使用 TimesFM 单变量模型预测多个时序

本教程介绍了如何将 AI.FORECAST 函数与 BigQuery ML 内置的 TimesFM 单变量模型搭配使用,根据给定列的历史值来预测该列的未来值。

本教程使用来自公开的 bigquery-public-data.san_francisco_bikeshare.bikeshare_trips中的数据。

预测单个共享单车行程时序

使用 AI.FORECAST 函数预测未来的时序值。

以下查询根据前四个月的历史数据,预测下个月(大约 720 小时)每小时的订阅方共享单车行程数。confidence_level 参数表示查询会生成置信度为 95% 的预测区间。

请按照以下步骤使用 TimesFM 模型预测数据:

  1. 在 Google Cloud 控制台中,前往 BigQuery 页面。

    转到 BigQuery

  2. 在查询编辑器中,粘贴以下查询,然后点击运行

    SELECT *
    FROM
      AI.FORECAST(
        (
          SELECT TIMESTAMP_TRUNC(start_date, HOUR) as trip_hour, COUNT(*) as num_trips
    FROM `bigquery-public-data.san_francisco_bikeshare.bikeshare_trips`
    WHERE subscriber_type = 'Subscriber' AND start_date >= TIMESTAMP('2018-01-01')
    GROUP BY TIMESTAMP_TRUNC(start_date, HOUR)
        ),
        horizon => 720,
        confidence_level => 0.95,
        timestamp_col => 'trip_hour',
        data_col => 'num_trips');

    结果类似于以下内容:

    +-------------------------+-------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | forecast_timestamp      | forecast_value    | confidence_level | prediction_interval_lower_bound | prediction_interval_upper_bound | ai_forecast_status |
    +-------------------------+-------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | 2018-05-01 00:00:00 UTC | 26.3045959...     |            0.95  | 21.7088378...                   | 30.9003540...                   |                    |
    +-------------------------+-------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | 2018-05-01 01:00:00 UTC | 34.0890502...     |            0.95  | 2.47682913...                   | 65.7012714...                   |                    |
    +-------------------------+-------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | 2018-05-01 02:00:00 UTC | 24.2154693...     |            0.95  | 2.87621605...                   | 45.5547226...                   |                    |
    +-------------------------+-------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | ...                     | ...               |  ...             | ...                             |  ...                            |                    |
    +-------------------------+-------------------+------------------+---------------------------------+---------------------------------+--------------------+
    

将预测数据与输入数据进行比较

AI.FORECAST 函数输出与函数输入数据的一部分一起绘制成图表,以查看它们的比较情况。

请按照以下步骤绘制函数输出的图表:

  1. 在 Google Cloud 控制台中,前往 BigQuery 页面。

    转到 BigQuery

  2. 在查询编辑器中,粘贴以下查询,然后点击运行

    WITH historical AS (
    SELECT TIMESTAMP_TRUNC(start_date, HOUR) as trip_hour, COUNT(*) as num_trips
    FROM `bigquery-public-data.san_francisco_bikeshare.bikeshare_trips`
    WHERE subscriber_type = 'Subscriber' AND start_date >= TIMESTAMP('2018-01-01')
    GROUP BY TIMESTAMP_TRUNC(start_date, HOUR)
    ORDER BY TIMESTAMP_TRUNC(start_date, HOUR)
    )
    SELECT * 
    FROM 
    (
    (SELECT
        trip_hour as date,
        num_trips AS historical_value,
        NULL as forecast_value,
        'historical' as type,
        NULL as prediction_interval_lower_bound,
        NULL as prediction_interval_upper_bound
    FROM
        historical
    ORDER BY historical.trip_hour DESC
    LIMIT 400)
    UNION ALL
    (SELECT forecast_timestamp AS date,
            NULL as historical_value,
            forecast_value as forecast_value,
            'forecast' as type,
            prediction_interval_lower_bound,
            prediction_interval_upper_bound
    FROM
        AI.FORECAST(
        (
        SELECT * FROM historical
        ),
        horizon => 720,
        confidence_level => 0.99,
        timestamp_col => 'trip_hour',
        data_col => 'num_trips')))
    ORDER BY date asc;
  3. 查询运行完毕后,点击查询结果窗格中的可视化图表标签页。生成的图表如下所示:

    绘制 100 个时间点的输入数据以及 AI.FORECAST 函数输出数据,以评估它们的相似性。

    您可以看到,输入数据和预测数据都显示了类似的共享单车使用情况。您还可以看到,随着预测时间点越来越靠后,预测区间的下限和上限也会随之增加。

预测多个共享单车行程时序

以下查询根据前四个月的历史数据,预测下个月(大约 720 小时)每种订阅方类型每小时的共享单车行程数。confidence_level 参数表示查询会生成置信度为 95% 的预测区间。

请按照以下步骤使用 TimesFM 模型预测数据:

  1. 在 Google Cloud 控制台中,前往 BigQuery 页面。

    转到 BigQuery

  2. 在查询编辑器中,粘贴以下查询,然后点击运行

    SELECT *
    FROM
      AI.FORECAST(
        (
          SELECT TIMESTAMP_TRUNC(start_date, HOUR) as trip_hour, subscriber_type, COUNT(*) as num_trips
          FROM `bigquery-public-data.san_francisco_bikeshare.bikeshare_trips`
          WHERE start_date >= TIMESTAMP('2018-01-01')
          GROUP BY TIMESTAMP_TRUNC(start_date, HOUR), subscriber_type
        ),
        horizon => 720,
        confidence_level => 0.95,
        timestamp_col => 'trip_hour',
        data_col => 'num_trips',
        id_cols => ['subscriber_type']);

    结果类似于以下内容:

    +---------------------+--------------------------+------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | subscriber_type     | forecast_timestamp       | forecast_value   | confidence_level | prediction_interval_lower_bound | prediction_interval_upper_bound | ai_forecast_status |
    +---------------------+--------------------------+------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | Subscriber          | 2018-05-01 00:00:00 UTC  | 26.3045959...    |            0.95  | 21.7088378...                   | 30.9003540...                   |                    |
    +---------------------+--------------------------+------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | Subscriber          |  2018-05-01 01:00:00 UTC | 34.0890502...    |            0.95  | 2.47682913...                   | 65.7012714...                   |                    |
    +---------------------+-------------------+------------------+-------------------------+---------------------------------+---------------------------------+--------------------+
    | Subscriber          |  2018-05-01 02:00:00 UTC | 24.2154693...    |            0.95  | 2.87621605...                   | 45.5547226...                   |                    |
    +---------------------+--------------------------+------------------+------------------+---------------------------------+---------------------------------+--------------------+
    | ...                 | ...                      |  ...             | ...              | ...                             |  ...                            |                    |
    +---------------------+--------------------------+------------------+------------------+---------------------------------+---------------------------------+--------------------+