Global-local Spatial-temporal Aware Graph Attention Network for Network Traffic Forecasting

TL;DR

This paper introduces GLSTaGAT, a novel graph attention network that captures joint local and global spatial-temporal dependencies for improved network traffic forecasting.

Contribution

The paper proposes a data-driven fusion graph, local-global attention modules, and an encoder-only transformer to better model complex spatial-temporal dependencies.

Findings

GLSTaGAT outperforms baselines by 32.14% in MAE

It achieves 28.30% improvement in RMSE

It reduces SMAPE by 20.47% on real datasets

Abstract

Spatial-temporal network traffic forecasting is a challenging task due to the complex spatial relationships and dynamic temporal patterns present in each node. Traditional regression methods are not directly applicable to such graph data. Recently, Graph Neural Networks (GNNs) have been widely used to model spatial-temporal dependencies. However, existing methods face several limitations: (1) They rely solely on a predefined spatial adjacency matrix, overlooking hidden low-level temporal information. (2) They model spatial and temporal information separately, which inevitably leads to a loss of joint dependencies, or they capture only global or local dependencies. To address these issues, we propose the \textbf{G}lobal-\textbf{L}ocal \textbf{S}patial-\textbf{T}emporal \textbf{a}ware \textbf{G}raph \textbf{AT}tention Network (GLSTaGAT). Specifically, we adopt a data-driven spatial-temporal fusion graph that incorporates low-level spatial and temporal information, serving as the foundation for further graph convolutions. The GLSTaGAT block and its pooling variant are proposed to simultaneously capture local and global spatial-temporal dependencies. Additionally, we introduce node normalization to mitigate covariance shifts, enabling a smoother training process. An encoder-only transformer is utilized to model high-level joint dependencies, and a multi-head attention prediction layer is designed for final information aggregation and prediction. Experimental results on real-world datasets demonstrate that GLSTaGAT outperforms the baselines by 32.14\% (MAE), 28.30\% (RMSE), and 20.47\% (SMAPE) on average.