Intermittent demand forecasting: An empirical study on accuracy and the risk of obsolescence
Intermittent demand forecasting: An empirical study on accuracy and the risk of obsolescence
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DOI：
10.1016/j.ijpe.2014.08.019
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发表时间：
2014-11-01
影响因子：
12
通讯作者：
Teunter, Ruud
中科院分区：
文献类型：
--
作者：
Babai, Mohamed Zied;Syntetos, Aris;Teunter, Ruud
间歇性需求项目在任何组织的总库存价值中占相当大的比例。预测相关的库存需求构成了一个非常困难的任务，在这一领域的大部分工作是基于Croston的估计，依赖于指数平滑的需求大小和需求间的间隔。这种方法已被证明是有偏差的，并且在文献中引入了许多变体，包括最近提出的TSB方法，该方法更新需求概率而不是需求间隔，并且这样做可以更快地对需求减少做出反应。TSB已被证明在理论上是无偏的（在所有时间点），但其实证表现还没有被调查，这构成了我们的工作目标之一。更一般地说，我们探索的经验表现的预测方法中使用的间歇性需求的情况下，特别注意的效果和影响的平滑常数值用于更新的目的。我们通过对来自军事部门和汽车行业的大型经验数据集进行实验来做到这一点。研究结果使人们能够深入了解各种方法的预测和库存控制性能对所使用的平滑常数值的敏感性。本文最后提出了进一步研究的议程。(C)2014爱思唯尔有限公司版权所有。
Intermittent demand items account collectively for considerable proportions of the total stock value of any organization. Forecasting the relevant inventory requirements constitutes a very difficult task and most work in this area is based on Croston's estimator that relies upon exponentially smoothed demand sizes and inter-demand intervals. This method has been shown to be biased and a number of variants have been introduced in the literature, including the recently proposed TSB method that updates the demand probability instead of the demand interval and in doing so reacts faster to decreasing demand. The TSB has been shown theoretically to be unbiased (for all points in time), but its empirical performance has not been investigated yet and this constitutes one of the objectives of our work. More generally, we explore the empirical performance of forecasting methods used in an intermittent demand context, paying particular attention to the effects and implications of the smoothing constant values employed for updating purposes. We do so by means of experimentation on large empirical datasets from the military sector and automotive industry. The results enable insights to be gained into the sensitivity of the various methods' forecasting and stock control performance to the smoothing constant values used. The paper concludes with an agenda for further research. (C) 2014 Elsevier B.V. All rights reserved.