arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2401.04857cs.LGstat.AP
收藏

基于签名变换的运输市场运价预测

Transportation Marketplace Rate Forecast Using Signature Transform

University of California, Berkeley(加利福尼亚大学伯克利分校);Amazon.com Inc.(亚马逊公司)

Haotian Gu, Xin Guo, Timothy L. Jacobs, Philip Kaminsky, Xinyu Li

AI总结:

针对货运市场运价难预测的问题,提出基于签名变换的新型统计技术与自适应预测模型,已在亚马逊落地,准确率较商用模型提升超五倍,年化预计节省5000万美元。

摘要:

货运运输市场的运价通常难以准确预测。在本研究中,我们开发了一种基于签名变换的新型统计技术,并构建了一个预测性自适应模型来预测这些市场运价。我们的技术基于签名变换的两个核心要素:其一为其通用非线性特性,该特性可将特征空间线性化,从而将预测问题转化为线性回归问题;其二为签名核,它能够以较低的计算成本高效比较时间序列数据之间的相似性。二者结合,可在预测过程中实现高效的特征生成,并精准识别季节性特征和状态转换。\n 基于我们技术的算法已被亚马逊卡车运输业务部门部署,与市售的行业模型相比,即使在新冠疫情和乌克兰冲突期间,其预测准确率也更高,可解释性也更强。此外,我们的技术能够捕捉商业周期的影响和市场的异质性,将预测准确率提升了五倍以上,预计年化节省金额达5000万美元。

英文摘要:

Freight transportation marketplace rates are typically challenging to forecast accurately. In this work, we have developed a novel statistical technique based on signature transforms and have built a predictive and adaptive model to forecast these marketplace rates. Our technique is based on two key elements of the signature transform: one being its universal nonlinearity property, which linearizes the feature space and hence translates the forecasting problem into linear regression, and the other being the signature kernel, which allows for comparing computationally efficiently similarities between time series data. Combined, it allows for efficient feature generation and precise identification of seasonality and regime switching in the forecasting process. An algorithm based on our technique has been deployed by Amazon trucking operations, with far superior forecast accuracy and better interpretability versus commercially available industry models, even during the COVID-19 pandemic and the Ukraine conflict. Furthermore, our technique is able to capture the influence of business cycles and the heterogeneity of the marketplace, improving prediction accuracy by more than fivefold, with an estimated annualized saving of \$50MM.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