Winnie Daamen

Asymmetric Peak-Aware Loss for Peak-Critical Time Series Forecasting

Theivaprakasham Hari, Yanan Xin, Winnie Daamen, Serge Paul Hoogendoorn, Sascha Hoogendoorn-Lanser

In many operational time-series forecasting applications, such as crowd demand forecasting, the risk related to under-prediction is substantially higher than that of over-prediction. Accurate prediction of rare demand spikes plays a critical role in downstream tasks. Yet most tim…Read more