Processing Multi-Horizon Forecasts For Time Series Data

    公开(公告)号:US20230018125A1

    公开(公告)日:2023-01-19

    申请号:US17782865

    申请日:2020-11-25

    Applicant: Google LLC

    Abstract: Methods, systems, and apparatus, including computer storage media, for performing multi-horizon forecasting on time-series data. A method includes determining short-term temporal characteristics for respective forecasting horizons of one or more time-steps. The determining can include generating, using RNN encoders, encoder vectors based on static covariates, and time-varying input data; and predicting using one or more RNN decoders, a short-term pattern for a respective future time period. The method can also include capturing long-term temporal characteristics for the respective forecasting horizons based on the static covariates, the time-varying input data captured during the respective past time-periods, and the time-varying known future input data.

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