Organizations: College of Computer Science and Technology, Jilin University, Changchun, China · Institute of Computing Technology, Chinese Academy of Sciences, Beijing, China · Key Laboratory of Symbolic Computation and Knowledge Engineering of Ministry of Education, Jilin University, Changchun, China · Shenzhen Institute for Advanced Study, University of Electronic Science and Technology of China, Shenzhen, China · The Chinese University of Hong Kong, Hong Kong, China
Spatial-temporal forecasting is pivotal for intelligent urban management yet remains challenging due to the intricate coupling of spatial dynamics and temporal non-stationarity. Existing approaches, while effective, often overlook two fundamental characteristics of real-world data: (1) Granularity-dependence, where dominant spatial correlations shift significantly across different time scales, and (2) Signal entanglement, where global common patterns are inextricably mixed with node-specific disturbances. In this paper, we propose a novel framework named M2Net (Multi-Scale Masked attention and Prototype network) to unify scale-specific structural learning and semantic decomposition. First, to capture the evolution of spatial dependencies, we introduce a Multi-Scale Masked attention mechanism. By downsampling temporal features into multiple resolutions, we dynamically generate scale-adaptive spatial masks, allowing the model to distinguish between micro-scale physical neighbors and macro-scale functional correlations. Second, to disentangle unique variations from shared trends, we propose a Prototype Residual Learning module. It retrieves global common patterns from a momentum-updated prototype bank and subtracts them from node representations, explicitly forcing the network to model the residual unique deviations. By integrating these two orthogonal views, i.e., structural multiscaling and semantic decomposition, our approach effectively isolates valid spatial-temporal signals from noise. Extensive experiments on real-world datasets demonstrate that M2Net outperforms state-of-the-art baselines on extensive empirical verifications.
Figures & tables
Fig. 1 : Spatial relation visualization of PEMS08. Adjacent nodes ( e.g., 74 and 75) exhibit high spatial correlation at both scales. Coarse temporal scale (c) captures more long-range, non-adjacent relationships ( e.g., nodes 80–115) compared to fine-grained scale (b).
Fig. 2 : The framework of M2Net . Our model consists of two complementary branches: (1) Multi-Scale Masked Attention (MSMA) first applies Seasonal-Trend Decomposition (STD) to input time series, then captures spatial dependencies at multiple temporal resolutions by generating scale-specific masks from multi-resolution temporal features, and (2) Prototype Residual Learning (PRL) separates global patterns from node-specific variations using a momentum-updated prototype bank P . Both branches are fused for final forecasting. The right panel shows the Seasonal Encoder (the trend encoder follows the same framework), where multi-scale masks {M(l)} modulate shared QKV projections to produce scale-specific attention outputs {Z(l)} , aggregated through LayerNorm and FFN layers.
Dataset
Sensors
Timesteps
Time Range
PEMS-BAY
325
52,116
01/2017 – 06/2017
PEMS07
883
28,224
05/2017 – 08/2017
PEMS08
170
17,856
07/2016 – 08/2016
PEMS03
358
26,208
09/2018 – 11/2018
PEMS04
307
16,992
01/2018 – 02/2018
TABLE I : Dataset statistics.
Method
PEMS-BAY
PEMS07
PEMS08
PEMS03
PEMS04
Metrics
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
(a)
PDFormer
1.62
3.65
3.66
19.97
32.95
8.55
14.09
23.41
9.05
14.94
25.39
15.82
18.36
30.03
12.00
STAEformer
1.65
3.61
3.75
20.09
33.36
8.41
14.17
23.63
9.28
15.27
26.76
15.88
18.34
31.14
13.06
STDN
1.60
3.78
3.62
22.94
36.06
10.32
14.41
23.89
10.26
15.34
27.12
17.71
18.79
34.13
16.96
(b)
DGCRN
1.64
3.67
3.66
20.24
33.08
8.71
14.34
23.53
9.48
15.09
26.02
16.05
18.68
30.21
13.04
AGCRN
1.65
3.68
3.75
20.40
34.24
8.62
15.54
24.77
10.15
15.60
26.88
15.25
19.25
31.10
13.00
TABLE II: Performance comparison of different methods. “(ours)” means our proposed method M2Net . The best results are bolded and the second-best results are underlined . “(a)” denotes Transformer-based methods, “(b)” denotes GRU-based methods, “(c)” denotes CNN/GNN-based baselines, “(d)” denotes lightweight methods, “(ours)” denotes M2Net .
Method
PEMS03
PEMS04
PEMS08
Metrics
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
w/o MSMA
14.96
25.65
15.70
18.33
30.25
12.56
14.13
23.27
9.24
Mask-T
14.65
25.05
15.32
18.33
30.43
12.54
14.06
23.20
9.20
Mask-S
14.77
25.72
16.32
18.24
30.05
12.39
14.16
23.32
9.25
w/o Dec
14.82
25.96
15.57
18.31
30.16
12.67
14.07
23.16
9.20
A-Dual
14.90
25.64
15.33
18.30
30.17
12.50
14.11
23.29
9.23
TABLE III : Ablation study results.
