Foundation Models for Demand Forecasting via Dual-Strategy Ensembling

Fuente: arXiv
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Main Authors: Yang, Wei, Cao, Defu, Liu, Yan
Format: Preprint
Published: 2025
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author Yang, Wei
Cao, Defu
Liu, Yan
author_facet Yang, Wei
Cao, Defu
Liu, Yan
contents Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for time series forecasting, they often suffer from architectural rigidity and limited robustness under distributional change. In this paper, we propose a unified ensemble framework that enhances the performance of foundation models for sales forecasting in real-world supply chains. Our method combines two complementary strategies: (1) Hierarchical Ensemble (HE), which partitions training and inference by semantic levels (e.g., store, category, department) to capture localized patterns; and (2) Architectural Ensemble (AE), which integrates predictions from diverse model backbones to mitigate bias and improve stability. We conduct extensive experiments on the M5 benchmark and three external sales datasets, covering both in-domain and zero-shot forecasting. Results show that our approach consistently outperforms strong baselines, improves accuracy across hierarchical levels, and provides a simple yet effective mechanism for boosting generalization in complex forecasting environments.
format Preprint
id arxiv_https___arxiv_org_abs_2507_22053
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Foundation Models for Demand Forecasting via Dual-Strategy Ensembling
Yang, Wei
Cao, Defu
Liu, Yan
Machine Learning
Artificial Intelligence
Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for time series forecasting, they often suffer from architectural rigidity and limited robustness under distributional change. In this paper, we propose a unified ensemble framework that enhances the performance of foundation models for sales forecasting in real-world supply chains. Our method combines two complementary strategies: (1) Hierarchical Ensemble (HE), which partitions training and inference by semantic levels (e.g., store, category, department) to capture localized patterns; and (2) Architectural Ensemble (AE), which integrates predictions from diverse model backbones to mitigate bias and improve stability. We conduct extensive experiments on the M5 benchmark and three external sales datasets, covering both in-domain and zero-shot forecasting. Results show that our approach consistently outperforms strong baselines, improves accuracy across hierarchical levels, and provides a simple yet effective mechanism for boosting generalization in complex forecasting environments.
title Foundation Models for Demand Forecasting via Dual-Strategy Ensembling
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2507.22053