Tsab xov xwm tham txog cov cheeb tsam ntawm kev siv lub sij hawm series, cov teeb meem yuav tsum tau daws, thiab cov algorithms siv. Lub sij hawm series forecasting yog siv nyob rau hauv cov dej num xws li kev kwv yees xav tau, hu rau lub chaw thauj khoom, txoj kev thiab Internet kev khiav hauj lwm, daws qhov teeb meem pib txias nyob rau hauv cov neeg muab kev pab cuam, thiab nrhiav kev tsis txaus ntseeg ntawm tus cwj pwm ntawm cov khoom thiab cov neeg siv.
Cia peb saib cov dej num hauv kev nthuav dav ntxiv.
1) Xav tau kev kwv yees.
Lub hom phiaj: txo cov nqi tsev rau khoom thiab ua kom cov neeg ua haujlwm ua haujlwm zoo.
Yuav daws li cas: muaj kev kwv yees ntawm kev yuav khoom thiab tus naj npawb ntawm cov neeg siv khoom, peb txo tus nqi ntawm cov khoom hauv lub tsev rau khoom thiab khaws cia raws nraim li ntau npaum li yuav tau yuav hauv lub sijhawm. Paub tus naj npawb ntawm cov neeg siv khoom txhua lub sijhawm, peb yuav kos lub sijhawm ua haujlwm zoo kom muaj cov neeg ua haujlwm txaus nrog tus nqi tsawg kawg nkaus.
2) Forecasting lub load ntawm kev xa khoom
Lub hom phiaj: txhawm rau tiv thaiv logistics vau thaum lub sijhawm ua haujlwm siab tshaj.
Yuav daws nws li cas: kwv yees tus naj npawb ntawm kev txiav txim, nqa cov tsheb zoo tshaj plaws thiab xa mus rau kab.
3) Forecasting lub load ntawm lub chaw tiv tauj
Lub hom phiaj: txhawm rau xyuas kom muaj qhov xav tau ntawm lub chaw hu xov tooj thaum txo cov nqi nyiaj ua haujlwm tsawg.
Yuav daws li cas: kwv yees tus naj npawb ntawm kev hu lub sijhawm, tsim kom muaj lub sijhawm zoo rau cov neeg ua haujlwm.
4) Traffic forecasting
Lub hom phiaj: kwv yees tus naj npawb ntawm cov servers thiab bandwidth rau kev ua haujlwm ruaj khov. Yog li ntawd koj cov kev pab cuam tsis poob rau hnub ntawm lub premiere ntawm ib tug nrov TV series los yog football match 😉
5) Kev kwv yees lub sijhawm zoo rau kev sau ATM
Lub hom phiaj: txo qhov nyiaj ntawm cov nyiaj khaws cia hauv ATM network
6) Kev daws teeb meem rau qhov pib txias hauv cov lus pom zoo
Lub hom phiaj: Pom zoo cov khoom lag luam rau cov neeg siv tshiab.
Thaum tus neeg siv tau ua ntau qhov kev yuav khoom, kev sib koom ua ke lim algorithm tuaj yeem tsim rau cov lus pom zoo, tab sis thaum tsis muaj cov ntaub ntawv hais txog tus neeg siv, nws yog qhov pom zoo kom pom zoo cov khoom nrov tshaj plaws.
Kev daws: Qhov nrov ntawm cov khoom yog nyob ntawm lub sijhawm thaum pom zoo. Kev siv lub sij hawm series forecasting pab txheeb xyuas cov khoom muaj feem ntawm txhua qhov taw tes hauv lub sijhawm.
Peb tau saib lub neej hacks rau lub tsev pom zoo cov tshuab hauv .
7) Tshawb nrhiav qhov tsis txaus ntseeg
Lub hom phiaj: txhawm rau txheeb xyuas cov teeb meem hauv kev ua haujlwm ntawm cov khoom siv thiab cov xwm txheej tsis zoo hauv kev lag luam
Kev daws: Yog tias qhov ntsuas tus nqi nyob sab nraum lub sijhawm kwv yees kev ntseeg siab, kuaj pom qhov tsis txaus ntseeg. Yog tias qhov no yog lub chaw tsim hluav taws xob nuclear, nws yog lub sijhawm los nce qhov square ntawm qhov deb 😉
Algorithms los daws qhov teeb meem
1) Tsiv nruab nrab
Qhov yooj yim algorithm yog qhov nruab nrab txav. Cia peb suav tus nqi nruab nrab ntawm ob peb lub ntsiab lus kawg thiab ua qhov kev twv ua ntej. Rau huab cua huab cua ntev dua 10 hnub, siv txoj hauv kev zoo sib xws.
Thaum nws yog ib qho tseem ceeb uas qhov tseem ceeb kawg hauv cov koob ua rau hnyav dua, peb qhia cov coefficients nyob ntawm qhov kev ncua deb ntawm hnub, tau txais cov qauv hnyav:
Yog li, koj tuaj yeem teeb tsa W coefficient kom qhov hnyav tshaj plaws poob rau 2 hnub dhau los thiab hnub nkag.
