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Accurate mechanisms for forecasting solar irradiance and insolation provide important information for the planning of renewable energy and agriculture projects as well as for environmental and socio-economical studies. This research…
Time series forecasting and anomaly detection are common tasks for practitioners in industries such as retail, manufacturing, advertising and energy. Two unique challenges stand out: (1) efficiently and accurately forecasting time series or…
Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability.…
We investigate to what extent mobile use patterns can predict -- at the moment it is posted -- whether a notification will be clicked within the next 10 minutes. We use a data set containing the detailed mobile phone usage logs of 279…
In this research paper, I have performed time series analysis and forecasted the monthly value of housing starts for the year 2019 using several econometric methods - ARIMA(X), VARX, (G)ARCH and machine learning algorithms - artificial…
Multiple machine learning and prediction models are often used for the same prediction or recommendation task. In our recent work, where we develop and deploy airline ancillary pricing models in an online setting, we found that among…
In this paper, we apply neural networks into digital marketing world for the purpose of better targeting the potential customers. To do so, we model the customer online behaviours using dedicated neural network architectures. Starting from…
Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…
The size of a website's active user base directly affects its value. Thus, it is important to monitor and influence a user's likelihood to return to a site. Essential to this is predicting when a user will return. Current state of the art…
In this work, we presented the strategies and techniques that we have developed for predicting the near-future churners and win-backs for a telecom company. On a large-scale and real-world database containing customer profiles and some…
Internet platforms' traffic defines important characteristics of platforms, such as pricing of services, advertisements, speed of operations. One can estimate the traffic with the traditional time series models like ARIMA, Holt-Winters,…
Electricity is bought and sold in wholesale markets at prices that fluctuate significantly. Short-term forecasting of electricity prices is an important endeavor because it helps electric utilities control risk and because it influences…
Consumer spending accounts for a large fraction of the US economic activity. Increasingly, consumer activity is moving to the web, where digital traces of shopping and purchases provide valuable data about consumer behavior. We analyze…
This paper addresses the problem of unsupervised approach of credit card fraud detection in unbalanced dataset using the ARIMA model. The ARIMA model is fitted on the regular spending behaviour of the customer and is used to detect fraud if…
Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…
The 5G network connecting billions of Internet-of-Things (IoT) devices will make it possible to harvest an enormous amount of real-time mobile data. Furthermore, the 5G virtualization architecture will enable cloud computing at the…
Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern…
In this study, we focus on the development and implementation of a comprehensive ensemble of numerical time series forecasting models, collectively referred to as the Group of Numerical Time Series Prediction Model (G-NM). This inclusive…
A network time series is a multivariate time series augmented by a graph that describes how variables (or nodes) are connected. We introduce the network autoregressive (integrated) moving average (NARIMA) processes: a set of flexible models…
The renewable energies prediction and particularly global radiation forecasting is a challenge studied by a growing number of research teams. This paper proposes an original technique to model the insolation time series based on combining…