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Prophetを使った時系列データ予測と機械学習モデルとの比較 / prophet-vs-ml
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Haruki Okuyama
October 27, 2019
Business
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1.3k
Prophetを使った時系列データ予測と機械学習モデルとの比較 / prophet-vs-ml
時系列データにおいて, Prophetと3時間で作成した機械学習モデルとの精度比較
Haruki Okuyama
October 27, 2019
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Transcript
©2019 Wantedly, Inc. ProphetΛͬͨ࣌ܥྻσʔλ༧ଌͱ ػցֶशϞσϧͱͷൺֱ ML for Beginners! MeetUp #1
LTձ Oct 27, 2019 - Haruki Okuyama - @spring1018x
©2019 Wantedly, Inc. Self-Introduction •Haruki OkuyamaʢԞࢁ ݰكʣ •Chemistry Research (until
March 2019) •Wantedly, Inc. (since April 2019) •Recommendation Team • Mainly, Data Analysis
©2019 Wantedly, Inc. ͢͜ͱ ɾ౷ܭϞσϧͱػցֶशϞσϧͷ࣌ܥྻσʔλ༧ଌ ɾ࣌ܥྻ༧ଌϥΠϒϥϦProphetͷհ ͞ͳ͍͜ͱ ɾProphetͷৄࡉͳΞϧΰϦζϜ About this
talk
©2019 Wantedly, Inc. ɾֶशσʔλ(աڈ)ͱςετσʔλ(ະདྷ)ͷ͕ҟͳΔ ɾτϨϯυ͕͋Δͱ2ͭͷ͕ҟͳΔͷવ ɾػցֶशϞσϧΑΓ౷ܭϞσϧͷํ͕༧ଌਫ਼͕͍͍߹͋ͬͨΓ ͢ΔΒ͍͠* => ࣌ܥྻσʔλʹରͯ͠ػցֶशϞσϧͱ౷ܭϞσϧͷ༧ଌ݁ՌΛ ൺֱ͠,
ײ৮Λ͔֬Ί͍ͨʂ ࣌ܥྻσʔλͷ༧ଌͷ͠͞ *https://tjo.hatenablog.com/entry/2019/09/18/190000 https://t.co/S3BpRgtxUW?amp=1
©2019 Wantedly, Inc. ɾػցֶशϞσϧ ϥάಛྔΛத৺ʹ15ݸͷಛྔΛ࡞͠, LightGBMͰֶश ɾ౷ܭϞσϧ FacebookOSSͷProphetΛ༻ : ͋Δࢦඪ͕དྷ݄͍ͭ͘ʹͳΔ͔Λ༧ଌ͢Δ
* ͋Δͷ࣌Ͱ࣍ͷ݄ͷࢦඪΛ༧ଌ͍ͨ͠ ** 3࣌ؒ͘Β͍Ͱ༧ଌϞσϧΛ࡞͍ͨ͠
©2019 Wantedly, Inc. Prophetͬͯʁ 'BDFCPPLͷ044ඇઢܗͳ࣌ܥྻσʔλΛقઅੑٳޮՌΛऔΓೖΕͯ༧ଌ͢Δ ɾτϨϯυ g(t) ɾقઅੑ(पظੑ) s(t) ɾٳɾॕޮՌ
h(t) ɾΠϕϯτΩϟϯϖʔϯ Forecasting at Scale Sean J. Taylor∗† Facebook, Menlo Park, California, United States ࣌ܥྻσʔλΛ͜ΕΒͷཁૉͷͱߟ͑Δ (*ࣗݾ૬ؔߟྀ͍ͯ͠ͳ͍)
©2019 Wantedly, Inc. model࡞ Time 2016-01-01 ~ 2019-06-30·ͰͷσʔλΛֶͬͯश͠, modelΛ࡞ 2019-07-01
~ 2019-09-30ͰධՁ
©2019 Wantedly, Inc. modelධՁ Prophetͷํ͕ਫ਼͕ߴ͍ 2016-01-01 ~ 2019-06-30·ͰͷσʔλΛֶͬͯश͠, modelΛ࡞ 2019-07-01
~ 2019-09-30ͰධՁ Prophet ML MAPE: 12.2% MAPE: 10.6%
©2019 Wantedly, Inc. ͜͜·Ͱͷ·ͱΊ ɾτϨϯυɾपظੑͷڧ͍࣌ܥྻσʔλʹରͯ͠, ػցֶशϞσϧͷ߹, ࣌ؒͰਫ਼Λग़͢ͷ͍͠ ɾͬͱ࣌ؒΛ͔͚ΒΕΔ߹ಛྔઃܭɾόϦσʔγϣϯͷͷ༨ ͕͋ΔͷͰ࣌ܥྻϞσϧʹউͯͦ͏
©2019 Wantedly, Inc. Prophet: ֤ཁૉͷӨڹ ɾτϨϯυ g(t) ɾقઅੑ s(t) ɾٳɾॕޮՌ
h(t) ɾΠϕϯτΩϟϯϖʔϯ ɾٳॕ͚ͩͰͳ͘, ҙͷΠϕϯτΩϟϯϖʔϯͷޮՌऔΓೖΕΔ͜ͱ͕Ͱ͖Δ ɾ͞Βʹ, ֤ཁૉͷӨڹఆྔతʹࢉग़Ͱ͖Δ
©2019 Wantedly, Inc. Prophet: ֤ཁૉͷӨڹ τϨϯυ, ༵ɾ݄ͷӨڹ, ॕͷӨڹͷՄࢹԽ ॱௐʹ Լ
3্݄ঢ trend holiday weekly yearly ॕԼ
©2019 Wantedly, Inc. Prophetͷಛ ɾτϨϯυɾपظੑͷڧ͍࣌ܥྻσʔλʹ͍͍ͯΔ ɾ֤ͷӨڹ͕ఆྔతʹѲͰ͖ΔͷͰઆ໌ੑ͕ߴ͍ ɾύϥϝʔλνϡʔχϯάͦΕ΄Ͳඞཁͳ͍ ɾతͱ͢ΔࢦඪͷυϝΠϯࣝ͑͋͞ΕΑ͍. ྫ༵͑पظ͕͋Δ, ࿈ٳԼ͢Δetc
©2019 Wantedly, Inc. ɾ࣌ܥྻσʔλ༧ଌʹ͓͚ΔػցֶशϞσϧͱProphetͷൺֱ ɾઃఆ͔͚ΒΕΔ࣌ؒΛߟྀͯ͠બ͢Δ ɾProphetʹΑΔ༧ଌ ɾखܰʹ࣌ܥྻ༧ଌ͕Մೳ ɾυϝΠϯ͕ࣝ͋ΕपظɾΠϕϯτޮՌͷઃఆʹΑΓਫ਼্͕͕Δ ɾσʔλΛߏ͢ΔཁૉͷӨڹ͕ఆྔతʹΘ͔Δ Summary