Time-series extreme event forecasting with neural networks at Uber

    Abstract

    Accurate time-series forecasting during high variance segments (e.g., holidays), is critical for anomaly detection, optimal resource allocation, budget planning and other related tasks. At Uber accurate prediction for completed trips during special events can lead to a more efficient driver allocation resulting in a decreased wait time for the riders.

    Authors

    Nikolay Laptev, Jason Yosinski, Li Erran Li, Slawek Smyl

    Conference

    ICML 2017

    Full Paper

    ‘Time-series extreme event forecasting with neural networks at Uber’ (PDF)

    Uber AI

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    Jason Yosinski
    Jason Yosinski is a founding member of Uber AI Labs and there leads the Deep Collective research group. He is known for contributions to understanding neural network modeling, representations, and training. Prior to Uber, Jason worked on robotics at Caltech, co-founded two web companies, and started a robotics program in Los Angeles middle schools that now serves over 500 students. He completed his PhD working at the Cornell Creative Machines Lab, University of Montreal, JPL, and Google DeepMind. He is a recipient of the NASA Space Technology Research Fellowship, has co-authored over 50 papers and patents, and was VP of ML at Geometric Intelligence, which Uber acquired. His work has been profiled by NPR, the BBC, Wired, The Economist, Science, and the NY Times. In his free time, Jason enjoys cooking, reading, paragliding, and pretending he's an artist.
    Slawek Smyl
    Slawek Smyl is a forecasting expert working at Uber. Slawek has ranked highly in international forecasting competitions. For example, he won the M4 Forecasting competition (2018) and the Computational Intelligence in Forecasting International Time Series Competition 2016 using recurrent neural networks. Slawek also built a number of statistical time series algorithms that surpass all published results on M3 time series competition data set using Markov Chain Monte Carlo (R, Stan).