Passenger demand forecasting helps optimize vehicle scheduling, thereby improving urban efficiency. Recently, attention-based methods have been used to adequately capture the dynamic nature of spatio-temporal data. However, existing methods that rely on heuristic masking strategies cannot fully adapt to the complex spatio-temporal correlations, hindering the model from focusing on the right context. These works also overlook the high-level correlations that exist in the real world. Effectively integrating these high-level correlations with the original correlations is crucial. To fill this gap, we propose the Aggregation Differential Transformer (ADFormer), which offers new insights to demand forecasting promotion. Specifically, we utilize Differential Attention to capture the original spatial correlations and achieve attention denoising. Meanwhile, we design distinct aggregation strategies based on the nature of space and time. Then, the original correlations are unified with the high-level correlations, enabling the model to capture holistic spatio-temporal relations. Experiments conducted on taxi and bike datasets confirm the effectiveness and efficiency of our model, demonstrating its practical value. The code is available at https://github.com/decisionintelligence/ADFormer.
Accurate demand estimation is critical for the retail business in guiding the inventory and pricing policies of perishable products. However, it faces fundamental challenges from censored sales data during stockouts, where unobserved demand creates systemic policy biases. Existing datasets lack the temporal resolution and annotations needed to address this censoring effect. To fill this gap, we present FreshRetailNet-50K, the first large-scale benchmark for censored demand estimation. It comprises 50,000 store-product time series of detailed hourly sales data from 898 stores in 18 major cities, encompassing 863 perishable SKUs meticulously annotated for stockout events. The hourly stock status records unique to this dataset, combined with rich contextual covariates, including promotional discounts, precipitation, and temporal features, enable innovative research beyond existing solutions. We demonstrate one such use case of two-stage demand modeling: first, we reconstruct the latent demand during stockouts using precise hourly annotations. We then leverage the recovered demand to train robust demand forecasting models in the second stage. Experimental results show that this approach achieves a 2.73\% improvement in prediction accuracy while reducing the systematic demand underestimation from 7.37\% to near-zero bias. With unprecedented temporal granularity and comprehensive real-world information, FreshRetailNet-50K opens new research directions in demand imputation, perishable inventory optimization, and causal retail analytics. The unique annotation quality and scale of the dataset address long-standing limitations in retail AI, providing immediate solutions and a platform for future methodological innovation. The data (https://huggingface.co/datasets/Dingdong-Inc/FreshRetailNet-50K) and code (https://github.com/Dingdong-Inc/frn-50k-baseline}) are openly released.
Residential electricity demand forecasting is critical for efficient energy management and grid stability. Accurate predictions enable utility companies to optimize planning and operations. However, real-world residential electricity demand data often exhibit intricate temporal variability, including multiple seasonalities, periodicities, and abrupt fluctuations, which pose significant challenges for forecasting models. Previous models that rely on statistical methods, recurrent, convolutional neural networks, and transformers often struggle to capture these intricate temporal dynamics. To address these challenges, we propose the Seasonal-Periodic Decomposition Network (SPDNet), a novel deep learning framework consisting of two main modules. The first is the Seasonal-Trend Decomposition Module (STDM), which decomposes the input data into trend, seasonal, and residual components. The second is the Periodical Decomposition Module (PDM), which employs the Fast Fourier Transform to identify the dominant periods. For each dominant period, 1D input data is reshaped into a 2D tensor, where rows represent periods and columns correspond to frequencies. The 2D representations are then processed through three submodules: a 1D convolution to capture sharp fluctuations, a transformer-based encoder to model global patterns, and a 2D convolution to capture interactions between periods. Extensive experiments conducted on real-world residential electricity load data demonstrate that SPDNet outperforms traditional and advanced models in both forecasting accuracy and computational efficiency. The code is available in this repository: https://github.com/Tims2D/SPDNet.
