Paper Info
Title
Online Multi-horizon Transaction Metric Estimation with Multi-modal Learning in Payment Networks
Abstract
ABSTRACTPredicting metrics associated with entities' transnational behavior within payment processing networks is essential for system monitoring. Multivariate time series, aggregated from the past transaction history, can provide valuable insights for such prediction. The general multivariate time series prediction problem has been well studied and applied across several domains, including manufacturing, medical, and entomology. However, new domain-related challenges associated with the data such as concept drift and multi-modality have surfaced in addition to the real-time requirements of handling the payment transaction data at scale. In this work, we study the problem of multivariate time series prediction for estimating transaction metrics associated with entities in the payment transaction database. We propose a model with five unique components to estimate the transaction metrics from multi-modality data. Four of these components capture interaction, temporal, scale, and shape perspectives, and the fifth component fuses these perspectives together. We also propose a hybrid offline/online training scheme to address concept drift in the data and fulfill the real-time requirements. Combining the estimation model with a graphical user interface, the prototype transaction metric estimation system has demonstrated its potential benefit as a tool for improving a payment processing company's system monitoring capability.
Year
DOI
Venue
2021
10.1145/3459637.3481942
Conference on Information and Knowledge Management
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
8
Name
Order
Citations
PageRank
Chin-Chia Michael Yeh111.71
Zhongfang Zhuang283.54
Junpeng Wang310110.27
Yan Zheng402.37
Javid Ebrahimi500.68
Ryan Mercer621.79
Liang Wang701.01
Wei Zhang810333.19