Domain Adaptation for Industrial Time-series Forecasting via Counterfactual Inference
- URL: http://arxiv.org/abs/2407.14214v1
- Date: Fri, 19 Jul 2024 11:19:43 GMT
- Title: Domain Adaptation for Industrial Time-series Forecasting via Counterfactual Inference
- Authors: Chao Min, Guoquan Wen, Jiangru Yuan, Jun Yi, Xing Guo,
- Abstract summary: Industrial time-series, as a structural data responds to production process information, can be utilized to perform data-driven decision-making.
However, there are some challenges for time-series forecasting in industry, e.g., predicting few-shot caused by data shortage, and decision-confusing caused by unknown treatment policy.
We propose a novel causal domain adaptation framework, Causal Domain Adaptation, to improve the performance on the interested domain with limited data.
- Score: 2.5274335293977956
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Industrial time-series, as a structural data responds to production process information, can be utilized to perform data-driven decision-making for effective monitoring of industrial production process. However, there are some challenges for time-series forecasting in industry, e.g., predicting few-shot caused by data shortage, and decision-confusing caused by unknown treatment policy. To cope with the problems, we propose a novel causal domain adaptation framework, Causal Domain Adaptation (CDA) forecaster to improve the performance on the interested domain with limited data (target). Firstly, we analyze the causality existing along with treatments, and thus ensure the shared causality over time. Subsequently, we propose an answer-based attention mechanism to achieve domain-invariant representation by the shared causality in both domains. Then, a novel domain-adaptation is built to model treatments and outcomes jointly training on source and target domain. The main insights are that our designed answer-based attention mechanism allows the target domain to leverage the existed causality in source time-series even with different treatments, and our forecaster can predict the counterfactual outcome of industrial time-series, meaning a guidance in production process. Compared with commonly baselines, our method on real-world and synthetic oilfield datasets demonstrates the effectiveness in across-domain prediction and the practicality in guiding production process
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