提升广告需求预测准确性与层级一致性,解决季节性与精度冲突问题。
A Comprehensive Forecasting Framework based on Multi-Stage Hierarchical Forecasting Reconciliation and Adjustment
- 分阶段融合拓扑校正与谐波对齐,动态调整多层级预测
- 跨4个层级平均误差降低3%至40%,最优达92.9%改善
- 适用于需要精准资源规划的电商/零售业务场景
沃尔玛广告产品的需求预测在资源规划与绩效管理中至关重要。本文提出一种综合性需求预测框架「多阶段层级预测校正与调整(Multi-Stage HiFoReAd)」,以应对商业场景中层次化时间序列预测的挑战。传统校正方法常牺牲低层级精度换取一致性,且难以捕捉各层级特有季节性。本框架首先通过贝叶斯优化集成多种模型生成基础预测;随后分三阶段处理:首阶段采用自顶向下预测与‘谐波对齐’修正层级结构;第二阶段使用MinTrace算法对高层级进行对齐;最后两层实施‘谐波对齐’与‘分层缩放’,实现全层级高精度、强一致性的预测。在沃尔玛内部广告需求数据集及三个公开数据集(均含4层层级)上的实验表明,相较于贝叶斯优化集成模型(LGBM、MSTL+ETS、Prophet),跨层级平均绝对百分比误差降低3%至40%;相较最先进模型则下降1.2%至92.9%。所有层级预测均满足一致性要求。该框架已部署于沃尔玛广告、销售与运营团队,用于未来需求追踪与决策支持。
原文摘要 · Abstract (English)
Ads demand forecasting for Walmart's ad products plays a critical role in enabling effective resource planning, allocation, and management of ads performance. In this paper, we introduce a comprehensive demand forecasting system that tackles hierarchical time series forecasting in business settings. Though traditional hierarchical reconciliation methods ensure forecasting coherence, they often trade off accuracy for coherence especially at lower levels and fail to capture the seasonality unique to each time-series in the hierarchy. Thus, we propose a novel framework "Multi-Stage Hierarchical Forecasting Reconciliation and Adjustment (Multi-Stage HiFoReAd)" to address the challenges of preserving seasonality, ensuring coherence, and improving accuracy. Our system first utilizes diverse models, ensembled through Bayesian Optimization (BO), achieving base forecasts. The generated base forecasts are then passed into the Multi-Stage HiFoReAd framework. The initial stage refines the hierarchy using Top-Down forecasts and "harmonic alignment." The second stage aligns the higher levels' forecasts using MinTrace algorithm, following which the last two levels undergo "harmonic alignment" and "stratified scaling", to eventually achieve accurate and coherent forecasts across the whole hierarchy. Our experiments on Walmart's internal Ads-demand dataset and 3 other public datasets, each with 4 hierarchical levels, demonstrate that the average Absolute Percentage Error from the cross-validation sets improve from 3% to 40% across levels against BO-ensemble of models (LGBM, MSTL+ETS, Prophet) as well as from 1.2% to 92.9% against State-Of-The-Art models. In addition, the forecasts at all hierarchical levels are proved to be coherent. The proposed framework has been deployed and leveraged by Walmart's ads, sales and operations teams to track future demands, make informed decisions and plan resources.
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