딥러닝과 최소분산조정기법을 활용한 계층적 물동량 예측
A Hierarchical Logistics Volume Forecasting Using Deep Learning and Minimum Trace Reconciliation
김지웅(프라이스워터하우스쿠퍼스); 강금석(한국과학기술원)
43권 1호, 35~50쪽
초록
Traditional parcel volume forecasting primarily targets regional aggregates; however, efficient logistics operations increasingly require granular insights at the product-category level. Forecasting such hierarchical structures presents dual challenges: capturing the high volatility of specific product demands and resolving hierarchical non-coherence. To address this, this study proposes a novel prediction framework combining Long Short-Term Memory (LSTM) networks with the Minimum Trace Reconciliation (MinT) method. Uniquely, our model fosters intrinsic coherence by summing hidden states during the learning phase, establishing a methodological foundation that maximizes the efficacy of the subsequent MinT adjustment We evaluate this approach against nine benchmark models—integrating Multivariate Regression, SARIMA, Random Forest, and LSTM with various hierarchical forecasting strategies—using daily parcel data from Seoul (275 time series). While the Bottom-up LSTM proved most effective among benchmarks, the proposed model demonstrated superior performance, reducing Mean Absolute Error (MAE) by 17.1% at the regional level and 15.4% at the product level. These findings confirm that this stepwise approach—prioritizing intrinsic coherence before reconciliation—significantly enhances predictive accuracy and structural consistency for operational decision-making.
Abstract
Traditional parcel volume forecasting primarily targets regional aggregates; however, efficient logistics operations increasingly require granular insights at the product-category level. Forecasting such hierarchical structures presents dual challenges: capturing the high volatility of specific product demands and resolving hierarchical non-coherence. To address this, this study proposes a novel prediction framework combining Long Short-Term Memory (LSTM) networks with the Minimum Trace Reconciliation (MinT) method. Uniquely, our model fosters intrinsic coherence by summing hidden states during the learning phase, establishing a methodological foundation that maximizes the efficacy of the subsequent MinT adjustment We evaluate this approach against nine benchmark models—integrating Multivariate Regression, SARIMA, Random Forest, and LSTM with various hierarchical forecasting strategies—using daily parcel data from Seoul (275 time series). While the Bottom-up LSTM proved most effective among benchmarks, the proposed model demonstrated superior performance, reducing Mean Absolute Error (MAE) by 17.1% at the regional level and 15.4% at the product level. These findings confirm that this stepwise approach—prioritizing intrinsic coherence before reconciliation—significantly enhances predictive accuracy and structural consistency for operational decision-making.
- 발행기관:
- 한국경영과학회
- 분류:
- 경영학