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 forecasting problem



TTF: A Trapezoidal Temporal Fusion Framework for LTV Forecasting in Douyin

arXiv.org Artificial Intelligence

In the user growth scenario, Internet companies invest heavily in paid acquisition channels to acquire new users. But sustainable growth depends on acquired users' generating lifetime value (LTV) exceeding customer acquisition cost (CAC). In order to maximize LTV/CAC ratio, it is crucial to predict channel-level LTV in an early stage for further optimization of budget allocation. The LTV forecasting problem is significantly different from traditional time series forecasting problems, and there are three main challenges. Firstly, it is an unaligned multi-time series forecasting problem that each channel has a number of LTV series of different activation dates. Secondly, to predict in the early stage, it faces the imbalanced short-input long-output (SILO) challenge. Moreover, compared with the commonly used time series datasets, the real LTV series are volatile and non-stationary, with more frequent fluctuations and higher variance. In this work, we propose a novel framework called Trapezoidal Temporal Fusion (TTF) to address the above challenges. We introduce a trapezoidal multi-time series module to deal with data unalignment and SILO challenges, and output accurate predictions with a multi-tower structure called MT-FusionNet. The framework has been deployed to the online system for Douyin. Compared to the previously deployed online model, MAPEp decreased by 4.3%, and MAPEa decreased by 3.2%, where MAPEp denotes the point-wise MAPE of the LTV curve and MAPEa denotes the MAPE of the aggregated LTV.



Probabilistic QoS Metric Forecasting in Delay-Tolerant Networks Using Conditional Diffusion Models on Latent Dynamics

arXiv.org Machine Learning

Probabilistic QoS Metric Forecasting in Delay-T olerant Networks Using Conditional Diffusion Models on Latent Dynamics Enming Zhang School of Computer Science Nanjing University of Posts and T elecommunications Nanjing, China b20060123@njupt.edu.cn Zheng Liu School of Computer Science Nanjing University of Posts and T elecommunications Nanjing, China zliu@njupt.edu.cn Y u Xiang School of Computer Science Nanjing University of Posts and T elecommunications Nanjing, China 1221045920@njupt.edu.cn Abstract --Active QoS metric prediction, commonly employed in the maintenance and operation of DTN, could enhance network performance regarding latency, throughput, energy consumption, and dependability. Naturally formulated as a multivariate time series forecasting problem, it attracts substantial research efforts. Traditional mean regression methods for time series forecasting cannot capture the data complexity adequately, resulting in deteriorated performance in operational tasks in DTNs such as routing. This paper formulates the prediction of QoS metrics in DTN as a probabilistic forecasting problem on multivariate time series, where one could quantify the uncertainty of forecasts by characterizing the distribution of these samples. The proposed approach hires diffusion models and incorporates the latent temporal dynamics of non-stationary and multi-mode data into them.


ModelRadar: Aspect-based Forecast Evaluation

arXiv.org Machine Learning

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE. While convenient, averaging performance over all samples dilutes relevant information about model behavior under varying conditions. This limitation is especially problematic for time series forecasting, where multiple layers of averaging--across time steps, horizons, and multiple time series in a dataset--can mask relevant performance variations. We address this limitation by proposing ModelRadar, a framework for evaluating univariate time series forecasting models across multiple aspects, such as stationarity, presence of anomalies, or forecasting horizons. We demonstrate the advantages of this framework by comparing 24 forecasting methods, including classical approaches and different machine learning algorithms. NHITS, a state-of-the-art neural network architecture, performs best overall but its superiority varies with forecasting conditions. For instance, concerning the forecasting horizon, we found that NHITS (and also other neural networks) only outperforms classical approaches for multi-step ahead forecasting. Another relevant insight is that classical approaches such as ETS or Theta are notably more robust in the presence of anomalies. These and other findings highlight the importance of aspect-based model evaluation for both practitioners and researchers. ModelRadar is available as a Python package.


A Quantum Neural Network Transfer-Learning Model for Forecasting Problems with Continuous and Discrete Variables

arXiv.org Artificial Intelligence

This study introduces a continuous-variable quantum neural network (CV-QNN) model designed as a transfer-learning approach for forecasting problems. The proposed quantum technique features a simple structure with only eight trainable parameters, a single quantum layer with two wires to create entanglement, and ten quantum gates, hence the name QNNet10, effectively mimicking the functionality of classical neural networks. A notable aspect is that the quantum network achieves high accuracy with random initialization after a single iteration. This pretrained model is innovative as it requires no training or parameter tuning when applied to new datasets, allowing for parameter freezing while enabling the addition of a final layer for fine-tuning. Additionally, an equivalent discrete-variable quantum neural network (DV-QNN) is presented, structured similarly to the CV model. However, analysis shows that the two-wire DV model does not significantly enhance performance. As a result, a four-wire DV model is proposed, achieving comparable results but requiring a larger and more complex structure with additional gates. The pretrained model is applied to five forecasting problems of varying sizes, demonstrating its effectiveness.


