Spatiotemporal traffic data exhibit multi-granular low-rank structure due to their periodicity among different timelines. Traditional low rank data completion methods fail to characterize such properties and produce unsatisfactory results for data imputation. In this paper, a tensorial weighted Schatten-p norm minimization (TWSN) is proposed for spatiotemporal traffic data imputation. TWSN consists of an approximation term and a low-rank regularization term over the recovered tensor data, where the latter is a combination of the weighted Schatten-p norm in the matrix form of each mode of the tensor. For each mode, TWSN utilizes a selection scheme of the mode-wise weights to capture different properties of singular values of each mode of the tensor. Overall, TWSN not only plays a balancing role between the rank function and the nuclear norm, but also captures the anisotropic correlation of singular values of each mode of the tensor. TWSN is evaluated on four real-world datasets with different ping frequencies (2, 5, 10 min) and its performance is compared with several state-of-the-art methods. The experimental results show that TWSN outperforms other methods under various data missing scenarios.
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