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Related papers: Intermittent Demand Forecasting with Renewal Proce…

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Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…

Machine Learning · Computer Science 2019-11-26 Ali Caner Turkmen , Yuyang Wang , Tim Januschowski

Intermittent demand forecasting is a ubiquitous and challenging problem in production systems and supply chain management. In recent years, there has been a growing focus on developing forecasting approaches for intermittent demand from…

Applications · Statistics 2022-09-01 Li Li , Yanfei Kang , Fotios Petropoulos , Feng Li

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Machine Learning · Computer Science 2021-03-26 Jože M. Rožanec , Dunja Mladenić

In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…

Applications · Statistics 2024-04-16 Shengjie Wang , Yanfei Kang , Fotios Petropoulos

This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…

Machine Learning · Computer Science 2023-04-14 Jonathan Hans Soeseno , Sergio González , Trista Pei-Chun Chen

Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the…

Machine Learning · Statistics 2018-08-28 Christopher Xie , Alex Tank , Alec Greaves-Tunnell , Emily Fox

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Time series forecasting is an important task in many fields ranging from supply chain management to weather forecasting. Recently, Transformer neural network architectures have shown promising results in forecasting on common time series…

Machine Learning · Computer Science 2024-08-08 Rares Cristian , Pavithra Harsha , Clemente Ocejo , Georgia Perakis , Brian Quanz , Ioannis Spantidakis , Hamza Zerhouni

Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensure that power supply and demand are balanced continuously…

Optimization and Control · Mathematics 2025-04-02 Youngchae Cho , Insoon Yang , Takayuki Ishizaki

To compare different forecasting methods on demand series we require an error measure. Many error measures have been proposed, but when demand is intermittent some become inapplicable, some give counter-intuitive results, and there is no…

Methodology · Statistics 2015-01-20 S. D. Prestwich , R. Rossi , S. A. Tarim , B. Hnich

Sparse and intermittent demand forecasting in supply chains presents a critical challenge, as frequent zero-demand periods hinder traditional model accuracy and impact inventory management. We propose and evaluate a Model-Router framework…

Machine Learning · Computer Science 2025-07-02 Qiwen Zhang

On-demand service platforms face a challenging problem of forecasting a large collection of high-frequency regional demand data streams that exhibit instabilities. This paper develops a novel forecast framework that is fast and scalable,…

Econometrics · Economics 2024-06-03 Yu Jeffrey Hu , Jeroen Rombouts , Ines Wilms

We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…

Machine Learning · Statistics 2018-06-29 Ruofeng Wen , Kari Torkkola , Balakrishnan Narayanaswamy , Dhruv Madeka

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…

Machine Learning · Computer Science 2026-03-09 Harshavardhan Kamarthi , Shangqing Xu , Xinjie Tong , Xingyu Zhou , James Peters , Joseph Czyzyk , B. Aditya Prakash

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

Accurate demand forecasting is vital for ensuring reliable access to contraceptive products, supporting key processes like procurement, inventory, and distribution. However, forecasting contraceptive demand in developing countries presents…

Machine Learning · Computer Science 2025-03-10 Harsha Chamara Hewage , Bahman Rostami-Tabar , Aris Syntetos , Federico Liberatore , Glenn Milano

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam
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