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arXiv 2502.03395cs.LGcs.AI
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时间序列预测模型基准评测:从统计技术到基础模型在真实世界应用中的表现

Benchmarking Time Series Forecasting Models: From Statistical Techniques to Foundation Models in Real-World Applications

Ruhrdot GmbH(鲁尔多特有限公司)

Issar Arab, Rodrigo Benitez

AI总结:

本文基于德国数千家餐厅的真实数据,系统评测统计、机器学习、深度学习和基础模型在14天每小时销售额预测上的表现,发现ML元模型性能强劲,Chronos和TimesFM等基础模型以零样本推理展现竞争力,并验证了PySpark-Pandas混合方案的可扩展性。

摘要:

时间序列预测对于酒店行业的运营智能至关重要,并且在大规模分布式系统中尤其具有挑战性。本研究评估了统计模型、机器学习(ML)模型、深度学习模型和基础模型在使用来自德国数千家餐厅网络的真实数据预测14天范围内每小时销售额时的性能。该预测解决方案包含天气条件、日历事件和时段模式等特征。结果表明,基于ML的元模型表现强劲,并凸显了Chronos和TimesFM等基础模型的新兴潜力,这些模型仅利用预训练模型(零样本推理)即可在极少特征工程的情况下提供具有竞争力的性能。此外,一种混合PySpark-Pandas方法被证明是在大规模部署中实现水平可扩展性的稳健解决方案。

英文摘要:

Time series forecasting is essential for operational intelligence in the hospitality industry, and particularly challenging in large-scale, distributed systems. This study evaluates the performance of statistical, machine learning (ML), deep learning, and foundation models in forecasting hourly sales over a 14-day horizon using real-world data from a network of thousands of restaurants across Germany. The forecasting solution includes features such as weather conditions, calendar events, and time-of-day patterns. Results demonstrate the strong performance of ML-based meta-models and highlight the emerging potential of foundation models like Chronos and TimesFM, which deliver competitive performance with minimal feature engineering, leveraging only the pre-trained model (zero-shot inference). Additionally, a hybrid PySpark-Pandas approach proves to be a robust solution for achieving horizontal scalability in large-scale deployments.

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。

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