arXiv · 2109.10869
Interactive Probing of Multivariate Time Series Prediction Models: A Case of Freight Rate Analysis
Abstract
We present an interactive probing tool to create, modify and analyze what-if scenarios for multivariate time series models. The solution is applied to freight trading, where analysts can carry out sensitivity analysis on freight rates by changing demand and supply-related econometric variables and observing their resultant effects on freight indexes. We utilize various visualization techniques to enable intuitive scenario creation, alteration, and comprehension of time series inputs and model predictions. Our tool proved to be useful to the industry practitioners, demonstrated by a case study where freight traders are given hypothetical market scenarios and successfully generated quantitative freight index projection with confidence.
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Haonan Xu, Haotian Li, Yong Wang. 2021-08-31. Interactive Probing of Multivariate Time Series Prediction Models: A Case of Freight Rate Analysis. https://arxiv.org/abs/2109.10869
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