Noj mus rau hauv tus account cyclical yam
Qhov zoo ntawm cov lus pom zoo yuav cuam tshuam los ntawm cov xwm txheej cyclical, xws li coincidence nrog hnub ntawm lub lim tiam, hnub tim, hnub so ua ntej, thiab lwm yam.
Rice. 1. Piv txwv ntawm lub sij hawm series decomposition mus rau qhov sib, raws caij nyoog tivthaiv thiab suab nrov
Exponential smoothing yog ib qho kev daws teeb meem los coj mus rau hauv tus account cyclical yam.
Cia peb saib 3 txoj hauv kev yooj yim
1. Yooj yim smoothing (Brown qauv)
Sawv cev rau kev suav ntawm qhov hnyav nruab nrab ntawm 2 lub ntsiab lus kawg ntawm ib qho.
2. Ob chav smoothing (Holt qauv)
Coj mus rau hauv tus account kev hloov pauv hauv kev sib txawv thiab kev hloov pauv hauv cov nqi seem nyob ib puag ncig qhov sib txawv.
Peb xam qhov kev kwv yees ntawm kev hloov pauv ntawm cov seem ® thiab cov qauv (d). Qhov kawg tus nqi ntawm y yog cov lej ntawm ob qhov ntau.
3. Triple smoothing (Holt-Winters qauv)
Triple smoothing kuj yuav siv sij hawm mus rau hauv tus account raws caij nyoog variations.
Formulas rau triple smoothing.
ARIMA thiab SARIMA algorithm
Lub peculiarity ntawm lub sij hawm series rau kev siv ntawm ARIMA yog kev sib txuas ntawm yav dhau los tus nqi txuam nrog tam sim no thiab yav tom ntej sawv daws yuav.
SARIMA - txuas ntxiv rau koob nrog rau lub caij nyoog. SARIMAX yog ib qho kev txuas ntxiv uas suav nrog kev tiv thaiv sab nraud.
ARIMA qauv tso cai rau koj simulate kev sib koom ua ke lossis qhov sib txawv-stationary time series.
ARIMA mus kom ze rau lub sij hawm series yog tias qhov chaw nres tsheb ntawm koob yog thawj zaug ntsuas.
Tom ntej no, cov koob hloov pauv los ntawm kev noj qhov sib txawv ntawm qhov kev txiav txim tsim nyog, thiab tus qauv ARMA yog tsim rau cov qauv hloov.
ARMA yog ib tug linear ntau regression qauv.
Nws yog ib qho tseem ceeb uas cov koob yuav tsum nyob ruaj ruaj, i.e. qhov nruab nrab thiab variance tsis hloov. Yog hais tias lub series tsis nyob ruaj ruaj, nws yuav tsum tau coj mus rau ib qho chaw ruaj khov.
XGBoost - Peb yuav nyob qhov twg tsis muaj nws?
Yog tias ib lub koob tsis muaj cov qauv qhia sab hauv, tab sis muaj cov cuam tshuam sab nraud (tus thawj coj, huab cua, thiab lwm yam), ces koj tuaj yeem siv cov qauv kev kawm zoo xws li kev txhawb nqa, random forests, regression, neural networks thiab SVM.
Los ntawm pab pawg kev paub Cov ntaub ntawv 4, lub sij hawm series forecasting, yog ib lub luag hauj lwm tseem ceeb rau kev daws qhov optimization ntawm warehouse cov nqi, cov neeg ua hauj lwm cov nqi, optimizing lub txij nkawm ntawm ATM tes hauj lwm, logistics thiab lub tsev pom zoo systems. Cov qauv nyuaj xws li SARIMA muab cov txiaj ntsig zoo, tab sis siv sijhawm thiab tsuas yog tsim nyog rau qee yam haujlwm.
Hauv tsab xov xwm tom ntej no peb yuav saib cov txheej txheem tseem ceeb rau kev tshawb nrhiav qhov tsis txaus ntseeg.
Txhawm rau xyuas kom meej tias cov ntawv muaj feem cuam tshuam rau koj qhov kev txaus siab, ua qhov kev ntsuam xyuas hauv qab no, lossis sau cov lus hauv cov lus hais txog cov ncauj lus uas yuav tsum tau sau rau hauv cov ntawv tom ntej.
Tsuas yog cov neeg siv sau npe tuaj yeem koom nrog hauv daim ntawv ntsuam xyuas. thov.
Cov lus hais txog dab tsi koj xav paub?
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Cov lus pom zoo
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Duab paub
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Kev hais lus thiab sau ntawv
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Tshiab architectures hauv DNN
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Sijhawm series thiab tshawb nrhiav anomaly
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ML hauv kev lag luam, siv rooj plaub
17 cov neeg siv pov npav. 3 cov neeg siv tau txwv.
Tau qhov twg los: www.hab.com