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Prophetを使ったコスパの良い時系列データ予測 / prophet-use-cases

Prophetを使ったコスパの良い時系列データ予測 / prophet-use-cases

ビジネスにおける時系列データをトレンド・季節性・イベント効果の3つに分けて予測する

Haruki Okuyama

August 28, 2019
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  1. ©2019 Wantedly, Inc. ProphetΛ࢖ͬͨ ίεύͷྑ͍࣌ܥྻσʔλ༧ଌ Creators MeetUp ϏΞόογϡLTձ Aug 28,

    2019 - Haruki Okuyama - @spring1018x
  2. ©2019 Wantedly, Inc. Self-Introduction •Haruki OkuyamaʢԞࢁ ݰكʣ •Wantedly, Inc. (since

    April 2019) •Recommendation Team •Like puyopuyo-tetris
  3. ©2019 Wantedly, Inc. ࿩͢͜ͱ ɾ࣌ܥྻσʔλಛ༗ͷੑ࣭ ɾ࣌ܥྻ༧ଌϥΠϒϥϦProphetΛ࢖ͬͨ༧ଌ ࿩͞ͳ͍͜ͱ ɾProphetͷΞϧΰϦζϜ ɾProphetͷύϥϝʔλɾػೳͷৄࡉ About

    this talk
  4. ©2019 Wantedly, Inc. KPI͸࣌ܥྻσʔλͰ͋Δ͜ͱ͕΄ͱΜͲ ɾKPIͷ໨ඪ஋Λઃఆ͍ͨ͠ ݱࡏͷ੒௕཰ɾ݄͝ͱͷมಈΛߟྀͯ͠༧ଌͨ͠஋ʹ͢Δඞཁ͕͋Δ ɾKPIͷੑ࣭Λ͔ͭΈ͍ͨ KPI͕มԽͨ͠ࡍʹ, ԿͷӨڹʹΑΔ΋ͷ͔Λఆྔతʹ೺Ѳ͍ͨ͠ ࣌ܥྻσʔλͷ༧ଌ

  5. ©2019 Wantedly, Inc. ɾτϨϯυ ɾقઅੑ ɾex)ि຤ɾ݄຤͸৳ͼΔ, 3݄͸ब׆γʔζϯ ɾٳ೔ɾॕ೔ޮՌ ɾΠϕϯτ΍Ωϟϯϖʔϯ ࣌ܥྻσʔλͷ༧ଌͷԿ͕೉͍͠ʁ

    ͜ΕΒ͕ෳࡶʹࠞ͟Δ
  6. ©2019 Wantedly, Inc. Wantedlyͷ࣌ܥྻσʔλͷྫ ɾμογϡϘʔυ͸มಈ͕େ͖͍σʔλͷ৔߹, τϨϯυ͕Θ͔Γʹ͍͘ ɾٳ೔ͷӨڹΛड͚΍͍͕͢, िɾ݄ʹΑͬͯٳ೔ͷ೔਺͕ҟͳΔ ɾिɾ݄ຖͷ܏޲͕ఆྔతʹΘ͔͍ͬͯͳ͍ͱ੒௕ͷ൑அ͕Ͱ͖ͳ͍ ex)

    3݄͸ब׆γʔζϯͰ৳ͼΔ͕, Կ%ϓϥεʹิਖ਼͞ΕΔʁ Time ˞͜ΕҎ߱ͷσʔλ͸8BOUFEMZͷ͋ΔࢦඪΛ΋ͱʹՃ޻ͨ͠΋ͷ
  7. ©2019 Wantedly, Inc. ProphetʹΑΔ༧ଌ 'BDFCPPL੡ͷ044ඇઢܗͳ࣌ܥྻσʔλΛقઅੑ΍ٳ೔ޮՌΛऔΓೖΕͯ༧ଌ͢Δ ɾτϨϯυ H U ɾقઅੑ T

    U ɾٳ೔ɾॕ೔ޮՌ I U ɾΠϕϯτ΍Ωϟϯϖʔϯ Forecasting at Scale Sean J. Taylor∗† Facebook, Menlo Park, California, United States ࣌ܥྻσʔλ͸͜ΕΒͷཁૉͷ࿨ͱͳ͍ͬͯΔ
  8. ©2019 Wantedly, Inc. Prophet: model࡞੒ Time 2016-01-01 ~ 2018-12-31·ͰͷσʔλΛ࢖ֶͬͯश͠, modelΛ࡞੒

