Concurrent Neural Network : A model of competition between times series

Rémy Garnier

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arXiv · 2009.14610

Concurrent Neural Network : A model of competition between times series

Rémy Garnier

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Abstract

Competition between times series often arises in sales prediction, when similar products are on sale on a marketplace. This article provides a model of the presence of cannibalization between times series. This model creates a "competitiveness" function that depends on external features such as price and margin. It also provides a theoretical guaranty on the error of the model under some reasonable conditions, and implement this model using a neural network to compute this competitiveness function. This implementation outperforms other traditional time series methods and classical neural networks for market share prediction on a real-world data set.

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BibTeX RIS

Rémy Garnier. 2020-09-30. Concurrent Neural Network : A model of competition between times series. https://arxiv.org/abs/2009.14610

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