用统一模型+成本策略,提升多周期零售需求预测与补货决策
One Global Model, Many Behaviors: Stockout-Aware Feature Engineering and Dynamic Scaling for Multi-Horizon Retail Demand Forecasting with a Cost-Aware Ordering Policy (VN2 Winner Report)
- 全局训练+库存缺失特征工程,解决缺货时数据失真问题
- 按周期动态调整权重,捕捉需求变化趋势,提升预测精度
- 轻量级成本策略可直接用于实际补货,适合有库存成本的场景
零售连锁库存规划需将需求预测转化为订货决策,考虑缺货与持有成本的非对称性。VN2库存规划挑战设定为每周决策周期,产品交付前置期为两周,总成本定义为缺货成本加持有成本。本报告介绍获胜方案:两阶段预测-优化流程,结合单一全局多周期预测模型与成本感知订货策略。预测模型采用全局训练,联合所有时间序列数据,基于CatBoost的梯度提升决策树(GBDT)作为基学习器。模型引入库存缺失感知特征工程以处理缺货期间的截断需求,每序列归一化缩放以聚焦模式而非绝对值,时间观察加权反映需求模式变迁。决策阶段将库存推进至配送周初,计算目标库存水平,显式权衡缺货与持有成本。在官方竞赛模拟中六轮评估中排名第一,证明强全局预测模型与轻量成本策略结合的有效性。该方法虽针对VN2设定,但可拓展至真实场景及更多运营约束。
原文摘要 · Abstract (English)
Inventory planning for retail chains requires translating demand forecasts into ordering decisions, including asymmetric shortages and holding costs. The VN2 Inventory Planning Challenge formalizes this setting as a weekly decision-making cycle with a two-week product delivery lead time, where the total cost is defined as the shortage cost plus the holding cost. This report presents the winning VN2 solution: a two-stage predict-then-optimize pipeline that combines a single global multi-horizon forecasting model with a cost-aware ordering policy. The forecasting model is trained in a global paradigm, jointly using all available time series. A gradient-boosted decision tree (GBDT) model implemented in CatBoost is used as the base learner. The model incorporates stockout-aware feature engineering to address censored demand during out-of-stock periods, per-series scaling to focus learning on time-series patterns rather than absolute levels, and time-based observation weights to reflect shifts in demand patterns. In the decision stage, inventory is projected to the start of the delivery week, and a target stock level is calculated that explicitly trades off shortage and holding costs. Evaluated by the official competition simulation in six rounds, the solution achieved first place by combining a strong global forecasting model with a lightweight cost-aware policy. Although developed for the VN2 setting, the proposed approach can be extended to real-world applications and additional operational constraints.
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