    2019-01-01 ~ 2019-07-31ͷ༧ଌ஋ͱ࣮ࡍͷ஋Λൺֱ͠, modelͷੑೳΛ֬ೝ͢Δ
  9. ©2019 Wantedly, Inc. Prophet: modelධՁ 2016-01-01 ~ 2018-12-31·ͰͷσʔλΛ࢖ֶͬͯश͠, modelΛ࡞੒ 2019-01-01

    ~ 2019-07-31ͷ༧ଌ஋ͱ࣮ࡍͷ஋Λൺֱ͠, modelͷੑೳΛ֬ೝ͢Δ ฏۉ4.5%ͷޡࠩ(MAPE)
  10. ©2019 Wantedly, Inc. Prophet: ֤ཁૉͷ܏޲ ੒௕τϨϯυ, ༵೔ɾ݄ͷӨڹ, ॕ೔ͷӨڹͷՄࢹԽ ॱௐʹ੒௕ ౔೔͸௿Լ

    3݄͸্ঢ trend holiday weekly yearly
  11. ©2019 Wantedly, Inc. Prophet: ΠϕϯτޮՌ ɾτϨϯυ H U ɾقઅੑ T

    U ɾٳ೔ɾॕ೔ޮՌ I U ɾΠϕϯτ΍Ωϟϯϖʔϯ ɾٳ೔΍ॕ೔͚ͩͰͳ͘, ೚ҙͷΠϕϯτ΍ΩϟϯϖʔϯͷޮՌ΋औΓೖΕΔ͜ͱ͕Ͱ͖Δ ɾॕ೔ͷ৔߹ͱಉ༷ʹ, Πϕϯτ͕͋ͬͨ೔Λࢦఆ͢Δ͚ͩͰΑ͍ ɾΠϕϯτͷ౓ʹӨڹ౓͕େ͖͘มΘΔ΋ͷʹ͸ద༻͠ʹ͍͔͘΋ɾɾɾʁ ɾ͞Βʹ, ͦΕΒͷӨڹ౓΋ఆྔతʹࢉग़Ͱ͖Δ
  12. ©2019 Wantedly, Inc. Prophet: ֤ཁૉͷ܏޲ ੒௕τϨϯυ, ༵೔ɾ݄ͷӨڹ, ॕ೔ͷӨڹͷՄࢹԽ ॕ೔͸௿Լ trend

    holiday weekly yearly
  13. ©2019 Wantedly, Inc. Prophet: ΠϕϯτޮՌ ɾޡࠩͷେ͖͍݄͸ԿΒ͔ͷΠϕϯτޮՌ͕ߟྀͰ͖͍ͯͳ͍Մೳੑ ex) ೺ѲͰ͖͍ͯͳ͍Ωϟϯϖʔϯ͕͋ͬͨ ɾυϝΠϯ஌ࣝΛۦ࢖ͯ͠ΠϕϯτޮՌΛऔΓೖΕΔͷ͕ॏཁ ࠓճ঺հͨ͠ػೳͷ৔߹͸,

    ॕ೔͚ͩͰ໨తΛຬͨ͢ਫ਼౓͕ಘΒΕͨ
  14. ©2019 Wantedly, Inc. Prophet: ׆༻ྫ ɾࠜڌ͕໌֬ͳ໨ඪઃఆ͕Ͱ͖Δ 9݄͸10%৳ͼΔ܏޲͕͋ΔͷͰ, վળʹΑͬͯ5%ϓϥε͠, ߹ܭ15%৳͹͢ ɾ࣮ࡍͷ݁Ռ͕Prophetͷ༧ଌΛԼճͬͨ

    ػೳͷ੒௕͕ಷ͖͍ͬͯͯΔ͔΋͠Εͳ͍ͷͰରࡦΛଧͭ ɾ9݄຤͕࠷΋஋͕৳ͼͦ͏ ͦͷλΠϛϯάʹ߹Θͤͯվળࢪࡦ΍ΩϟϯϖʔϯΛߦ͏
  15. ©2019 Wantedly, Inc. ɾ࣌ܥྻσʔλͷੑ࣭ ɾ੒௕ɾقઅੑ(पظੑ)ɾΠϕϯτޮՌ͕͍ࠞͬͯ͟Δ ɾProphetʹΑΔ༧ଌ ɾखܰʹ࣌ܥྻ༧ଌ͕Մೳ ɾυϝΠϯ஌͕ࣝ͋Ε͹ΠϕϯτޮՌͷઃఆʹΑΓਫ਼౓্͕͕Δ ɾσʔλΛߏ੒͢ΔཁૉͷӨڹ͕ఆྔతʹΘ͔Δ Summary