公开(公告)号：US11609970B1

公开(公告)日：2023-03-21

申请号：US17877588

申请日：2022-07-29

Applicant: Snowflake Inc.

Inventor： Michel Adar ,  Boxin Jiang ,  Qiming Jiang ,  John Reumann ,  Boyu Wang ,  Jiaxun Wu

IPC: G06F17/18

Abstract: A processing device may analyze a set of time series data using a time series forecasting model comprising an attributes model and a trend detection model. The attributes model may comprise a modified gradient boosting decision tree (GBDT) based algorithm. Analyzing the set of time series data comprises determining a set of features of the set of time series data, the set of features including periodic components as well as arbitrary components. A trend of the set of time series data may be determined using the trend detection model and the set of features and the trend may be combined to generate a time series forecast.

公开(公告)号：US12026221B2

公开(公告)日：2024-07-02

申请号：US18112944

申请日：2023-02-22

Applicant: Snowflake Inc.

Inventor： Michel Adar ,  Boxin Jiang ,  Qiming Jiang ,  John Reumann ,  Boyu Wang ,  Jiaxun Wu

IPC: G06F17/18

CPC classification number: G06F17/18

Abstract: Using an attributes model of a time series forecasting model, determine a set of features based on time series data, the set of features including periodic components. The time series data may be divided into a set of segments. For each segment of the set of segments, a weight may be assigned using an age of the segment, resulting in a set of weighted segments of time series data. Using a trend detection model of the time series forecasting model, trend data from the set of weighted segments of time series data may be determined. A time series forecast may be generated by combining the set of features and the trend data.

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.

公开(公告)号：US20230401283A1

公开(公告)日：2023-12-14

申请号：US18112944

申请日：2023-02-22

Applicant: Snowflake Inc.

Inventor： Michel Adar ,  Boxin Jiang ,  Qiming Jiang ,  John Reumann ,  Boyu Wang ,  Jiaxun Wu

IPC: G06F17/18

CPC classification number: G06F17/18

Abstract: Using an attributes model of a time series forecasting model, determine a set of features based on time series data, the set of features including periodic components. The time series data may be divided into a set of segments. For each segment of the set of segments, a weight may be assigned using an age of the segment, resulting in a set of weighted segments of time series data. Using a trend detection model of the time series forecasting model, trend data from the set of weighted segments of time series data may be determined. A time series forecast may be generated by combining the set of features and the trend data.