A Critical Audit of Spatiotemporal Forecasting Benchmark Datasets and Baselines

Abstract

Graph neural networks (GNNs) are routinely employed for short-range forecasting on multivariate time series with a spatial graph structure. Despite the availability of many alternative datasets, method innovations within this domain are predominantly assessed against a rather limited set of benchmark datasets, most notably Chickenpox, PedalMe, WikiMaths, METR-LA, and PEMS-BAY. The evaluation protocols contain baselines spanning from historical averages to classical machine learning approaches. These baselines often show competitive performance compared to GNNs. In the present work, we take a step back and analyse the benchmark datasets via classical time series methods to uncover why spatially-unaware linear models pose a stronger competitor than previously reported, casting further doubt on the discriminative reliability of the aforementioned widely adopted datasets. Our statistical analysis provides a toolset for identifying significant spatial and temporal correlations, while revealing a structural bias introduced by first-order differenced datasets. We therefore recommend reducing the over-reliance on such datasets for method comparison, and instead advocate for more rigorous statistical evaluation. By applying the results of our analysis to a simple hybrid model, we show how our methodology can lead to novel ways of developing GNN models