Em breve teremos alguns posts aqui no blog sobre o assunto, mas é um case de ML com engenharia de caras questão mandando bem com métodos bem avançados com arquiteturas escaláveis.
We ultimately settled on conducting time series modeling based on the Long Short Term Memory (LSTM) architecture, a technique that features end-to-end modeling, ease of incorporating external variables, and automatic feature extraction abilities.4 By providing a large amount of data across numerous dimensions, an LSTM approach can model complex nonlinear feature interactions.
We decided to build a neural network architecture that provides single-model, heterogeneous forecasting through an automatic feature extraction module.6 As Figure 4 demonstrates, the model first primes the network by automatic, ensemble-based feature extraction. After feature vectors are extracted, they are averaged using a standard ensemble technique. The final vector is then concatenated with the input to produce the final forecast.
During testing, we were able to achieve a 14.09 percent symmetric mean absolute percentage error (SMAPE) improvement over the base LSTM architecture and over 25 percent improvement over the classical time series model used in Argos, Uber’s real-time monitoring and root cause-exploration tool.