  New roads are being constructed all the time. However, the capabilities of
previous deep forecasting models to generalize to new roads not seen in the
training data (unseen roads) are rarely explored. In this paper, we introduce a
novel setup called a spatio-temporal (ST) split to evaluate the models'
capabilities to generalize to unseen roads. In this setup, the models are
trained on data from a sample of roads, but tested on roads not seen in the
training data. Moreover, we also present a novel framework called Spatial
Contrastive Pre-Training (SCPT) where we introduce a spatial encoder module to
extract latent features from unseen roads during inference time. This spatial
encoder is pre-trained using contrastive learning. During inference, the
spatial encoder only requires two days of traffic data on the new roads and
does not require any re-training. We also show that the output from the spatial
encoder can be used effectively to infer latent node embeddings on unseen roads
during inference time. The SCPT framework also incorporates a new layer, named
the spatially gated addition (SGA) layer, to effectively combine the latent
features from the output of the spatial encoder to existing backbones.
Additionally, since there is limited data on the unseen roads, we argue that it
is better to decouple traffic signals to trivial-to-capture periodic signals
and difficult-to-capture Markovian signals, and for the spatial encoder to only
learn the Markovian signals. Finally, we empirically evaluated SCPT using the
ST split setup on four real-world datasets. The results showed that adding SCPT
to a backbone consistently improves forecasting performance on unseen roads.
More importantly, the improvements are greater when forecasting further into
the future. The codes are available on GitHub:
https://github.com/cruiseresearchgroup/forecasting-on-new-roads .
