Dynamic Graph Convolutional Networks with Spatiotemporal Missing Pattern Awareness

Missing data is ubiquitous phenomenon in the time series community, significantly challenging forecasting due to incomplete ground truth and sparse data. Most previous Multi-variate Time Series Forecasting with Missing Values (MTSFMV) approaches usually assume static missing patterns, neglecting the dynamic changes over time and space, leading to suboptimal forecasting results. To tackle these challenges, we propose novel STMPANets, which are capable of perceiving time-varying spatiotemporal missing patterns to refine the forecasting sequences. Specifically, we decompose the series into seasonal trend components, allowing STMPANets to highlight inherent sequence properties and adapt to missing patterns. We then propose a Multi-granularity Conditional Partial TCN (MGCPT) to regulate the imputation rate of missing values over time, modeling temporal correlation. Additionally, we design an Adaptive Dynamic GCN (ADGCN) to capture spatial dependencies by perceiving dynamic missing patterns. Extensive experiments demonstrate that STMPANets outperform state-of-the-art models.