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andreasthinks.me | ||
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ssc.io
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| | | | | Existing hierarchical forecasting techniques scale poorly when the number of time series increases. We propose to learn a coherent forecast for millions of time series with a single bottom-level forecast model by using a sparse loss function that directly optimizes the hierarchical product and/or temporal structure. The benefit of our sparse hierarchical loss function is that it provides practitioners a method of producing bottom-level forecasts that are coherent to any chosen cross-sectional or temporal hierarchy. In addition, removing the need for a post-processing step as required in traditional hierarchical forecasting techniques reduces the computational cost of the prediction phase in the forecasting pipeline. On the public M5 dataset, our sparse hierarchical loss function performs up to 10% (RMSE) better compared to the baseline loss function. We implement our sparse hierarchical loss function within an existing forecasting model at bol, a large European e-commerce platform, resulting in an improved forecasting performance of 2% at the product level. Finally, we found an increase in forecasting performance of about 5-10% when evaluating the forecasting performance across the cross-sectional hierarchies that we defined. These results demonstrate the usefulness of our sparse hierarchical loss applied to a production forecasting system at a major e-commerce platform. | |
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saeedesmaili.com
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| | | | | Background For quite a while now, I've been using Pocket as my go-to read-it-later app. A few months back, I found myself wanting a solution to listen to my saved articles. This led me to explore the text-to-speech feature in the Reader app. Reader gave me the convenience of linking with my Pocket account, synchronizing its inbox automatically with my saved articles. This system has worked well. I've been listening to my saved articles on Reader while continuing to save new articles on Pocket. This lets me easily revisit them later if needed. | |
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zevross.com
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| | | | | Although we still use ESRI products such as ArcGIS for geographic analysis, more and more we find ourselves turning to open source software like PostGIS and QGIS. In many cases, though, even PostGI... | |
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www.brentozar.com
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| | | T-SQL Tuesday is a monthly blogothon where we get together and write about a different topic. I'm hosting this month's episode. Your readers wonder what kinds of jobs are out there in the database world, what exactly it is that youdo, and what your daily grind is like. While it'd be cool to cover all... | ||
