泊松分布
间歇性
需求预测
计量经济学
负二项分布
指数平滑
计算机科学
安全库存
库存控制
概率预测
运筹学
统计
数学
供应链
人工智能
物理
湍流
热力学
法学
概率逻辑
政治学
标识
DOI:10.1016/j.ijforecast.2019.02.017
摘要
Irregular demand in retail is characterized by stock keeping units (SKUs) that present high intermittency, and simultaneously, high erraticness (classified as lumpy demand) or low erraticness (classified as intermittent demand), following the classification of Syntetos et al. (2005). These SKUs are basically defined by periods of zero sales interleaved with positive sales producing series with some degree of variability. Many SKUs at the store/daily level can be characterized as presenting such a type of demand. Therefore methods for adequately forecasting irregular time series are necessary for proper inventory management. This article derives models for intermittent and lumpy time series using the framework of score-driven models as developed by Creal et al. (2013) and Harvey (2013). More precisely we derive Poisson, negative binomial, hurdle Poisson, and hurdle negative binomial models and apply them to real data obtained from a large Brazilian retail chain, comparing the performance of the proposed models to adequate competing methods from the ‘slow’/intermittent demand forecasting literature. Forecasting accuracy is evaluated based on point forecasts and the entire predictive distribution. Our results show that the score-driven models perform well compared to intermittent traditional forecasting methods, providing competitive forecasting models for irregular demand in retailing.
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