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FutureCast
(Project under NDA)
Justin Gilmer
Goal: Predict the hourly rate of a certain kind of
event for each city in the US.
(Think number of arrests for public intoxication)
f(city, date, time of day, weather) -> #events/hour
Data:
● 500,000 geolocation data points across the US (2001-2013).
● < 1000 events/ year in major cities.
● Pulled in external weather data to augment the model
Signal: Weekly Patterns (Chicago)
Signal
Poisson Regression
● GLM perfect for count / rate data that is Poisson distributed.
● Trained with MLE (python, statsmodels,patsy)
● Features: weekday, hour of day, #days from new years, weather, year
Model Comparison (2013 test set)
Justifying the Poisson Assumption
About me! Discrete Math: Random Graphs
Theoretical CS: (related to P = NP)
A Bit of Research
CLT for the number of triangles in a random graph (Erdos-Renyi 1960):
Let S_n = #triangles in G(n,p) for 0<p<1 fixed. Then
Local Central Limit Theorem for # of triangles (Gilmer-Kopparty 2014):
Adding Rain:
Data: (lat, long, timestamp, weather)
Problem: In periods with no events, don’t know what the weather was.
Solution:
● Pick a few cities where we can fill in the gaps on weather data
● Calculate multiplicative “rain danger coefficient” and apply nationwide

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Demo white background (1)

  • 2. Goal: Predict the hourly rate of a certain kind of event for each city in the US. (Think number of arrests for public intoxication) f(city, date, time of day, weather) -> #events/hour
  • 3. Data: ● 500,000 geolocation data points across the US (2001-2013). ● < 1000 events/ year in major cities. ● Pulled in external weather data to augment the model
  • 6. Poisson Regression ● GLM perfect for count / rate data that is Poisson distributed. ● Trained with MLE (python, statsmodels,patsy) ● Features: weekday, hour of day, #days from new years, weather, year
  • 9. About me! Discrete Math: Random Graphs Theoretical CS: (related to P = NP)
  • 10. A Bit of Research CLT for the number of triangles in a random graph (Erdos-Renyi 1960): Let S_n = #triangles in G(n,p) for 0<p<1 fixed. Then Local Central Limit Theorem for # of triangles (Gilmer-Kopparty 2014):
  • 11. Adding Rain: Data: (lat, long, timestamp, weather) Problem: In periods with no events, don’t know what the weather was. Solution: ● Pick a few cities where we can fill in the gaps on weather data ● Calculate multiplicative “rain danger coefficient” and apply nationwide