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.
Recently, neural networks @cite_9 have been proposed to use cross-series information for the specific purpose of E-commerce. They adapt a Long Short-Term Memory Neural Network (LSTM) architecture to treat all the series at the same time. They also separate effects of longitudinal and temporal features and seem to have a good performance. This suggests that non-linearity is important for modelling such data.
@cite_9
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Neural network based approaches have recently produced record-setting performances in natural language understanding tasks such as word labeling. In the word labeling task, a tagger is used to assign a label to each word in an input sequence. Specifically, simple recurrent neural networks (RNNs) and convolutional neural networks (CNNs) have shown to significantly outperform the previous state-of-the-art - conditional random fields (CRFs). This paper investigates using long short-term memory (LSTM) neural networks, which contain input, output and forgetting gates and are more advanced than simple RNN, for the word labeling task. To explicitly model output-label dependence, we propose a regression model on top of the LSTM un-normalized scores. We also propose to apply deep LSTM to the task. We investigated the relative importance of each gate in the LSTM by setting other gates to a constant and only learning particular gates. Experiments on the ATIS dataset validated the effectiveness of the proposed models. textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. Recurrent Neural Network (RNN) and one of its specific architectures, Long Short-Term Memory (LSTM), have been widely used for sequence labeling. In this paper, we first enhance LSTM-based sequence labeling to explicitly model label dependencies. Then we propose another enhancement to incorporate the global information spanning over the whole input sequence. The latter proposed method, encoder-labeler LSTM, first encodes the whole input sequence into a fixed length vector with the encoder LSTM, and then uses this encoded vector as the initial state of another LSTM for sequence labeling. Combining these methods, we can predict the label sequence with considering label dependencies and information of whole input sequence. In the experiments of a slot filling task, which is an essential component of natural language understanding, with using the standard ATIS corpus, we achieved the state-of-the-art F1-score of 95.66 . Convolutional neural networks (CNNs) have been extensively applied for image recognition problems giving state-of-the-art results on recognition, detection, segmentation and retrieval. In this work we propose and evaluate several deep neural network architectures to combine image information across a video over longer time periods than previously attempted. We propose two methods capable of handling full length videos. The first method explores various convolutional temporal feature pooling architectures, examining the various design choices which need to be made when adapting a CNN for this task. The second proposed method explicitly models the video as an ordered sequence of frames. For this purpose we employ a recurrent neural network that uses Long Short-Term Memory (LSTM) cells which are connected to the output of the underlying CNN. Our best networks exhibit significant performance improvements over previously published results on the Sports 1 million dataset (73.1 vs. 60.9 ) and the UCF-101 datasets with (88.6 vs. 88.0 ) and without additional optical flow information (82.6 vs. 73.0 ).