Transportation demand forecasting is a critical precondition of optimal online transportation dispatch, which will greatly reduce drivers’ wasted mileage and customers’ waiting time, contributing to economic and environmental sustainability. Though various methods have been developed, the core spatio-temporal complexity remains challenging from three perspectives: (1) Compound spatial relationships. According to our empirical analysis, these relationships widely exist. Previous studies focus on capturing different spatial relationships using multi-homogeneous graphs. However, the information flow across various spatial relationships is not modeled explicitly. (2) Heterogeneity in spatial relationships. A region’s neighbors under the same spatial relationship may have different weights for this region. Meanwhile, different relationships may also weigh differently. (3) Synchronicity between compound spatial relationships and temporal relationships. Previous research considers synchronous influences from spatial and temporal relationships in a homogeneous fashion while compound spatial relationships are not captured for this synchronicity.

To address the aforementioned perspectives, we propose the Spatio-Temporal Heterogeneous graph Attention Network (STHAN), where the key intuition is capturing the compound spatial relationships via meta-paths explicitly. We first construct a spatio-temporal heterogeneous graph including multiple spatial relationships and temporal relationships and use meta-paths to depict compound spatial relationships. To capture the heterogeneity, we use hierarchical attention, which contains node level attention and meta-path level attention. The synchronicity between temporal relationships and spatial relationships, including compound ones, is modeled in meta-path-level attention. Our framework outperforms state-of-the-art models by reducing 6.58%, 4.57%, and 4.20% of WMAPE in experiments on three real-world datasets, respectively.