Viewability prediction for display advertising

As a massive industry, display advertising delivers advertisers’ marketing messages to attract customers through graphic banners on webpages. Display advertising is also the most essential revenue source of online publishers. Currently, advertisers are charged by user response or ad serving. However, recent studies show that users barely click or convert display ads. Moreover, about half of the ads are actually never seen by users. In this case, advertisers cannot enhance their brand awareness and increase return on investment. Publishers also lose much revenue. Therefore, the ad pricing standards are shifting to a new model: ad impressions are paid if they are viewable, not just being responded to or served. The Media Ratings Council’s standard for a viewable display impression is a minimum of 50% of pixels in view for a minimum of one second. To implement viewable impressions as pricing currency, ad viewability should be accurately predicted. Ad viewability prediction can improve the performance of guaranteed ad delivery, real-time bidding, as well as recommender systems. This research is the first to address this important problem of ad viewability prediction. Inspired by the standard definition of viewability, this study proposes to solve the problem from two angles: 1) scrolling behavior and 2) dwell time. In the first phase, ad viewability is predicted by estimating the probability that a user will scroll to the page depth where an ad is located in a specific page view. Two novel probabilistic latent class models (PLC) are proposed. The first PLC model computes constant use and page memberships offline, while the second PLC model computes dynamic memberships in real-time. In the second phase, ad viewability is predicted by estimating the probability that the page depth will be in-view for certain seconds. Machine learning models based on Factorization Machines (FM) and Recurrent Neural Network (RNN) with Long Short Term Memory (LSTM) are proposed to predict the viewability of any given page depth in a specific page view. The experiments show that the proposed algorithms significantly outperform the comparison systems

Transparent Forecasting Strategies in Database Management Systems

Whereas traditional data warehouse systems assume that data is complete or has been carefully preprocessed, increasingly more data is imprecise, incomplete, and inconsistent. This is especially true in the context of big data, where massive amount of data arrives continuously in real-time from vast data sources. Nevertheless, modern data analysis involves sophisticated statistical algorithm that go well beyond traditional BI and, additionally, is increasingly performed by non-expert users. Both trends require transparent data mining techniques that efficiently handle missing data and present a complete view of the database to the user. Time series forecasting estimates future, not yet available, data of a time series and represents one way of dealing with missing data. Moreover, it enables queries that retrieve a view of the database at any point in time - past, present, and future. This article presents an overview of forecasting techniques in database management systems. After discussing possible application areas for time series forecasting, we give a short mathematical background of the main forecasting concepts. We then outline various general strategies of integrating time series forecasting inside a database and discuss some individual techniques from the database community. We conclude this article by introducing a novel forecasting-enabled database management architecture that natively and transparently integrates forecast models

Machine learning applications in operations management and digital marketing

In this dissertation, I study how machine learning can be used to solve prominent problems in operations management and digital marketing. The primary motivation is to show that the application of machine learning can solve problems in ways that existing approaches cannot. In its entirety, this dissertation is a study of four problems—two in operations management and two in digital marketing—and develops solutions to these problems via data-driven approaches by leveraging machine learning. These four problems are distinct, and are presented in the form of individual self-containing essays. Each essay is the result of collaborations with industry partners and is of academic and practical importance. In some cases, the solutions presented in this dissertation outperform existing state-of-the-art methods, and in other cases, it presents a solution when no reasonable alternatives are available. The problems are: consumer debt collection (Chapter 3), contact center staffing and scheduling (Chapter 4), digital marketing attribution (Chapter 5), and probabilistic device matching (Chapters 6 and 7). An introduction of the thesis is presented in Chapter 1 and some basic machine learning concepts are described in Chapter 2