Time series forecasting presents unique challenges that limit the effectiveness of traditional machine learning algorithms. To address these limitations, various approaches have incorporated linear constraints into learning algorithms, such as generalized additive models and hierarchical forecasting. In this paper, we propose a unified framework for integrating and combining linear constraints in time series forecasting. Within this framework, we show that the exact minimizer of the constrained empirical risk can be computed efficiently using linear algebra alone. This approach allows for highly scalable implementations optimized for GPUs. We validate the proposed methodology through extensive benchmarking on real-world tasks, including electricity demand forecasting and tourism forecasting, achieving state-of-the-art performance.
Graph Neural Networks (GNNs) have recently gained traction in transportation, bioinformatics, language and image processing, but research on their application to supply chain management remains limited. Supply chains are inherently graph-like, making them ideal for GNN methodologies, which can optimize and solve complex problems. The barriers include a lack of proper conceptual foundations, familiarity with graph applications in SCM, and real-world benchmark datasets for GNN-based supply chain research. To address this, we discuss and connect supply chains with graph structures for effective GNN application, providing detailed formulations, examples, mathematical definitions, and task guidelines. Additionally, we present a multi-perspective real-world benchmark dataset from a leading FMCG company in Bangladesh, focusing on supply chain planning. We discuss various supply chain tasks using GNNs and benchmark several state-of-the-art models on homogeneous and heterogeneous graphs across six supply chain analytics tasks. Our analysis shows that GNN-based models consistently outperform statistical Machine Learning and other Deep Learning models by around 10-30% in regression, 10-30% in classification and detection tasks, and 15-40% in anomaly detection tasks on designated metrics. With this work, we lay the groundwork for solving supply chain problems using GNNs, supported by conceptual discussions, methodological insights, and a comprehensive dataset.
Accurate energy demand forecasting is crucial for sustainable and resilient energy development. To meet the Net Zero Representative Concentration Pathways (RCP) $4.5$ scenario in the DACH countries, increased renewable energy production, energy storage, and reduced commercial building consumption are needed. This scenario's success depends on hydroelectric capacity and climatic factors. Informed decisions require quantifying uncertainty in forecasts. This study explores a non-parametric method based on \emph{reproducing kernel Hilbert spaces (RKHS)}, known as kernel quantile regression, for energy prediction. Our experiments demonstrate its reliability and sharpness, and we benchmark it against state-of-the-art methods in load and price forecasting for the DACH region. We offer our implementation in conjunction with additional scripts to ensure the reproducibility of our research.
Hierarchical time-series forecasting (HTSF) is an important problem for many real-world business applications where the goal is to simultaneously forecast multiple time-series that are related to each other via a hierarchical relation. Recent works, however, do not address two important challenges that are typically observed in many demand forecasting applications at large companies. First, many time-series at lower levels of the hierarchy have high sparsity i.e., they have a significant number of zeros. Most HTSF methods do not address this varying sparsity across the hierarchy. Further, they do not scale well to the large size of the real-world hierarchy typically unseen in benchmarks used in literature. We resolve both these challenges by proposing HAILS, a novel probabilistic hierarchical model that enables accurate and calibrated probabilistic forecasts across the hierarchy by adaptively modeling sparse and dense time-series with different distributional assumptions and reconciling them to adhere to hierarchical constraints. We show the scalability and effectiveness of our methods by evaluating them against real-world demand forecasting datasets. We deploy HAILS at a large chemical manufacturing company for a product demand forecasting application with over ten thousand products and observe a significant 8.5\% improvement in forecast accuracy and 23% better improvement for sparse time-series. The enhanced accuracy and scalability make HAILS a valuable tool for improved business planning and customer experience.
