用图神经网络分解长期需求预测,既准确又可解释。
GNBAN: Graph Neural Basis Attention Networks for Long-Horizon Forecasting over Large Entity Sets
- 将商品、门店等实体构建成异构图,统一建模海量序列
- 分解预测为趋势、季节和通用分量,提升可解释性
- 基于注意力机制让各分量专注不同时间模式,适合零售场景
在零售底层需求预测中,需对数万条跨产品、门店和区域的长周期序列进行预测。现代系统必须在大规模目录上扩展,捕捉共享需求动态,并保持足够可解释性以被信任。传统统计方法需为每条序列单独建模,难以规模化;深度自回归模型在联合状态达数万维时表现不佳;近期图模型虽能捕捉实体间依赖,但长期预测结果往往不透明。本文提出GNBAN(图神经基函数注意力网络),一种端到端架构,结合异构图表示学习与可解释的基函数分解头。零售数据直接由关系模式构建为异构图,单个模型覆盖全目录。不同于直接预测整个时序,GNBAN将每个预测分解为趋势、季节性和通用成分。其核心创新在于每类基函数拥有独立可学习查询,从实体历史邻域中分别检索信息,使不同基函数专精于特定时间模式,同时保持可解释性。在M5 Walmart和Favorita Grocery Sales两个大规模基准上,经匹配协议评估,GNBAN相较匹配的图基基线在体积加权WRMSSE上提升约4-5%。定性分析显示,学习到的分解无需后处理即可揭示趋势、季节和残差需求驱动因素。结果表明,在统一图框架下,可实现可扩展的关联预测与可解释的分解预测。
原文摘要 · Abstract (English)
Demand forecasting at the bottom of a retail hierarchy requires predicting tens of thousands of correlated long-horizon series across products, stores, and regions. Modern systems must scale across massive catalogs, capture shared demand dynamics, and remain interpretable enough to be trusted. Classical statistical methods need a separate model per series and are hard to manage at scale; deep autoregressive models struggle as the joint state grows to tens of thousands of dimensions; and recent graph-based forecasters, while capturing cross-entity dependencies, often produce opaque long-horizon forecasts. We propose GNBAN (Graph Neural Basis Attention Network), an end-to-end architecture combining heterogeneous graph representation learning with an interpretable basis-decomposition head. Retail data are represented directly as a heterogeneous graph derived from the relational schema, so a single model serves the entire catalog. Rather than predicting the horizon directly, GNBAN decomposes each forecast into trend, seasonal, and generic components. Its key innovation is a per-basis attention mechanism: each basis function keeps its own learnable query and retrieves information independently from the entity's historical neighborhood, letting different bases specialize to distinct temporal patterns while preserving interpretability. On two large-scale benchmarks, M5 Walmart and Favorita Grocery Sales, evaluated under matched protocols, GNBAN improves volume-weighted WRMSSE by roughly 4-5% over a matched graph baseline. Qualitative analysis shows the learned decomposition exposes trend, seasonal, and residual demand drivers without post-hoc explanation methods. These results demonstrate that scalable relational forecasting and interpretable forecast decomposition can be achieved together in a unified graph-based framework.
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