Productionizing your forecast model

Designing Forecasting Pipelines for Production

Rami Krispin

Senior Manager, Data Science and Engineering

Introduction

  • Senior manager - data science and engineering
  • Time series, forecasting & MLOps
  • Author
  • Open source contributor

Designing Forecasting Pipelines for Production

Forecasting in Production

  • Forecasting pipeline architecture
  • Set automation
  • Monitor the pipeline

The US Hourly Demand Forecast

Designing Forecasting Pipelines for Production

Motivation

  • Automation - a recurring forecast task
    • Example: forecasting the hourly temperature
  • Scale - large amount of series
    • Example: many series or high computing needs
Designing Forecasting Pipelines for Production

General architecture

Forecasting Pipeline

Designing Forecasting Pipelines for Production

General architecture

Forecasting Pipeline

Designing Forecasting Pipelines for Production

General architecture

Forecasting Pipeline

Designing Forecasting Pipelines for Production

General architecture

Forecasting Pipeline

Designing Forecasting Pipelines for Production

General architecture

Forecast Pipeline

Designing Forecasting Pipelines for Production

General architecture

Forecasting Pipeline

Designing Forecasting Pipelines for Production

Course outline

Chapter 1

  • Review data source
  • Pull the data from the EIA API

Chapter 2

  • Experimentation process
    • Train, test, and log multiple forecasting models

Chapter 3

  • Deployment process
    • Data automation, model refresh & capturing logs

Chapter 4

  • Post-deployment steps
    • Monitoring & alerts
    • Best practices
Designing Forecasting Pipelines for Production

Course prerequisites

Advanced course, prior knowledge required:

  • Time series analysis and forecasting
  • Orchestration systems
  • APIs
  • Python
Designing Forecasting Pipelines for Production

Course tools

ML system architecture including an ETL pipeline, experiment framework, ML pipeline, and dashboard

Designing Forecasting Pipelines for Production

Let's practice!

Designing Forecasting Pipelines for Production

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