arXiv Machine Learning

Accuracy-Preserving Stability Regularization for Large-Scale Retail Demand Forecasting

arXiv:2607. 13331v1 Announce Type: new Abstract: Retail demand forecasts are reused across replenishment, capacity, labor, and transportation planning cycles.

Hugging Face Trending Papers
Jun 8

FAME: Forecastability-Aware Mixture of Experts for Heterogeneous Time Series Forecasting

Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially. A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability.

arXiv Machine Learning
Sep 25

fable.intermittent: benchmarking probabilistic forecasting methods for intermittent time series

The paper introduces fable.intermittent, an R package that consolidates various probabilistic forecasting methods for intermittent time series within the fable framework, enabling streamlined fitting and evaluation across multiple datasets. It also presents TWEES, a new exponential smoothing model using a Tweedie predictive distribution, and releases tweedieDistr, a faster implementation of the Tweedie distribution. The authors evaluate these tools on four datasets provided with the package.

By Stefano Damato, Lorenzo Zambon, Giorgio Corani, Dario Azzimonti
arXiv Machine Learning
Aug 27

CEDAR: Controlled and Event-Driven Demand Forecasting via Residual Decomposition

CEDAR is a two‑stage framework for demand forecasting that incorporates planned actions and external event signals. Stage I uses an Action‑Interleaved Transformer to model controllable state transitions under interventions, while Stage II applies a Residual Correction Module that aligns event descriptions with product context using LLM‑assisted text representations. Experiments on a large Alibaba 1688 dataset show that CEDAR improves simulation accuracy over traditional time‑series forecasting baselines and benefits real‑world budget planning.

By Junjie Meng, Ranxu Zhang, Zi-an Zhang, Shujun Liu, Xiaoning Qi, Xiaozhou Xu, Yanyong Zhang, Hui Xiong, Chao Wang
arXiv Machine Learning
Sep 7

Beyond a Universal Forecasting Selector: Demand-Conditioned Model Selection across Demand Patterns and Horizons

The paper investigates whether forecasting-model selection should be treated as a context-dependent process rather than a universal one. It compares five selection mechanisms across 24 optimized models, nine datasets, and various training-testing partitions and horizons, finding that no single selector dominates in all conditions. The results show that selector performance varies with demand pattern, data availability, and horizon, suggesting a context-dependent approach is more appropriate.

By Adolfo Gonz\'alez
arXiv Machine Learning
Aug 19

Parametric and Generative Forecasts of EPEX Day-Ahead Energy Market Curves

The paper introduces two methods for modelling aggregated supply and demand curves in the EPEX SPOT Day‑Ahead market. The first is a low‑dimensional parametric approach that produces deterministic point forecasts using plateau levels, elastic‑region boundaries, polynomial coefficients, and XGBoost. The second is a high‑dimensional generative approach based on conditional Denoising Diffusion Probabilistic Models that samples plausible curves from price arrivals and volume‑increment marks, enabling analysis of price and volume sensitivity and price impact.

By Julian Gutierrez, Redouane Silvente
arXiv Machine Learning
Jun 15

High-Frequency Pricing at Scale for E-Commerce

arXiv:2606. 13741v1 Announce Type: new Abstract: This paper presents the design, development, and implementation of a specialized forecast-then-optimize algorithmic pricing tool for sales campaigns in fashion e-commerce.

By Stefan Birr, Tobias Huelden, Mones Raslan, Adele Gouttes, Andreas Schmitt, Mateusz Koren, Johannes Stephan, Robert Streek, Manuel Kunz, Tim Januschowski