multi-order derivative and spatio-temporal data, we propose a generic yet simple plug-in structure, named <bold xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">TaylorS</b>, to improve the performance and generalization of existing forecasting models. The TaylorS converts the non-linear regression problem into a multi-order non-linear approximation problem by plugging a Taylor expansion into the forecasting task. To achieve this, we design a two-step training framework, including a training step and an adjusting step. During training, we train a given forecasting model as a base model to be equipped with prior knowledge. During adjusting, we fine-tune the base model while plugging an adjustment model into the base model. The adjustment model, as a multi-order expansion, takes the multi-order derivative of data to evaluate data uncertainty for further forecasting approximation and adjustment. Extensive experimental results demonstrate that the proposed TaylorS framework can consistently improve the performance of existing state-of-the-art methods and generalize these methods to different forecasting tasks.