Key-value memory network for predicting time-series metrics of target entities

Abstract

A system implements a key value memory network including a key matrix with key vectors learned from training static feature data and time-series feature data, a value matrix with value vectors representing time-series trends, and an input layer to receive, for a target entity, input data comprising a concatenation of static feature data of the target entity, time-specific feature data, and time-series feature data for the target entity. The key value memory network also includes an entity-embedding layer to generate an input vector from the input data, a key-addressing layer to generate a weight vector indicating similarities between the key vectors and the input vector, a value-reading layer to compute a context vector from the weight and value vectors, and an output layer to generate predicted time-series data for a target metric of the target entity by applying a continuous activation function to the context vector and the input vector.