  Spatio-temporal sequence forecasting is one of the fundamental tasks in
spatio-temporal data mining. It facilitates many real world applications such
as precipitation nowcasting, citywide crowd flow prediction and air pollution
forecasting. Recently, a few Seq2Seq based approaches have been proposed, but
one of the drawbacks of Seq2Seq models is that, small errors can accumulate
quickly along the generated sequence at the inference stage due to the
different distributions of training and inference phase. That is because
Seq2Seq models minimise single step errors only during training, however the
entire sequence has to be generated during the inference phase which generates
a discrepancy between training and inference. In this work, we propose a novel
curriculum learning based strategy named Temporal Progressive Growing Sampling
to effectively bridge the gap between training and inference for
spatio-temporal sequence forecasting, by transforming the training process from
a fully-supervised manner which utilises all available previous ground-truth
values to a less-supervised manner which replaces some of the ground-truth
context with generated predictions. To do that we sample the target sequence
from midway outputs from intermediate models trained with bigger timescales
through a carefully designed decaying strategy. Experimental results
demonstrate that our proposed method better models long term dependencies and
outperforms baseline approaches on two competitive datasets.