Pedestrian Mobility Mining with Movement Patterns

In street-based mobility mining, pedestrian volume estimation receives increasing attention, as it provides important applications such as billboard evaluation, attraction ranking and emergency support systems. In practice, empirical measurements are sparse due to budget limitations and constrained mounting options. Therefore, estimation of pedestrian quantity is required to perform pedestrian mobility analysis at unobserved locations. Accurate pedestrian mobility analysis is difficult to achieve due to the non-random path selection of individual pedestrians (resulting from motivated movement behaviour), causing the pedestrian volumes to distribute non-uniformly among the traffic network. Existing approaches (pedestrian simulations and data mining methods) are hard to adjust to sensor measurements or require more expensive input data (e.g. high fidelity floor plans or total number of pedestrians in the site) and are thus unfeasible. In order to achieve a mobility model that encodes pedestrian volumes accurately, we propose two methods under the regression framework which overcome the limitations of existing methods. Namely, these two methods incorporate not just topological information and episodic sensor readings, but also prior knowledge on movement preferences and movement patterns. The first one is based on Least Squares Regression (LSR). The advantage of this method is the easy inclusion of route choice heuristics and robustness towards contradicting measurements. The second method is Gaussian Process Regression (GPR). The advantages of this method are the possibilities to include expert knowledge on pedestrian movement and to estimate the uncertainty in predicting the unknown frequencies. Furthermore the kernel matrix of the pedestrian frequencies returned by the method supports sensor placement decisions. Major benefits of the regression approach are (1) seamless integration of expert data and (2) simple reproduction of sensor measurements. Further advantages are (3) invariance of the results against traffic network homeomorphism and (4) the computational complexity depends not on the number of modeled pedestrians but on the traffic network complexity. We compare our novel approaches to state-of-the-art pedestrian simulation (Generalized Centrifugal Force Model) as well as existing Data Mining methods for traffic volume estimation (Spatial k-Nearest Neighbour) and commonly used graph kernels for the Gaussian Process Regression (Squared Exponential, Regularized Laplacian and Diffusion Kernel) in terms of prediction performance (measured with mean absolute error). Our methods showed significantly lower error rates. Since pattern knowledge is not easy to obtain, we present algorithms for pattern acquisition and analysis from Episodic Movement Data. The proposed analysis of Episodic Movement Data involve spatio-temporal aggregation of visits and flows, cluster analyses and dependency models. For pedestrian mobility data collection we further developed and successfully applied the recently evolved Bluetooth tracking technology. The introduced methods are combined to a system for pedestrian mobility analysis which comprises three layers. The Sensor Layer (1) monitors geo-coded sensor recordings on people’s presence and hands this episodic movement data in as input to the next layer. By use of standardized Open Geographic Consortium (OGC) compliant interfaces for data collection, we support seamless integration of various sensor technologies depending on the application requirements. The Query Layer (2) interacts with the user, who could ask for analyses within a given region and a certain time interval. Results are returned to the user in OGC conform Geography Markup Language (GML) format. The user query triggers the (3) Analysis Layer which utilizes the mobility model for pedestrian volume estimation. The proposed approach is promising for location performance evaluation and attractor identification. Thus, it was successfully applied to numerous industrial applications: Zurich central train station, the zoo of Duisburg (Germany) and a football stadium (Stade des Costières Nîmes, France)

Forecasting in Database Systems

Time series forecasting is a fundamental prerequisite for decision-making processes and crucial in a number of domains such as production planning and energy load balancing. In the past, forecasting was often performed by statistical experts in dedicated software environments outside of current database systems. However, forecasts are increasingly required by non-expert users or have to be computed fully automatically without any human intervention. Furthermore, we can observe an ever increasing data volume and the need for accurate and timely forecasts over large multi-dimensional data sets. As most data subject to analysis is stored in database management systems, a rising trend addresses the integration of forecasting inside a DBMS. Yet, many existing approaches follow a black-box style and try to keep changes to the database system as minimal as possible. While such approaches are more general and easier to realize, they miss significant opportunities for improved performance and usability. In this thesis, we introduce a novel approach that seamlessly integrates time series forecasting into a traditional database management system. In contrast to flash-back queries that allow a view on the data in the past, we have developed a Flash-Forward Database System (F2DB) that provides a view on the data in the future. It supports a new query type - a forecast query - that enables forecasting of time series data and is automatically and transparently processed by the core engine of an existing DBMS. We discuss necessary extensions to the parser, optimizer, and executor of a traditional DBMS. We furthermore introduce various optimization techniques for three different types of forecast queries: ad-hoc queries, recurring queries, and continuous queries. First, we ease the expensive model creation step of ad-hoc forecast queries by reducing the amount of processed data with traditional sampling techniques. Second, we decrease the runtime of recurring forecast queries by materializing models in a specialized index structure. However, a large number of time series as well as high model creation and maintenance costs require a careful selection of such models. Therefore, we propose a model configuration advisor that determines a set of forecast models for a given query workload and multi-dimensional data set. Finally, we extend forecast queries with continuous aspects allowing an application to register a query once at our system. As new time series values arrive, we send notifications to the application based on predefined time and accuracy constraints. All of our optimization approaches intend to increase the efficiency of forecast queries while ensuring high forecast accuracy