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arXiv 2009.07052cs.LGstat.ML
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基于机器学习的个体概率密度函数需求预测

Demand Forecasting of Individual Probability Density Functions with Machine Learning

Blue Yonder GmbH(蓝越有限公司);IU Internationale Hochschule(IU国际大学);Blue Yonder India Private Limited(蓝越印度私人有限公司)

F. Wick, U. Kerzel, M. Hahn, M. Wolf, T. Singhal, D. Stemmer, J. Ernst, M. Feindt

摘要:

需求预测是零售商补货流程的核心组成部分,因为它为订购流程等后续决策提供了关键输入。与点估计(如基础概率分布的条件均值或置信区间)相比,预测完整的概率密度函数允许调查对运营指标的影响,这对于定义整个预期需求范围内的业务策略非常重要。而度量评估点估计被广泛使用,用于评估预测分布的准确性的方法是罕见的,这项工作提出了新的技术,定性和定量的评估方法。使用监督机器学习方法“循环提升”,可以预测完整的个体概率密度函数,使得每个预测都是完全可解释的。这对从业者来说特别重要,因为它可以避免“黑箱”模型,并了解每个预测的影响因素。需求预测方法的可解释性和可推广性方面的另一个关键方面是时间混杂的影响的限制,这在大多数最先进的方法中是普遍存在的。

英文摘要:

Demand forecasting is a central component of the replenishment process for retailers, as it provides crucial input for subsequent decision making like ordering processes. In contrast to point estimates, such as the conditional mean of the underlying probability distribution, or confidence intervals, forecasting complete probability density functions allows to investigate the impact on operational metrics, which are important to define the business strategy, over the full range of the expected demand. Whereas metrics evaluating point estimates are widely used, methods for assessing the accuracy of predicted distributions are rare, and this work proposes new techniques for both qualitative and quantitative evaluation methods. Using the supervised machine learning method "Cyclic Boosting", complete individual probability density functions can be predicted such that each prediction is fully explainable. This is of particular importance for practitioners, as it allows to avoid "black-box" models and understand the contributing factors for each individual prediction. Another crucial aspect in terms of both explainability and generalizability of demand forecasting methods is the limitation of the influence of temporal confounding, which is prevalent in most state of the art approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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