arXiv:2603.06555cs.LG2026-03

提出可解释的分层需求预测方法,帮工业用户理解预测依据和不确定性。

Hierarchical Industrial Demand Forecasting with Temporal and Uncertainty Explanations

  • 基于分层时间序列设计可解释性框架,融合时间点与变量影响分析
  • 在超万种产品数据上验证,解释准确率显著优于现有方法
  • 适合供应链决策者、模型使用者,提升对预测结果的信任度

分层时间序列预测在多个行业中对需求预测至关重要。尽管机器学习模型在该任务中已实现高精度与可扩展性,但其预测结果的可解释性——特别是结合实际应用场景的理解——仍鲜有研究。为填补这一空白,我们提出一种新型可解释方法,适用于大规模分层概率时间序列预测,适配通用可解释技术的同时,解决分层结构与不确定性的挑战。该方法能提供有价值的解释洞察,应对真实工业供应链场景,包括:1)层次中各时间序列及外部变量在特定时间点的重要性;2)不同变量对预测不确定性的贡献;3)训练数据变更导致的预测变化原因。我们基于某大型化工企业的真实场景生成半合成数据集,涵盖逾万种产品的分层需求。实验表明,本方法在解释先进工业预测模型方面,可解释性准确率显著更高。此外,多个真实案例研究证实,该方法能有效识别关键模式与解释,帮助利益相关方更好理解预测结果。同时,方法有助于识别驱动需求预测的关键因素,支持更明智的决策与战略规划。最终,该方法增强用户信任,促进分层预测模型在实际中的采纳与应用。

原文摘要 · Abstract (English)

Hierarchical time-series forecasting is essential for demand prediction across various industries. While machine learning models have obtained significant accuracy and scalability on such forecasting tasks, the interpretability of their predictions, informed by application, is still largely unexplored. To bridge this gap, we introduce a novel interpretability method for large hierarchical probabilistic time-series forecasting, adapting generic interpretability techniques while addressing challenges associated with hierarchical structures and uncertainty. Our approach offers valuable interpretative insights in response to real-world industrial supply chain scenarios, including 1) the significance of various time-series within the hierarchy and external variables at specific time points, 2) the impact of different variables on forecast uncertainty, and 3) explanations for forecast changes in response to modifications in the training dataset. To evaluate the explainability method, we generate semi-synthetic datasets based on real-world scenarios of explaining hierarchical demands for over ten thousand products at a large chemical company. The experiments showed that our explainability method successfully explained state-of-the-art industrial forecasting methods with significantly higher explainability accuracy. Furthermore, we provide multiple real-world case studies that show the efficacy of our approach in identifying important patterns and explanations that help stakeholders better understand the forecasts. Additionally, our method facilitates the identification of key drivers behind forecasted demand, enabling more informed decision-making and strategic planning. Our approach helps build trust and confidence among users, ultimately leading to better adoption and utilization of hierarchical forecasting models in practice.

分层预测可解释性供应链时间序列

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