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Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms

Yu Jeffrey Hu, Jeroen Rombouts, Ines Wilms

arXiv 3 Mar 2023 · Econometrics · publishedInformation Systems Research (2024) · 2 citations (OpenAlex)

arXiv:2303.01887 · PDF · DOI · OpenAlex · Extracted main text

Abstract

On-demand service platforms face a challenging problem of forecasting a large collection of high-frequency regional demand data streams that exhibit instabilities. This paper develops a novel forecast framework that is fast and scalable, and automatically assesses changing environments without human intervention. We empirically test our framework on a large-scale demand data set from a leading on-demand delivery platform in Europe, and find strong performance gains from using our framework against several industry benchmarks, across all geographical regions, loss functions, and both pre- and post-Covid periods. We translate forecast gains to economic impacts for this on-demand service platform by computing financial gains and reductions in computing costs.

Citation extraction

72
references
100
in-text mentions
72
distinct cited
2
self-citations
14,744
main-text words

appendix boundary found by appendix_command · 83% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Killick, R., Fearnhead, P., and Eckley, I. A (2012) Optimal detection of changepoints with a linear computational cost0.9285580%
2Luo, L. and Song, P. X.-K (2020) Renewable estimation and incremental inference in generalized linear models with streaming data sets0.92843100%
3Taylor, S. J. and Letham, B (2018) Forecasting at scale0.7373367%
4Hevner, A., March, S., Park, J., and Ram, S (2004) Design science in information systems research0.73732100%
5Pesaran, M. H. and Timmermann, A (2007) Selection of estimation window in the presence of breaks0.73732100%
6Garg, N. and Nazerzadeh, H (2022) Driver surge pricing0.64422100%
7Guda, H. and Subramanian, U (2019) Your uber is arriving: Managing on-demand workers through surge pricing, forecast communication, and worker incentives0.64422100%
8Liu, X., Wang, G. A., Fan, W., and Zhang, Z (2020) Finding useful solutions in online knowledge communities: A theory-driven design and multilevel analysis0.64422100%
9Rossi, B (2021) Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them0.64422100%
10Wang, Y., Currim, F., and Ram, S (2022) Deep learning of spatiotemporal patterns for urban mobility prediction using big data0.64422100%

Showing the top 10 of 72 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1MLOps Monitoring at Scale for Digital Platforms0.64422
2Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions0.40511