Interactive probing of multivariate time series prediction models: A case of freight rate analysis

We present an interactive probing tool to create, modify and analyze what-if scenarios for multivariate time series models. The solution is applied to freight trading, where analysts can carry out sensitivity analysis on freight rates by changing demand and supply-related econometric variables and o...

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Main Authors: XU, Haonan, LI, Haotian, WANG, Yong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
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Online Access:https://ink.library.smu.edu.sg/sis_research/6843
https://ink.library.smu.edu.sg/context/sis_research/article/7846/viewcontent/21_IEEEVIS_poster_probing.pdf
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Institution: Singapore Management University
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spelling sg-smu-ink.sis_research-78462022-05-09T07:17:40Z Interactive probing of multivariate time series prediction models: A case of freight rate analysis XU, Haonan LI, Haotian WANG, Yong We present an interactive probing tool to create, modify and analyze what-if scenarios for multivariate time series models. The solution is applied to freight trading, where analysts can carry out sensitivity analysis on freight rates by changing demand and supply-related econometric variables and observing their resultant effects on freight indexes. We utilize various visualization techniques to enable intuitive scenario creation, alteration, and comprehension of time series inputs and model predictions. Our tool proved to be useful to the industry practitioners, demonstrated by a case study where freight traders are given hypothetical market scenarios and successfully generated quantitative freight index projection with confidence 2021-10-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/sis_research/6843 https://ink.library.smu.edu.sg/context/sis_research/article/7846/viewcontent/21_IEEEVIS_poster_probing.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Computing and Information Systems eng Institutional Knowledge at Singapore Management University What-if Analysis Multivariate Time Series Prediction Human-centered Computing Freight Rate Analysis Numerical Analysis and Scientific Computing Software Engineering Transportation
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic What-if Analysis
Multivariate Time Series Prediction
Human-centered Computing
Freight Rate Analysis
Numerical Analysis and Scientific Computing
Software Engineering
Transportation
spellingShingle What-if Analysis
Multivariate Time Series Prediction
Human-centered Computing
Freight Rate Analysis
Numerical Analysis and Scientific Computing
Software Engineering
Transportation
XU, Haonan
LI, Haotian
WANG, Yong
Interactive probing of multivariate time series prediction models: A case of freight rate analysis
description We present an interactive probing tool to create, modify and analyze what-if scenarios for multivariate time series models. The solution is applied to freight trading, where analysts can carry out sensitivity analysis on freight rates by changing demand and supply-related econometric variables and observing their resultant effects on freight indexes. We utilize various visualization techniques to enable intuitive scenario creation, alteration, and comprehension of time series inputs and model predictions. Our tool proved to be useful to the industry practitioners, demonstrated by a case study where freight traders are given hypothetical market scenarios and successfully generated quantitative freight index projection with confidence
format text
author XU, Haonan
LI, Haotian
WANG, Yong
author_facet XU, Haonan
LI, Haotian
WANG, Yong
author_sort XU, Haonan
title Interactive probing of multivariate time series prediction models: A case of freight rate analysis
title_short Interactive probing of multivariate time series prediction models: A case of freight rate analysis
title_full Interactive probing of multivariate time series prediction models: A case of freight rate analysis
title_fullStr Interactive probing of multivariate time series prediction models: A case of freight rate analysis
title_full_unstemmed Interactive probing of multivariate time series prediction models: A case of freight rate analysis
title_sort interactive probing of multivariate time series prediction models: a case of freight rate analysis
publisher Institutional Knowledge at Singapore Management University
publishDate 2021
url https://ink.library.smu.edu.sg/sis_research/6843
https://ink.library.smu.edu.sg/context/sis_research/article/7846/viewcontent/21_IEEEVIS_poster_probing.pdf
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