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arXiv · 1409.1609

Intermittency and Obsolescence: a Croston Method With Linear Decay

Steven Prestwich·Armagan Tarim·Roberto Rossi·Brahim Hnich
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Abstract

Only two Croston-style forecasting methods are currently known for handling stochastic intermittent demand with possible demand obsolescence: TSB and HES, both shown to be unbiased. When an item becomes obsolescent then TSB's forecasts decay exponentially, while HES's decay hyperbolically. We describe a third variant called Linear-Exponential Smoothing that is also unbiased, decays linearly to zero in a finite time, is asymptotically the best variant for handling obsolescence, and performs well in experiments.

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Steven Prestwich, Armagan Tarim, Roberto Rossi, Brahim Hnich. 2014-09-03. Intermittency and Obsolescence: a Croston Method With Linear Decay. https://doi.org/10.1016/j.ijforecast.2020.08.010

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