Horizon-based smoothing of forecasting model
AssigneeBusiness Objects Software Ltd.
InventorJacques DOAN HUU
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AssigneeBusiness Objects Software Ltd.
InventorJacques DOAN HUU
Estimating the term…
Provided is a system and method which trains a model based on a horizon-wise cost function which accounts for error across a horizon rather than just a next point in time thereby improving the accuracy of the trained model in the long term. In one example, the method may include storing time-series data, executing a training iteration for a machine learning model based on one or more parameter values, determining error values between the predicted values output by the machine learning model and actual values of the time-series data for a plurality of intervals included in a horizon of the time-series data, generating a total error value for the horizon based on the determined error values for the intervals, and storing the generated total error value for the horizon. The method also enables a user to dynamically adjust a weight for each interval of the horizon.
A computing system comprising:
A method comprising:
A non-transitory computer-readable medium comprising instructions which when executed by a processor cause a computer to perform a method comprising:
Dependencies are inferred from the claim text.