基于熵和深度学习的多步正则性评估和时间序列排序联合预测系统

Yichen Zhou, Wenhe Han, Heng Zhou
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引用次数: 0

摘要

客户维护对企业管理至关重要。对客户订购行为进行有价值的评估和有效的预测,可以为企业提供更好的决策,并大大降低企业成本。现有关于客户行为规律性细分和需求预测的研究大多集中在电子商务等数据量大的领域,因此不适合小型企业,而且在进行规律性量化时没有挖掘稀疏性和异常值等数据特征。此外,越来越多用于需求预测的复杂网络结构被提出,它们建立在所有样本都具有预测价值的假设之上,忽略了对不同时间序列规律性的精细分析,成本较高。针对上述问题,我们提出了一种多步骤的时间序列排序规律性评估和联合预测系统。在特征提取方面,利用 K-Means 聚类算法、实熵、LZW 算法和 Isolation Forest 算法的异常检测结果进行预测量化,基于熵权法对客户规律性进行综合评估,不仅客观地给出了 "客户规律性有多高 "的结果,填补了规律性量化领域的空白,也为需求预测模型的选择提供了理论依据。预测模型:随机森林回归、XGBoost、CNN 和 LSTM 网络与 sMAPE 和 MSLE 进行了性能评估实验,以验证所提出的规律性量化方法的有效性。此外,还建立了一个 CNN-BiLSTM 合并神经网络模型,用于预测规律性低且传统机器精益算法难以预测的客户,该模型在数据集上的表现优于其他模型。由于随机森林的训练效率高,因此仍将其用于预测规律性高的客户。最后,智能系统输出了预测、规律性量化和分类的结果,能够为企业战略决策提供科学依据,在其他企业和领域的后续研究中具有很强的可扩展性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A multi-step regularity assessment and joint prediction system for ordering time series based on entropy and deep learning

Customer maintenance is of vital importance to the enterprise management. Valuable assessment and efficient prediction for customer ordering behavior can offer better decision-making and reduce business costs significantly. According to existing studies about customer behavior regularity segment and demand prediction most focus on e-commerce and other fields with large amount of data, making them not suitable for small enterprises and data features like sparsity and outliers are not mined when doing regularity quantification. Additionally, more and more complex network structures for demand prediction are proposed, which builds on the assumption that all the samples have predictive value, ignoring the fine-grained analysis of different time series regularity with high cost. To deal with the above issues, a multi-step regularity assessment and joint prediction system for ordering time series is proposed. For extracting features, comprehensive assessment of customer regularity based on entropy weight method with the result of predictability quantification using K-Means clustering algorithm, real entropy, LZW algorithm and anomaly detection adopting Isolation Forest algorithm not only gives an objective result to ‘how high the regularity of customers is’, filling the gap in the field of regularity quantification, but also provides a theoretical basis for demand prediction models selection. Prediction models: Random Forest regression, XGBoost, CNN and LSTM network are experimented with sMAPE and MSLE for performance evaluation to verify the effectiveness of the proposed regularity quantitation method. Moreover, a merged CNN-BiLSTM neural network model is established for predicting those customers with low regularity and difficult to predict by traditional machine leaning algorithms, which performs better on the data set compared to others. Random Forest is still used for prediction of customers with high regularity due to its high training efficiency. Finally, the results of prediction, regularity quantification, and classification are output from the intelligent system, which is capable of providing scientific basis for corporate strategy decision and has highly extendibility in other enterprises and fields for follow-up research.

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