Models
RAST
STDN
GWNet
STID
Metrics
✗
✓
Impr(%)
✗
✓
Impr(%)
✗
✓
Impr(%)
✗
✓
Impr(%)
PEMS03
MAE
15.94
15.82
↑ 0.75
15.34
15.34
-
14.55
14.43
↑ 0.82
15.41
15.27
↑ 0.91
RMSE
27.17
27.13
↑ 0.15
27.12
26.84
↑ 1.03
25.66
25.01
↑ 2.53
27.42
25.10
↑ 8.46
PEMS04
MAE
19.48
19.14
↑ 1.75
18.79
18.79
-
18.80
18.73
↑ 0.37
18.47
18.36
↑ 0.60
RMSE
31.08
30.61
↑ 1.51
34.13
32.13
↑ 5.86
30.33
30.19
↑ 0.46
30.02
29.91
↑ 0.37
PEMS08
MAE
15.14
14.90
↑ 1.59
14.41
14.27
↑ 0.97
14.59
14.53
↑ 0.41
14.22
14.13
↑ 0.63
TABLE IV : Compatibility analysis of PRL module across different baseline models on PEMS03, PEMS04 and PEMS08.
Method
PEMS03
PEMS04
PEMS08
Metrics
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
Global Mean
14.75
26.76
15.76
18.40
30.50
12.76
14.14
23.23
9.28
K-means Cluster
14.74
25.57
15.55
18.29
30.20
12.57
14.10
23.19
9.22
Soft Cluster
14.68
25.80
15.33
18.29
30.21
12.68
14.06
23.23
9.21
M2Net
14.65
24.68
15.17
18.20
29.89
12.43
14.02
23.10
9.15
TABLE V : Analysis of residual construction strategies for PRL on PEMS03, PEMS04 and PEMS08.
Fig. 3 : Power Spectral Density (PSD) and Low/High-Frequency Energy comparison of global, prototype, and residual representations on PEMS08.
Fig. 4 : Hyper-parameter analysis.
Dataset
PEMS08
PEMS07
Metrics
Train Time (s)
Infer Time (s)
Params (K)
Mem Usage (MB)
Train Time (s)
Infer Time (s)
Params (K)
Mem Usage (MB)
D2 STGNN
34.94
4.55
391
8296
672.45
87.32
405
15613
STAEFormer
35.11
4.56
1223
8018
458.81
55.29
1908
22919
STWave
31.47
5.25
882
5660
247.83
39.87
882
8539
STDN
39.93
4.79
5876
9028
293.39
31.05
4489
9213
RAST
15.58
4.79
265
1244
76.78
20.78
311
3253
TABLE VI : Efficiency comparison on PEMS08 and PEMS07.
Method
PEMS03
PEMS04
PEMS08
Metrics
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
MAE
RMSE
MAPE(%)
Continuous Similarity
14.81
27.19
15.67
18.28
30.16
12.55
14.02
23.15
9.33
Adaptive Attention
14.72
25.83
15.34
18.34
30.31
12.51
14.08
23.12
9.21
M2Net
14.65
24.68
15.17
18.20
29.89
12.43
14.02
23.10
9.15
TABLE VII : Comparative analysis of MSMA module on PEMS03, PEMS04 and PEMS08.
Fig. 5 : Compatibility analysis of MSMA with STAEFormer on PEMS04 and PEMS08.
Fig. 6 : Case study of multi-scale mask for node 91.
Metrics
MAE
RMSE
MAPE(%)
Train Time (s)
Infer Time (s)
Params (K)
Batch Size
STAEformer
21.30
34.56
17.63
2226.32
247.46
3318
8
DGCRN
20.53
34.40
16.79
2157.33
618.62
371
32
STWave
20.56
33.98
15.14
551.74
91.33
882
64
RAST
20.64
34.47
16.63
323.59
101.54
1491
64
M2Net
20.05
33.69
15.97
350.46
50.77
325
64
TABLE VIII : Scalability evaluation on GBA dataset.
Shenzhen Ubiquitous Data Enabling Key Lab Shenzhen International Graduate School, Tsinghua University, Shenzhen, China · School of Computer Science and Engineering University of Electronic Science and Technology of China, Chengdu, China
School of Computer Science and Technology, Hangzhou Dianzi University, Hangzhou, 310018, China · Key Laboratory of New Industrial Internet Control Technology, Hangzhou, 310018, China · College of Economics, China Jiliang University, Hangzhou, 314423, China
National Key Laboratory for Novel Software Technology, Nanjing University, China · Shanghai Academy of AI for Science, Shanghai · Department of Computer Science and Technology, Nanjing University +3