论文标题

在旅行时间序列预测中的模型监视和动态模型选择

Model Monitoring and Dynamic Model Selection in Travel Time-series Forecasting

论文作者

Candela, Rosa, Michiardi, Pietro, Filippone, Maurizio, Zuluaga, Maria A.

论文摘要

准确的旅行产品价格预测是一项高度期望的功能,可让客户对购买以及公司建立和提供有吸引力的旅游套餐做出明智的决定。多亏了机器学习(ML),现在相对便宜地开发出高度准确的统计模型来预测价格序列。但是,一旦模型被部署在生产中,随着时间的推移,他们的监控,维护和改进都带来了大部分成本和困难。我们引入了一个数据驱动的框架,以连续监视和维护已部署的时间序列预测模型的性能,以确保旅行产品价格预测模型的稳定性能。在监督的学习方法下,我们预测了随着时间的推移预测模型的时间序列的错误,并使用此预测的性能度量来实现模型监控和维护。我们在两年内收集的飞行和酒店价格的18K时间序列的数据集上验证了拟议的方法,并在两个公共基准下收集了。

Accurate travel products price forecasting is a highly desired feature that allows customers to take informed decisions about purchases, and companies to build and offer attractive tour packages. Thanks to machine learning (ML), it is now relatively cheap to develop highly accurate statistical models for price time-series forecasting. However, once models are deployed in production, it is their monitoring, maintenance and improvement which carry most of the costs and difficulties over time. We introduce a data-driven framework to continuously monitor and maintain deployed time-series forecasting models' performance, to guarantee stable performance of travel products price forecasting models. Under a supervised learning approach, we predict the errors of time-series forecasting models over time, and use this predicted performance measure to achieve both model monitoring and maintenance. We validate the proposed method on a dataset of 18K time-series from flight and hotel prices collected over two years and on two public benchmarks.

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