Online advertising revenue forecasting: An interpretable deep learning approach

Max Wurfel, Qiwei Han, Maximilian Kaiser

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Online advertising revenues account for an increasing share of publishers' revenue streams, especially for small and medium-sized publishers who depend on the advertisement networks of tech companies such as Google and Facebook. Thus publishers may benefit significantly from accurate online advertising revenue forecasts to better manage their website monetization strategies. However, publishers who only have access to their own revenue data lack a holistic view of the total ad market of publishers, which in turn limits their ability to generate insights into their own future online advertising revenues. To address this business issue, we leverage a proprietary database encompassing Google Adsense revenues from a large collection of publishers in diverse areas. We adopt the Temporal Fusion Transformer (TFT) model, a novel attention-based architecture to predict publishers' advertising revenues. We leverage multiple covariates, including not only the publisher's own characteristics but also other publishers' advertising revenues. Our prediction results outperform several benchmark deep-learning time-series forecast models over multiple time horizons. Moreover, we interpret the results by analyzing variable importance weights to identify significant features and self-attention weights to reveal persistent temporal patterns.

Original languageEnglish
Title of host publicationProceedings - 2021 IEEE International Conference on Big Data, Big Data 2021
EditorsYixin Chen, Heiko Ludwig, Yicheng Tu, Usama Fayyad, Xingquan Zhu, Xiaohua Tony Hu, Suren Byna, Xiong Liu, Jianping Zhang, Shirui Pan, Vagelis Papalexakis, Jianwu Wang, Alfredo Cuzzocrea, Carlos Ordonez
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1980-1989
Number of pages10
ISBN (Electronic)9781665439022
DOIs
Publication statusPublished - 2021
Event2021 IEEE International Conference on Big Data, Big Data 2021 - Virtual, Online, United States
Duration: 15 Dec 202118 Dec 2021

Publication series

NameProceedings - 2021 IEEE International Conference on Big Data, Big Data 2021

Conference

Conference2021 IEEE International Conference on Big Data, Big Data 2021
Country/TerritoryUnited States
CityVirtual, Online
Period15/12/2118/12/21

Keywords

  • Deep Learning
  • Digital Marketing
  • Online Advertisement
  • Time Series Forecasting

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