Spatiotemporal Forecasting in Climate Data Using EOFs and Machine Learning Models: A Case Study in Chile

arXiv.org Machine Learning

Effective resource management and environmental planning in regions with high climatic variability, such as Chile, demand advanced predictive tools. This study addresses this challenge by employing an innovative and computationally efficient hybrid methodology that integrates machine learning (ML) methods for time series forecasting with established statistical techniques. The spatiotemporal data undergo decomposition using time-dependent Empirical Orthogonal Functions (EOFs), denoted as \(\phi_{k}(t)\), and their corresponding spatial coefficients, \(\alpha_{k}(s)\), to reduce dimensionality. Wavelet analysis provides high-resolution time and frequency information from the \(\phi_{k}(t)\) functions, while neural networks forecast these functions within a medium-range horizon \(h\). By utilizing various ML models, particularly a Wavelet - ANN hybrid model, we forecast \(\phi_{k}(t+h)\) up to a time horizon \(h\), and subsequently reconstruct the spatiotemporal data using these extended EOFs. This methodology is applied to a grid of climate data covering the territory of Chile. It transitions from a high-dimensional multivariate spatiotemporal data forecasting problem to a low-dimensional univariate forecasting problem. Additionally, cluster analysis with Dynamic Time Warping for defining similarities between rainfall time series, along with spatial coherence and predictability assessments, has been instrumental in identifying geographic areas where model performance is enhanced. This approach also elucidates the reasons behind poor forecast performance in regions or clusters with low spatial coherence and predictability. By utilizing cluster medoids, the forecasting process becomes more practical and efficient. This compound approach significantly reduces computational complexity while generating forecasts of reasonable accuracy and utility.


Anatomy Might Be All You Need: Forecasting What to Do During Surgery

arXiv.org Artificial Intelligence

Surgical guidance can be delivered in various ways. In neurosurgery, spatial guidance and orientation are predominantly achieved through neuronavigation systems that reference pre-operative MRI scans. Recently, there has been growing interest in providing live guidance by analyzing video feeds from tools such as endoscopes. Existing approaches, including anatomy detection, orientation feedback, phase recognition, and visual question-answering, primarily focus on aiding surgeons in assessing the current surgical scene. This work aims to provide guidance on a finer scale, aiming to provide guidance by forecasting the trajectory of the surgical instrument, essentially addressing the question of what to do next. To address this task, we propose a model that not only leverages the historical locations of surgical instruments but also integrates anatomical features. Importantly, our work does not rely on explicit ground truth labels for instrument trajectories. Instead, the ground truth is generated by a detection model trained to detect both anatomical structures and instruments within surgical videos of a comprehensive dataset containing pituitary surgery videos. By analyzing the interaction between anatomy and instrument movements in these videos and forecasting future instrument movements, we show that anatomical features are a valuable asset in addressing this challenging task. To the best of our knowledge, this work is the first attempt to address this task for manually operated surgeries.


Reviews: Dynamic Local Regret for Non-convex Online Forecasting

Neural Information Processing Systems

This paper considers online forecasting problems with non-convex models. One of the main challenges in forecasting is concept drift, which refers to changes in the underlying relationship between inputs and outputs over time. Classic online learning algorithms have performance bounds in terms of regret, which compares the algorithm's performance to the best fixed action in hindsight. While regret makes sense when losses are convex, it is no longer appealing when there are non-convex losses. Hazan et al. 2017 introduced a notion of local regret to be used for online non-convex problems, as well as algorithms that achieve sublinear local regret.


LISA: Learning-Integrated Space Partitioning Framework for Traffic Accident Forecasting on Heterogeneous Spatiotemporal Data

arXiv.org Artificial Intelligence

Traffic accident forecasting is an important task for intelligent transportation management and emergency response systems. However, this problem is challenging due to the spatial heterogeneity of the environment. Existing data-driven methods mostly focus on studying homogeneous areas with limited size (e.g. a single urban area such as New York City) and fail to handle the heterogeneous accident patterns over space at different scales. Recent advances (e.g. spatial ensemble) utilize pre-defined space partitions and learn multiple models to improve prediction accuracy. However, external knowledge is required to define proper space partitions before training models and pre-defined partitions may not necessarily reduce the heterogeneity. To address this issue, we propose a novel Learning-Integrated Space Partition Framework (LISA) to simultaneously learn partitions while training models, where the partitioning process and learning process are integrated in a way that partitioning is guided explicitly by prediction accuracy rather than other factors. Experiments using real-world datasets, demonstrate that our work can capture underlying heterogeneous patterns in a self-guided way and substantially improve baseline networks by an average of 13.0%.