论文标题
Greykite:在LinkedIn上大规模部署灵活的预测
Greykite: Deploying Flexible Forecasting at Scale at LinkedIn
论文作者
论文摘要
预测可帮助企业分配资源并实现目标。在LinkedIn,产品所有者使用预测来设定业务目标,跟踪前景和监视健康。工程师使用预测有效地提供硬件。开发一种预测解决方案来满足这些需求,需要对各种时间序列进行准确且可解释的预测,并以次数至季度的频率。我们提出了Greykite,这是一个用于预测的开源Python库,已在LinkedIn上部署了二十多种用例。它的旗舰算法Silverkite提供了可解释的,快速且高度灵活的单变量预测,可捕获诸如时期增长和季节性,自相关,假期和回归剂等效果。该库通过促进数据探索,模型配置,执行和解释来实现自我服务的准确性和信任。我们的基准结果显示了来自各个域的数据集的现成速度和准确性。在过去的两年中,金融,工程和产品团队的资源计划和分配,目标设置和进度跟踪,异常检测和根本原因分析的资源团队一直信任灰金矿的预测。我们预计灰金矿对具有类似应用的预测从业者有用,这些应用需要准确,可解释的预测,这些预测捕获与人类活动相关的时间序列共有的复杂动力学。
Forecasts help businesses allocate resources and achieve objectives. At LinkedIn, product owners use forecasts to set business targets, track outlook, and monitor health. Engineers use forecasts to efficiently provision hardware. Developing a forecasting solution to meet these needs requires accurate and interpretable forecasts on diverse time series with sub-hourly to quarterly frequencies. We present Greykite, an open-source Python library for forecasting that has been deployed on over twenty use cases at LinkedIn. Its flagship algorithm, Silverkite, provides interpretable, fast, and highly flexible univariate forecasts that capture effects such as time-varying growth and seasonality, autocorrelation, holidays, and regressors. The library enables self-serve accuracy and trust by facilitating data exploration, model configuration, execution, and interpretation. Our benchmark results show excellent out-of-the-box speed and accuracy on datasets from a variety of domains. Over the past two years, Greykite forecasts have been trusted by Finance, Engineering, and Product teams for resource planning and allocation, target setting and progress tracking, anomaly detection and root cause analysis. We expect Greykite to be useful to forecast practitioners with similar applications who need accurate, interpretable forecasts that capture complex dynamics common to time series related to human activity.