mlsanityData to 14 Oct 2026

QBSD: Quartile-Based Seasonality Decomposition for Cost-Effective RAN KPI Forecasting

arXiv 2306.05989 ↗First posted 9 Jun 2023cs.LG stat.MLcited by 0

Not on the map. Why?

Abstract (arXiv)

Forecasting time series patterns, such as cell key performance indicators (KPIs) of radio access networks (RAN), plays a vital role in enhancing service quality and operational efficiency. State-of-the-art forecasting approaches prioritize accuracy at the expense of computational performance, rendering them less suitable for data-intensive applications encompassing systems with a multitude of time series variables. They also do not capture the effect of dynamic operating ranges that vary with time. To address this issue, we introduce QBSD, a live single-step forecasting approach tailored to optimize the trade-off between accuracy and computational complexity. The method has shown significant success with our real network RAN KPI datasets of over several thousand cells. In this article, we showcase the performance of QBSD in comparison to other forecasting approaches on a dataset we have made publicly available. The results demonstrate that the proposed method excels in runtime efficiency compared to the leading algorithms available while maintaining competitive forecast accuracy that rivals neural forecasting methods.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 14 of its 48 references that are in the map. First posted on arXiv 9 Jun 2023.

Builds on

14 of 48 references.

References · 14

  1. 2016XGBoost: A Scalable Tree Boosting Systemcited by 5,166
  2. 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,169
  3. 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
  4. 2019Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastingcited by 761
  5. 2019N-BEATS: Neural basis expansion analysis for interpretable time series forecastingcited by 753
  6. 2020Time Series Forecasting With Deep Learning: A Surveycited by 459
  7. 2019Recurrent Neural Networks for Time Series Forecasting: Current Status and Future Directionscited by 172
  8. 2022N-HiTS: Neural Hierarchical Interpolation for Time Series Forecastingcited by 146
  9. 2017Conditional Time Series Forecasting with Convolutional Neural Networkscited by 123
  10. 2021Darts: User-Friendly Modern Machine Learning for Time Seriescited by 91
  11. 2021NeuralProphet: Explainable Forecasting at Scalecited by 22
  12. 2021Parameter Efficient Deep Probabilistic Forecastingcited by 8
2 more
  1. 2018Probabilistic forecasting of heterogeneous consumer transaction-sales time seriescited by 2
  2. 2020Bayesian Median Autoregression for Robust Time Series Forecastingcited by 2

Built on by

Not cited yet.