2017 IEEE International Conference on Data Mining Workshops (ICDMW) 2017
DOI: 10.1109/icdmw.2017.19
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Deep and Confident Prediction for Time Series at Uber

Abstract: Reliable uncertainty estimation for time series prediction is critical in many fields, including physics, biology, and manufacturing. At Uber, probabilistic time series forecasting is used for robust prediction of number of trips during special events, driver incentive allocation, as well as real-time anomaly detection across millions of metrics. Classical time series models are often used in conjunction with a probabilistic formulation for uncertainty estimation. However, such models are hard to tune, scale, … Show more

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Cited by 266 publications
(189 citation statements)
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“…More speci cally, the rst component of the prediction network is an encoder-decoder structure with LSTM (Long-Short Term Memory) units [9], which can learn the hidden representation for each station to catch the temporal correlations in the bike ow history. en, by decomposing the prediction uncertainty into three parts: model uncertainty, model misspeci cation, and inherent noise [34] (details will be elaborated later), we further estimate the con dence interval of our station-level bike ow prediction, which can provide more information to the managers of bike sharing systems for decision making.…”
Section: Framework Overviewmentioning
confidence: 99%
See 1 more Smart Citation
“…More speci cally, the rst component of the prediction network is an encoder-decoder structure with LSTM (Long-Short Term Memory) units [9], which can learn the hidden representation for each station to catch the temporal correlations in the bike ow history. en, by decomposing the prediction uncertainty into three parts: model uncertainty, model misspeci cation, and inherent noise [34] (details will be elaborated later), we further estimate the con dence interval of our station-level bike ow prediction, which can provide more information to the managers of bike sharing systems for decision making.…”
Section: Framework Overviewmentioning
confidence: 99%
“…Con dence Estimation: Next, we elaborate how to infer the uncertainty of our prediction, i.e., con dence interval based on the encoder-decoder prediction network. According to literature, the uncertainty of the prediction result can be divided into three parts: model uncertainty, model misspeci cation, and inherent noise [34] ( Figure 4).…”
Section: (Ii) Multi-graph Convolutionmentioning
confidence: 99%
“…It is precisely this success of deep learning in handling different types of data, such as images, audio and text from different domains, that makes it particularly well-suited for the data fusion problem of combining time-series and textual data. Indeed, deep learning has already been shown to be able to outperform traditional approaches for taxi demand forecasting and achieve new state-of-the-art results [9,10]. However, none of the previous approaches explore Web data about events, particularly in the form of unstructured text, in order to develop more accurate demand forecasting models.…”
Section: Introductionmentioning
confidence: 99%
“…We plan to adapt the implementation of this method described in ref. [40] to provide rough estimates of model uncertainty associated with our emulated models.…”
Section: Resultsmentioning
confidence: 99%