I. Introduction
Making accurate predictions of traffic data in a road network of interest is one of the important tasks for building intelligent transportation systems. The traffic data are usually obtained by magnetic induction loop detectors installed on road segments. The traffic data include traffic speed and flow, where the term traffic flow is used interchangeably with the terms traffic count or traffic volume. The sequence of traffic data on each road segment is essentially a time series, which is also spatially related to traffic in different road segments. Capturing the spatio-temporal features of the traffic data has been of great interest of researchers.