公开(公告)号：US20240346386A1

公开(公告)日：2024-10-17

申请号：US18133477

申请日：2023-04-11

Applicant: Snowflake Inc.

Inventor： Michel Adar ,  Boxin Jiang ,  Anh Quynh Kieu ,  Boyu Wang

IPC: G06N20/20

CPC classification number: G06N20/20

Abstract: Disclosed is a fast and accurate time series forecasting algorithm that eliminates the need for hyperparameter tuning. Time series data may be analyzed using a quadratic function to determine a quadratic trend prediction, which is removed from the time series data to generate first detrended time series data. A moving median of the time series data is determined and the moving median is removed from the time series data to generate second detrended time series data. An amplitude scaling factor is determined based on the second detrended time series data and the first detrended time series data is descaled using the amplitude scaling factor to generate descaled time series data. The descaled time series data is analyzed to determine a seasonal prediction and a time series forecast is generated based on the seasonal prediction, the quadratic trend prediction, and the amplitude scaling factor.