arXiv subjects

Catherine Cleophas

Publications and source records attributed to Catherine Cleophas.

6 recordsLinked to original sources

arXiv2024

The impact of data set similarity and diversity on transfer learning success in time series forecasting

Pre-trained models have become pivotal in enhancing the efficiency and accuracy of time series forecasting on target data sets by leveraging transfer learning. While benchmarks validate the performance of model generalization on various target data sets, there is no structured research providing similarity and diversity measures to explain which characteristics of source and target data lead to transfer learning success. Our study pioneers in systematically evaluating the impact of source-target similarity and source diversity on zero-shot and fine-tuned forecasting outcomes in terms of accuracy, bias, and uncertainty estimation. We investigate these dynamics using pre-trained neural networks across five public source datasets, applied to forecasting five target data sets, including real-world wholesales data. We identify two feature-based similarity and diversity measures, finding that source-target similarity reduces forecasting bias, while source diversity improves forecasting accuracy and uncertainty estimation, but increases the bias.

cs.LG↗

arXiv2024

Hierarchical Neural Additive Models for Interpretable Demand Forecasts

Demand forecasts are the crucial basis for numerous business decisions, ranging from inventory management to strategic facility planning. While machine learning (ML) approaches offer accuracy gains, their interpretability and acceptance are notoriously lacking. Addressing this dilemma, we introduce Hierarchical Neural Additive Models for time series (HNAM). HNAM expands upon Neural Additive Models (NAM) by introducing a time-series specific additive model with a level and interacting covariate components. Covariate interactions are only allowed according to a user-specified interaction hierarchy. For example, weekday effects may be estimated independently of other covariates, whereas a holiday effect may depend on the weekday and an additional promotion may depend on both former covariates that are lower in the interaction hierarchy. Thereby, HNAM yields an intuitive forecasting interface in which analysts can observe the contribution for each known covariate. We evaluate the proposed approach and benchmark its performance against other state-of-the-art machine learning and statistical models extensively on real-world retail data. The results reveal that HNAM offers competitive prediction performance whilst providing plausible explanations.

cs.LG↗

arXiv2023

Outlier detection in network revenue management

This paper presents an automated approach for providing ranked lists of outliers in observed demand to support analysts in network revenue management. Such network revenue management, e.g. for railway itineraries, needs accurate demand forecasts. However, demand outliers across or in parts of a network complicate accurate demand forecasting, and the network structure makes such demand outliers hard to detect. We propose a two-step approach combining clustering with functional outlier detection to identify outlying demand from network bookings observed on the leg level. The first step clusters legs to appropriately partition and pool booking patterns. The second step identifies outliers within each cluster and uses a novel aggregation method across legs to create a ranked alert list of affected instances. Our method outperforms analyses that consider leg data without regard for network implications and offers a computationally efficient alternative to storing and analysing all data on the itinerary level, especially in highly-connected networks where most customers book multi-leg products. A simulation study demonstrates the robustness of the approach and quantifies the potential revenue benefits from adjusting demand forecasts for offer optimisation. Finally, we illustrate the applicability based on empirical data obtained from Deutsche Bahn.

physics.soc-ph↗

arXiv2023

Analysing and visualising bike-sharing demand with outliers

Bike-sharing is a popular component of sustainable urban mobility. It requires anticipatory planning, e.g. of station locations and inventory, to balance expected demand and capacity. However, external factors such as extreme weather or glitches in public transport, can cause demand to deviate from baseline levels. Identifying such outliers keeps historic data reliable and improves forecasts. In this paper we show how outliers can be identified by clustering stations and applying a functional depth analysis. We apply our analysis techniques to the Washington D.C. Capital Bikeshare data set as the running example throughout the paper, but our methodology is general by design. Furthermore, we offer an array of meaningful visualisations to communicate findings and highlight patterns in demand. Last but not least, we formulate managerial recommendations on how to use both the demand forecast and the identified outliers in the bike-sharing planning process.

stat.AP↗

arXiv2020

Identifying and Responding to Outlier Demand in Revenue Management

Revenue management strongly relies on accurate forecasts. Thus, when extraordinary events cause outlier demand, revenue management systems need to recognise this and adapt both forecast and controls. Many passenger transport service providers, such as railways and airlines, control the sale of tickets through revenue management. State-of-the-art systems in these industries rely on analyst expertise to identify outlier demand both online (within the booking horizon) and offline (in hindsight). So far, little research focuses on automating and evaluating the detection of outlier demand in this context. To remedy this, we propose a novel approach, which detects outliers using functional data analysis in combination with time series extrapolation. We evaluate the approach in a simulation framework, which generates outliers by varying the demand model. The results show that functional outlier detection yields better detection rates than alternative approaches for both online and offline analyses. Depending on the category of outliers, extrapolation further increases online detection performance. We also apply the procedure to a set of empirical data to demonstrate its practical implications. By evaluating the full feedback-driven system of forecast and optimisation, we generate insight on the asymmetric effects of positive and negative demand outliers. We show that identifying instances of outlier demand and adjusting the forecast in a timely fashion substantially increases revenue compared to what is earned when ignoring outliers.

stat.ME↗

arXiv2019

Patients, Primary Care, and Policy: Simulation Modeling for Health Care Decision Support

Demand for health care is constantly increasing due to the ongoing demographic change, while at the same time health service providers face difficulties in finding skilled personnel. This creates pressure on health care systems around the world, such that the efficient, nationwide provision of primary health care has become one of society's greatest challenges. Due to the complexity of health care systems, unforeseen future events, and a frequent lack of data, analyzing and optimizing the performance of health care systems means tackling a wicked problem. To support this task for primary care, this paper introduces the hybrid agent-based simulation model SiM-Care. SiM-Care models the interactions of patients and primary care physicians on an individual level. By tracking agent interactions, it enables modelers to assess multiple key indicators such as patient waiting times and physician utilization. Based on these indicators, primary care systems can be assessed and compared. Moreover, changes in the infrastructure, patient behavior, and service design can be directly evaluated. To showcase the opportunities offered by SiM-Care and aid model validation, we present a case study for a primary care system in Germany. Specifically, we investigate the effects of an aging population, a decrease in the number of physicians, as well as the combined effects.

cs.MA↗