INCREMENTAL ESTIMATION FOR PROBABILISTIC FORECASTER

摘要

Technologies are described to provide parameter estimation for a probabilistic forecaster in inventory management. A forecaster model may be generated based on observed delivery data, demand data, and a state of a delivery system managed by an inventory management service or an enterprise resource planning service. A probability of the state of the delivery system transitioning to a subsequent state of the delivery system may be determined based on an estimation of one or more parameters using a linear regression model. In some examples, the forecaster model may be derived from the discretized version of the linear Fokker-Planck equations using maximum log-likelihood estimate with optimization through a fast marching algorithm. In other examples, Lagrange multipliers may be used to determine initial constraints on the parameters. An optimal inventory level to be maintained may be computed based on the determined probability.

主权项

1. A computing device to provide an inventory management service, the computing device comprising:
a memory; one or more processors coupled to the memory, the one or more processors executing the inventory management service in conjunction with instructions stored in the memory, wherein the inventory management service includes:
a communication module configured to:
receive data associated with one or more of a demand, a delivery, and an inventory level from one or more other computing devices; anda forecaster module configured to:
generate a forecaster model based on observed delivery data, demand data, and a state of a delivery system managed by the inventory management service;propagate a probability of a variation of an incremental state with respect to a nominal state signal based on one or more parameters; anddetermine an inventory level to be maintained based on the determined probability.