In a rapidly evolving job market, skill demand forecasting is crucial as it enables policymakers and businesses to anticipate and adapt to changes, ensuring that workforce skills align with market needs, thereby enhancing productivity and competitiveness. Additionally, by identifying emerging skill requirements, it directs individuals towards relevant training and education opportunities, promoting continuous self-learning and development. However, the absence of comprehensive datasets presents a significant challenge, impeding research and the advancement of this field. To bridge this gap, we present Job-SDF, a dataset designed to train and benchmark job-skill demand forecasting models. Based on 10.35 million public job advertisements collected from major online recruitment platforms in China between 2021 and 2023, this dataset encompasses monthly recruitment demand for 2,324 types of skills across 521 companies. Our dataset uniquely enables evaluating skill demand forecasting models at various granularities, including occupation, company, and regional levels. We benchmark a range of models on this dataset, evaluating their performance in standard scenarios, in predictions focused on lower value ranges, and in the presence of structural breaks, providing new insights for further research. Our code and dataset are publicly accessible via the https://github.com/Job-SDF/benchmark.
Consumer demand forecasting is of high importance for many e-commerce applications, including supply chain optimization, advertisement placement, and delivery speed optimization. However, reliable time series sales forecasting for e-commerce is difficult, especially during periods with many anomalies, as can often happen during pandemics, abnormal weather, or sports events. Although many time series algorithms have been applied to the task, prediction during anomalies still remains a challenge. In this work, we hypothesize that leveraging external knowledge found in world events can help overcome the challenge of prediction under anomalies. We mine a large repository of 40 years of world events and their textual representations. Further, we present a novel methodology based on transformers to construct an embedding of a day based on the relations of the day's events. Those embeddings are then used to forecast future consumer behavior. We empirically evaluate the methods over a large e-commerce products sales dataset, extracted from eBay, one of the world's largest online marketplaces. We show over numerous categories that our method outperforms state-of-the-art baselines during anomalies.
Power systems operate under uncertainty originating from multiple factors that are impossible to account for deterministically. Distributional forecasting is used to control and mitigate risks associated with this uncertainty. Recent progress in deep learning has helped to significantly improve the accuracy of point forecasts, while accurate distributional forecasting still presents a significant challenge. In this paper, we propose a novel general approach for distributional forecasting capable of predicting arbitrary quantiles. We show that our general approach can be seamlessly applied to two distinct neural architectures leading to the state-of-the-art distributional forecasting results in the context of short-term electricity demand forecasting task. We empirically validate our method on 35 hourly electricity demand time-series for European countries. Our code is available here: https://github.com/boreshkinai/any-quantile.
Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in diverse applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As the scale of modern datasets increases, there is a growing need for statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle many observations. This article introduces the Bayesian Neural Field (BayesNF), a domain-general statistical model that infers rich spatiotemporal probability distributions for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust predictive uncertainty quantification. Evaluations against prominent baselines show that BayesNF delivers improvements on prediction problems from climate and public health data containing tens to hundreds of thousands of measurements. Accompanying the paper is an open-source software package (https://github.com/google/bayesnf) that runs on GPU and TPU accelerators through the JAX machine learning platform.
We study vehicle dispatching in autonomous mobility on demand (AMoD) systems, where a central operator assigns vehicles to customer requests or rejects these with the aim of maximizing its total profit. Recent approaches use multi-agent deep reinforcement learning (MADRL) to realize scalable yet performant algorithms, but train agents based on local rewards, which distorts the reward signal with respect to the system-wide profit, leading to lower performance. We therefore propose a novel global-rewards-based MADRL algorithm for vehicle dispatching in AMoD systems, which resolves so far existing goal conflicts between the trained agents and the operator by assigning rewards to agents leveraging a counterfactual baseline. Our algorithm shows statistically significant improvements across various settings on real-world data compared to state-of-the-art MADRL algorithms with local rewards. We further provide a structural analysis which shows that the utilization of global rewards can improve implicit vehicle balancing and demand forecasting abilities. Our code is available at https://github.com/tumBAIS/GR-MADRL-AMoD.
Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of these methods require a predefined graph as input, whereas in real-life multivariate time series problems, a well-predefined dependency graph rarely exists. This requirement makes it harder for GNNs to be utilised widely for multivariate forecasting problems in other domains such as retail or energy. In this paper, we propose a hybrid approach combining neural networks and statistical structure learning models to self-learn the dependencies and construct a dynamically changing dependency graph from multivariate data aiming to enable the use of GNNs for multivariate forecasting even when a well-defined graph does not exist. The statistical structure modeling in conjunction with neural networks provides a well-principled and efficient approach by bringing in causal semantics to determine dependencies among the series. Finally, we demonstrate significantly improved performance using our proposed approach on real-world benchmark datasets without a pre-defined dependency graph.
Prediction of taxi service demand and supply is essential for improving customer's experience and provider's profit. Recently, graph neural networks (GNNs) have been shown promising for this application. This approach models city regions as nodes in a transportation graph and their relations as edges. GNNs utilize local node features and the graph structure in the prediction. However, more efficient forecasting can still be achieved by following two main routes; enlarging the scale of the transportation graph, and simultaneously exploiting different types of nodes and edges in the graphs. However, both approaches are challenged by the scalability of GNNs. An immediate remedy to the scalability challenge is to decentralize the GNN operation. However, this creates excessive node-to-node communication. In this paper, we first characterize the excessive communication needs for the decentralized GNN approach. Then, we propose a semi-decentralized approach utilizing multiple cloudlets, moderately sized storage and computation devices, that can be integrated with the cellular base stations. This approach minimizes inter-cloudlet communication thereby alleviating the communication overhead of the decentralized approach while promoting scalability due to cloudlet-level decentralization. Also, we propose a heterogeneous GNN-LSTM algorithm for improved taxi-level demand and supply forecasting for handling dynamic taxi graphs where nodes are taxis. Extensive experiments over real data show the advantage of the semi-decentralized approach as tested over our heterogeneous GNN-LSTM algorithm. Also, the proposed semi-decentralized GNN approach is shown to reduce the overall inference time by about an order of magnitude compared to centralized and decentralized inference schemes.
Traffic demand forecasting by deep neural networks has attracted widespread interest in both academia and industry society. Among them, the pairwise Origin-Destination (OD) demand prediction is a valuable but challenging problem due to several factors: (i) the large number of possible OD pairs, (ii) implicitness of spatial dependence, and (iii) complexity of traffic states. To address the above issues, this paper proposes a Continuous-time and Multi-level dynamic graph representation learning method for Origin-Destination demand prediction (CMOD). Firstly, a continuous-time dynamic graph representation learning framework is constructed, which maintains a dynamic state vector for each traffic node (metro stations or taxi zones). The state vectors keep historical transaction information and are continuously updated according to the most recently happened transactions. Secondly, a multi-level structure learning module is proposed to model the spatial dependency of station-level nodes. It can not only exploit relations between nodes adaptively from data, but also share messages and representations via cluster-level and area-level virtual nodes. Lastly, a cross-level fusion module is designed to integrate multi-level memories and generate comprehensive node representations for the final prediction. Extensive experiments are conducted on two real-world datasets from Beijing Subway and New York Taxi, and the results demonstrate the superiority of our model against the state-of-the-art approaches.
Route choice modeling is a fundamental task in transportation planning and demand forecasting. Classical methods generally adopt the discrete choice model (DCM) framework with linear utility functions and high-level route characteristics. While several recent studies have started to explore the applicability of deep learning for route choice modeling, they are limited to path-based models with relatively simple model architectures and relying on predefined choice sets. Existing link-based models can capture the dynamic nature of link choices within the trip without the need for choice set generation, but still assume linear relationships and link-additive features. To address these issues, this study proposes a general deep inverse reinforcement learning (IRL) framework for link-based route choice modeling, which is capable of incorporating diverse features (of the state, action and trip context) and capturing complex relationships. Specifically, we adapt an adversarial IRL model to the route choice problem for efficient estimation of context-dependent reward functions without value iteration. Experiment results based on taxi GPS data from Shanghai, China validate the superior prediction performance of the proposed model over conventional DCMs and other imitation learning baselines, even for destinations unseen in the training data. Further analysis show that the model exhibits competitive computational efficiency and reasonable interpretability. The proposed methodology provides a new direction for future development of route choice models. It is general and can be adaptable to other route choice problems across different modes and networks.
