Our quest for robust time series forecasting at scale英文

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1、TheUnocialGoogleDataScienceBlogHOMEABOUTTHISBLOGOurquestforrobusttimeseriesforecastingatscaleApril17,2017byERICTASSONE,FARZANROHANIWewerepartofateamofdatascientistsinSearchInfrastructureatGooglethattookonthetaskofdevelopingrobustandautomaticlarge-scaletimeseriesforecastingforourorganization.Inthi

2、spost,werecounthowweapproachedthetask,describinginitialstakeholderneeds,thebusinessandengineeringcontextsinwhichthechallengearose,andtheoreticalandpragmaticchoiceswemadetoimplementoursolution.IntroductionTimeseriesforecastingenjoysarichandluminoushistory,andtodayisanessentialelementofmostanybusine

3、ssoperation.SoitshouldcomeasnosurprisethatGooglehascompiledandforecasttimeseriesforalongtime.Forinstance,theimagebelowfromtheGoogleVisitorsCenterinMountainView,California,showshand-drawntimeseriesof“ResultsPages”(essentiallysearchqueryvolume)datingbacknearlytothefoundingofthecompanyon04September19

4、98.Hand-DrawnTimeSeriesofGoogle“ResultsPages”,November1998throughJuly2004.Duetomultiplechangestothescaleofthevaluesdepictedontheverticalaxis,“ResultsPages”values,whichreectsearchqueryvolume,attherightwardendoftheplot(correspondingtoJuly2004)are2000timeslargerthanthevaluesdepictedattheleftwardend(

5、correspondingtoNovember1998).ThedemandfortimeseriesforecastingatGooglegrewrapidlyalongwiththecompanyoveritsrstdecade.Variousbusinessandengineeringneedsledtoamultitudeofforecastingapproaches,mostreliantondirectanalystsupport.Thevolumeandvarietyoftheapproaches,andinsomecasestheirinconsistency,calle

6、doutforanattempttounify,automate,andextendforecastingmethods,andtodistributetheresultsviatoolsthatcouldbedeployedreliablyacrossthecompany.Thatis,foranattempttodevelopmethodsandtoolsthatwouldfacilitateaccuratelarge-scaletimeseriesforecastingatGoogle.OurteamofdatascientistsandsoftwareengineersinSear

7、chInfrastructurewasalreadyengagedinaparticulartypeofforecasting.Forus,demandforforecastsemergedfromadeterminationtobetterunderstandbusinessgrowthandhealth,moreecientlyconductday-to-dayoperations,andoptimizelonge