CONTEXT-AWARE PARAMETER ESTIMATION FOR FORECAST MODELS

摘要

Methods, systems, and computer-readable storage media for providing at least one parameter for use with a forecast model. Implementations include actions of receiving a first context vector, the first context vector including a plurality of context attributes that describe a first context, retrieving a first parameter vector from a repository based on the first context vector, the repository electronically storing a plurality of parameter vector, each parameter vector being associated with a respective context and including one or more parameters, parameterizing the forecast model based on parameters provided in the first parameter vector to provide a parameterized forecast model, optimizing the parameterized forecast model to provide an optimized forecast model, and forecasting one or more values using the optimized forecast model.