Electric vehicles can offer a low carbon emission solution to reverse rising emission trends. However, this requires that the energy used to meet the demand is green. To meet this requirement, accurate forecasting of the charging demand is vital. Short and long-term charging demand forecasting will allow for better optimisation of the power grid and future infrastructure expansions. In this paper, we propose to use publicly available data to forecast the electric vehicle charging demand. To model the complex spatial-temporal correlations between charging stations, we argue that Temporal Graph Convolution Models are the most suitable to capture the correlations. The proposed Temporal Graph Convolutional Networks provide the most accurate forecasts for short and long-term forecasting compared with other forecasting methods.
The United Nations Broadband Commission has committed the international community to accelerate universal broadband. However, the cost of meeting this objective, and the feasibility of doing so on a commercially viable basis, are not well understood. Using scenario analysis, this paper compares the global cost-effectiveness of different infrastructure strategies for the developing world to achieve universal 4G or 5G mobile broadband. Utilizing remote sensing and demand forecasting, least-cost network designs are developed for eight representative low and middle-income countries (Malawi, Uganda, Kenya, Senegal, Pakistan, Albania, Peru and Mexico), the results from which form the basis for aggregation to the global level. The cost of meeting a minimum 10 Mbps per user is estimated at USD 1.7 trillion using 5G Non-Standalone, approximately 0.6% of annual GDP for the developing world over the next decade. However, by creating a favorable regulatory environment, governments can bring down these costs by as much as three quarters, to USD 0.5 trillion (approximately 0.2% of annual GDP), and avoid the need for public subsidy. Providing governments make judicious choices, adopting fiscal and regulatory regimes conducive to lowering costs, universal broadband may be within reach of most developing countries over the next decade.
Traffic forecasting is important for the success of intelligent transportation systems. Deep learning models, including convolution neural networks and recurrent neural networks, have been extensively applied in traffic forecasting problems to model spatial and temporal dependencies. In recent years, to model the graph structures in transportation systems as well as contextual information, graph neural networks have been introduced and have achieved state-of-the-art performance in a series of traffic forecasting problems. In this survey, we review the rapidly growing body of research using different graph neural networks, e.g. graph convolutional and graph attention networks, in various traffic forecasting problems, e.g. road traffic flow and speed forecasting, passenger flow forecasting in urban rail transit systems, and demand forecasting in ride-hailing platforms. We also present a comprehensive list of open data and source resources for each problem and identify future research directions. To the best of our knowledge, this paper is the first comprehensive survey that explores the application of graph neural networks for traffic forecasting problems. We have also created a public GitHub repository where the latest papers, open data, and source resources will be updated.
In retail vertical industries, businesses are dealing with human limitation of quickly understanding and adapting to new purchasing behaviors. Moreover, retail businesses need to overcome the human limitation of properly managing a massive selection of products/brands/categories. These limitations lead to deficiencies from both commercial (e.g. loss of sales, decrease in customer satisfaction) and operational perspective (e.g. out-of-stock, over-stock). In this paper, we propose a pipeline approach based on Natural Language Understanding, for recommending the most suitable replacements for products that are out-of-stock. Moreover, we will propose a solution for managing products that were newly introduced in a retailer's portfolio with almost no transactional history. This solution will help businesses: automatically assign the new products to the right category; recommend complementary products for cross-sell from day 1; perform sales predictions even with almost no transactional history. Finally, the vector space model resulted by applying the pipeline presented in this paper is directly used as semantic information in deep learning-based demand forecasting solutions, leading to more accurate predictions. The whole research and experimentation process have been done using real-life private transactional data, however the source code is available on https://github.com/Lummetry/ProVe