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.

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