公开(公告)号：US20220383145A1

公开(公告)日：2022-12-01

申请号：US17804082

申请日：2022-05-25

Applicant: Google LLC

Inventor： Rajat Sen ,  Shuxin Nie ,  Yaguang Li ,  Abhimanyu Das ,  Nicolas Loeff ,  Ananda Theertha Suresh ,  Pranjal Awasthi ,  Biswajit Paria

IPC: G06N5/02

Abstract: A method for regression and time series forecasting includes obtaining a set of hierarchical time series, each time series in the set of hierarchical time series including a plurality of time series data values. The method includes determining, using the set of hierarchical time series, a basis regularization of the set of hierarchical time series and an embedding regularization of the set of hierarchical time series. The method also includes training a model using the set of hierarchical time series and a loss function based on the basis regularization and the embedding regularization. The method includes forecasting, using the trained model and one of the time series in the set of hierarchical time series, an expected time series data value in the one of the time series.