LARGE SCALE FORECASTING WITH EXPLANATION INFORMATION FOR TIME SERIES DATASETS

    公开(公告)号:US20230385663A1

    公开(公告)日:2023-11-30

    申请号:US18323339

    申请日:2023-05-24

    CPC classification number: G06N5/045

    Abstract: A time series forecasting system is disclosed that obtains a time series forecast request requesting a forecast for a particular time point. The forecast request identifies a primary time series dataset for generating the requested forecast and a set of features related to the primary time series dataset. The system provides the primary time series dataset and the set of features to a model to be used for generating the forecast. The model computes a feature importance score for one or more features and selects a subset of features based on their feature importance scores. The model determines attention scores for a set of data points in the primary time series dataset based on the selected subset of features. The system predicts an actual forecast for the particular time point based on the attention scores and outputs the actual forecast and explanation information associated with the actual forecast.

    EXPLAINABILITY OF TIME SERIES PREDICTIONS MADE USING STATISTICAL MODELS

    公开(公告)号:US20230122150A1

    公开(公告)日:2023-04-20

    申请号:US17731147

    申请日:2022-04-27

    Abstract: Techniques are described for providing explanation information for time series-based predictions made using statistical models, such as linear statistical models, examples of which include various Exponential Smoothing models, Autoregressive Integrated Moving Average (ARIMA) models, and others. For a forecast predicted by a statistical model that has been trained upon and/or fit to a set of historical times series data points, an explanation is generated for the forecast, where the explanation for the forecast includes information indicative of the importance or impact or influence of individual time series data points in the set on the forecast. The explanation for the forecast may be output to a user along with the forecast. This enables the user to have some visibility into why the particular forecast was predicted by the statistical model.

    TECHNIQUES FOR DETERMINING CROSS-VALIDATION PARAMETERS FOR TIME SERIES FORECASTING

    公开(公告)号:US20230113287A1

    公开(公告)日:2023-04-13

    申请号:US17694323

    申请日:2022-03-14

    Abstract: A time series forecasting service system is disclosed. The system identifies a set of cross-validation parameters to be used for cross-validating a model to be used for generating a requested forecast. The requested forecast includes a time series dataset and a forecast horizon identifying a number of time steps for which a forecast is to be made using the time series dataset. The system identifies an objective function to be minimized for determining optimal values for the set of cross-validation parameters and identifies constraints for the cross-validation parameters. The system uses an optimization technique to determine the optimal values for the cross-validation parameters. The optimization technique performs processing that determines the optimal values by minimizing the objective function while satisfying the set of constraints. The system uses the optimal values for the cross-validation parameters to perform cross-validation of the model to be used for making the requested forecast.

    MULTI-STEP FORECASTING VIA TEMPORAL AGGREGATION

    公开(公告)号:US20240005201A1

    公开(公告)日:2024-01-04

    申请号:US17854487

    申请日:2022-06-30

    CPC classification number: G06N20/00 G06F16/2477 G06K9/6248 G06K9/6242

    Abstract: Aspects if the disclosure are directed towards multi-step forecasting via temporal aggregation. An example embodiment includes a method the includes receiving a time series including a first time step value and a second time step value. The method can further include generating a temporally aggregated time series by summing the first time step value and the second time step value to create a third time step value. The method can further include calculating a first set of input values and a second set of input values from the temporally aggregated time series. The method can further include forecasting a fourth time step value using the first set of input values and the second set of input values, and a fifth time step using the second set of input values from the temporally aggregated time series.

    TIME-VARYING FEATURES VIA METADATA
    6.
    发明公开

    公开(公告)号:US20230274195A1

    公开(公告)日:2023-08-31

    申请号:US17854482

    申请日:2022-06-30

    CPC classification number: G06N20/20

    Abstract: The present embodiments relate to using feature engineering to generate time-varying features via metadata. A first exemplary embodiment provides a method for performing feature engineering to generate time-varying features. The method can include receiving a first value and a second value of the time-series data. The method can further include receiving metadata that describes a relationship between the first value and the second value. The method can further include detecting the relationship between the first value and the second value based on the metadata. The method can further include generating, a time-varying feature from a combination of the first value and the second value based on the relationship detected from the metadata. The method can further include generating, by implementing the machine learning forecasting model, a forecasted value for the time-series data based on the time-varying feature.

    AUTOMATIC DETECTION OF SEASONAL PATTERN INSTANCES AND CORRESPONDING PARAMETERS IN MULTI-SEASONAL TIME SERIES

    公开(公告)号:US20230123573A1

    公开(公告)日:2023-04-20

    申请号:US17861634

    申请日:2022-07-11

    Abstract: The present embodiments relate to generating input parameters for selecting a forecasting model. An example method includes a computing device receiving a time series comprising a plurality of data points, wherein each data point of the time series comprises a time associated with the data point and a value. The device can identify a first season and a second season from the time series, wherein a length of the first season is a factor of a length of the second season. The device can estimate a Fourier order and a seasonality mode for the first season based at least in part on the length of the first season and the length of the second season. The device can select a forecasting model to forecast a value of a future time step of the time series based at least in part on the Fourier order and the seasonality mode.

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