Data Scientist @Bukalapak – Shoping Experience Tribe, Squad Chat and New Users Technical Content Reviewer @Packt Publishing – Time Series Analytics Expert Author of GSTAR (Generalized Space Time Autoregressive) package in R Education BS, Statistics @Universitas Padjadjaran Research Interest: Time Series Analysis, Regression Modeling, Spatial Modeling, Machine Learning, Gamification Business Meetup Bukalapak X Komunitas R Indonesia X Machine Learning ID @Bukalapak R&D Office, Bandung | 28-June-2019 About me
02 PROACTIVE REWARD 03 No need to have a math/stat background to hype this topic! *Unless you ask Don’t hesitate, no hassle, just ask at your own moment! Ensure yourself fun, comfort, and proactively share your thoughts, then get the reward Bukalapak Deep Dive Into Facebook Prophet
From 250 – 900 AD until now, forecasting is still exist. It is mostly because forecasting technique require highest quality of art and human confidence Background: Time Series History
1982) State Space Model (Snyder, 1985) Artificial Neural Network (Zhang, 1998) Now, what is going on? 1950’ – 1970’ Exponential Smoothing (Brown, 1959) Holt Winter SES (Holt, Winter, 1960) Decomposition (Brown, 1963) 2000’ - Now Spatio-Temporal Time Series Nonlinear Time Series Machine Learning Time Series Facebook Prophet Model Bukalapak Background: Time Series History
and Stats Geek, not linear to business matter Bukalapak Time Series Forecasting Myth vs Fact Facts - Performance Measurement - Maintainable and able to be deployed - Capable to solve business problem Background II: Time Series in Real Practice
Taylor, S.J., and Letham, B. (2017) Time Series Model Founded to make automation of data forecasting for coping with the discrepancy between domain-based knowledge and statistical knowledge A Brief Preview
02 Analyst-in-the-loop 03 FB team believes that a time- series data is containing various components, such as trend, seasonality, holiday, etc. Compatible to business day, such as feature deployment date, national day-off, etc. Automate the process of surface problems, visually inspect forecasts, modelling, and evaluation. Bukalapak FB Prophet Model