arXiv:2602.13939cs.LGcs.AI2026-02

根据需求特征自动选模型,提升预测准确性和一致性。

Adaptive Automatic Model Selection for Demand Forecasting under Heterogeneous Demand Patterns

  • 结合需求频率与波动性,动态选择最优预测模型
  • 在M5数据集上表现最稳健,全局准确率优于对比方法
  • 适合复杂供应链中多类型需求的自动化预测场景

需求预测对异构供应链中的库存规划、采购、补货、生产和产能决策至关重要。然而,由于不同数据集、需求结构、预测周期和评估指标下模型性能差异大,为每条需求序列选择最优模型仍具挑战。本文提出自适应混合选择器(AHS),融合实际预测表现与需求结构信息,利用需求频率和序列变异性激活基于RMSSE、MAE、sMAPE和BIAS的分层逻辑。将AHS与基准方法OWA(基于sMAPE和MASE)及ERA(基于MAE、RMSE和R²排名)进行对比,使用Walmart、M3、M4和M5数据集,三种训练-测试划分,22种预测模型,最长12个周期的预测任务。通过事后全局相对准确率(GRA)评估,反映累计预测需求与实际需求的量级一致性。结果表明,AHS整体表现最稳健,尤其在M5数据集上;OWA在更规律的数据集中仍具竞争力;ERA在多数配置下体积一致性较低。研究建议:自动模型选择应考虑需求结构,并以事后体积一致性作为评价指标。

原文摘要 · Abstract (English)

Demand forecasting is critical for inventory planning, procurement, replenishment, production, and capacity decisions in heterogeneous supply chains. However, selecting the most appropriate model for each demand series remains challenging because performance varies across datasets, demand structures, horizons, and evaluation metrics. This study proposes the Adaptive Hybrid Selector (AHS), an automatic model-selection rule that combines observed predictive performance with structural demand information. AHS uses demand frequency and series variability to activate a hierarchical logic based on RMSSE, MAE, sMAPE, and BIAS. The proposed selector is compared with Overall Weighted Average (OWA), a benchmark-relative criterion based on sMAPE and MASE, and Equilibrium Ranking Aggregation (ERA), a comparator based on MAE, RMSE, and R^2 rankings. The empirical evaluation uses the Walmart, M3, M4, and M5 datasets, three training-testing partitions, 22 forecasting models, and horizons of up to 12 cycles. Selector performance is assessed ex post using Global Relative Accuracy (GRA), interpreted as an indicator of volumetric coherence between accumulated forecasted demand and observed demand. Results show that AHS provides the most robust overall behavior, especially in M5, while OWA remains competitive in more regular datasets. ERA shows lower volumetric coherence in most configurations. These findings suggest that automatic model selection should account for demand structure and be evaluated using ex post indicators of volumetric coherence.

需求预测模型选择供应链自动优化

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