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kaikunze.de | ||
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ssc.io
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| | | | Domain generalization aims to design models that can effectively generalize to unseen target domains by learning from observed source domains. Domain generalization poses a significant challenge for time series data, due to varying data distributions and temporal dependencies. Existing approaches to domain generalization are not designed for time series data, which often results in suboptimal or unstable performance when confronted with diverse temporal patterns and complex data characteristics. We propose a novel approach to tackle the problem of domain generalization in time series forecasting. We focus on a scenario where time series domains share certain common attributes and exhibit no abrupt distribution shifts. Our method revolves around the incorporation of a key regularization term into an existing time series forecasting model: domain discrepancy regularization. In this way, we aim to enforce consistent performance across different domains that exhibit distinct patterns. We calibrate the regularization term by investigating the performance within individual domains and propose the domain discrepancy regularization with domain difficulty awareness. We demonstrate the effectiveness of our method on multiple datasets, including synthetic and real-world time series datasets from diverse domains such as retail, transportation, and finance. Our method is compared against traditional methods, deep learning models, and domain generalization approaches to provide comprehensive insights into its performance. In these experiments, our method showcases superior performance, surpassing both the base model and competing domain generalization models across all datasets. Furthermore, our method is highly general and can be applied to various time series models. | |
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campaignbriefasia.com
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| | | | Indian Classical Music and its lore has the power to move people. Taj Mahal Tea shares a storied connection with this genre. As an expression of their passion for it, they partnered with Ogilvy India and made the extraordinary Megh Santoor. A one-of-a-kind musical installation in Vijayawada. Inspire | |
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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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datatalks.club
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| | Free MLOps Course & Certification: Master Machine Learning Operations (MLOps) with hands-on training. Learn MLflow, Docker, AWS, and monitoring tools in this comprehensive 3-month program. Perfect for data scientists and ML engineers looking to master MLOps best practices, ML pipelines, and production deployment. |