Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. However, due to the short nature of sales times series in E-commerce, univariate methods don't apply well. In this article, we propose a global model which outperforms state-of-the-art models on real dataset. It is achieved by using Tree Boosting Methods that exploit non-linearity and cross-series information. We also proposed a preprocessing framework to overcome the inherent difficulties in the E-commerce data. In particular, we use different schemes to limit the impact of the volatility of the data.
Other regression methods have been used, such as generalized additive methods @cite_4 , support vector machines @cite_10 and Recurrent Network @cite_11 . All this method performs only univariate forecasting and therefore run into the same problems.
@cite_10 @cite_4 @cite_11
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Classical regression methods treat covariates as a vector and estimate a corresponding vector of regression coefficients. Modern applications in medical imaging generate covariates of more complex form such as multidimensional arrays (tensors). Traditional statistical and computational methods are proving insufficient for analysis of these high-throughput data due to their ultrahigh dimensionality as well as complex structure. In this article, we propose a new family of tensor regression models that efficiently exploit the special structure of tensor covariates. Under this framework, ultrahigh dimensionality is reduced to a manageable level, resulting in efficient estimation and prediction. A fast and highly scalable estimation algorithm is proposed for maximum likelihood estimation and its associated asymptotic properties are studied. Effectiveness of the new methods is demonstrated on both synthetic and real MRI imaging data. Supplementary materials for this article are available online. Many conjugate gradient-like methods for solving linear systems @math use recursion formulas for updating residual vectors instead of computing the residuals directly. For such methods it is shown that the difference between the actual residuals and the updated approximate residual vectors generated in finite precision arithmetic depends on the machine precision @math and on the maximum norm of an iterate divided by the norm of the true solution. It is often observed numerically, and can sometimes be proved, that the norms of the updated approximate residual vectors converge to zero or, at least, become orders of magnitude smaller than the machine precision. In such cases, the actual residual norm reaches the level @math times the maximum ratio of the norm of an iterate to that of the true solution. Using exact arithmetic theory to bound the size of the iterates, we give a priori estimates of the size of the final residual for a number of algorithms. Cascaded regression has recently become the method of choice for solving non-linear least squares problems such as deformable image alignment. Given a sizeable training set, cascaded regression learns a set of generic rules that are sequentially applied to minimise the least squares problem. Despite the success of cascaded regression for problems such as face alignment and head pose estimation, there are several shortcomings arising in the strategies proposed thus far. Specifically, (a) the regressors are learnt independently, (b) the descent directions may cancel one another out and (c) handcrafted features (e.g., HoGs, SIFT etc.) are mainly used to drive the cascade, which may be sub-optimal for the task at hand. In this paper, we propose a combined and jointly trained convolutional recurrent neural network architecture that allows the training of an end-to-end to system that attempts to alleviate the aforementioned drawbacks. The recurrent module facilitates the joint optimisation of the regressors by assuming the cascades form a nonlinear dynamical system, in effect fully utilising the information between all cascade levels by introducing a memory unit that shares information across all levels. The convolutional module allows the network to extract features that are specialised for the task at hand and are experimentally shown to outperform hand-crafted features. We show that the application of the proposed architecture for the problem of face alignment results in a strong improvement over the current state-of-the-art. In multiple regression it is shown that parameter estimates based on minimum residual sum of squares have a high probability of being unsatisfactory, if not incorrect, if the prediction vectors are not orthogonal. Proposed is an estimation procedure based on adding small positive quantities to the diagonal of X′X. Introduced is the ridge trace, a method for showing in two dimensions the effects of nonorthogonality. It is then shown how to augment X′X to obtain biased estimates with smaller mean square error.