基于时序块相似性的间歇性时间序列可预测性评估及自适应预测方法
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作者单位:

1.河南师范大学;2.株洲中车时代电气股份有限公司

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中图分类号:

TP181

基金项目:

国家自然科学基金项目(面上项目)(62472146),教育部人文社会科学研究项目(25YJCZH071), 河南省高等学校重点科研项目(25A520007)


Predictability assessment and adaptive forecasting for intermittent time series based on temporal patch similarity
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Fund Project:

The National Natural Science Foundation of China (General Program)(62472146),Humanities and Social Sciences Research Program of the Ministry of Education(25YJCZH071),The key scientific research project of Henan provincial higher education(25A520007)

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    摘要:

    在核心制造企业后市场服务中,配件需求预测是支撑安全库存决策的重要环节.然而,配件工单数据的间歇性分布特点阻碍现有方法对需求演化规律的准确解析,降低需求预测的可靠性.本文方法从挖掘连续非零需求的季节性波动规律入手,提出了基于时序块相似性的间歇性序列自适应预测方法.首先,构建一个新的间歇性序列可预测性评价指标 IPMI ,从噪声水平、周期稳定性和短期依赖性三个维度对可预测性进行量化;其次,建立趋势—季节解耦的长期—短期自适应预测模型,通过对原始序列进行时序块划分,借助深度卷积网络和多头注意力机制分别提取块内短期时序特征和块间长期趋势特征,进一步构建IPMI 加权损失函数进行联合预测,使模型自适应提取时序块相似性信息;最后,利用核密度估计对预测结果进行分布校正,以降低历史极端需求对预测结果的负面影响.利用 M5 竞赛百货零售数据和国内某大型轨道交通制造企业的实际配件需求数据进行实验验证,结果表明,本文方法不仅可准确预测间歇性需求的发生与强度变化,还可在需求波动时显著提升安全库存决策的合理性.

    Abstract:

    In the aftermarket service of core manufacturing enterprises, accurate demand forecasting of spare parts is crucial for safety inventory decision. However, the intermittent characteristic of work order data hinders existing methods from capturing demand evolutional patterns, thus reducing forecasting reliability. Focusing on the seasonal fluctuation of continuous non-zero demands, this paper proposes an adaptive forecasting method for intermittent time series based on temporal patch similarity. First, a novel Intermittent Predictability Measurement Index (IPMI) is developed to quantify the predictability across three dimensions: noise level, periodic stability, and short-term dependency. Second, a trend-seasonal decoupled long-short term adaptive forecasting model is established. By partitioning the original sequence into different temporal patches, the model utilizes deep convolutional networks and multi-head attention to extract intra-patch short-term features and inter-patch long-term trends, respectively. An IPMI-weighted loss function is further constructed to enable adaptive learning of patch similarity. Finally, kernel density estimation is applied to calibrate the results, mitigating the impact of historical extreme demand. Experimental results on the M5 competition dataset and real-world rail transit spare parts data from China demonstrate that the proposed method accurately predicts the occurrence and intensity of intermittent demand, and also significantly enhances the rationality of safety inventory decision under demand volatility.

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  • 收稿日期:2026-02-02
  • 最后修改日期:2026-05-28
  • 录用日期:2026-05-29
  • 在线发布日期: 2026-06-24
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