Forecast accuracy and inventory performance on M5 CA_FOODS_1 (test)
2.207RMSELSTM (global seq)
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| LSTM (global seq)Holding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.207 | 1.243 | 3.704 | 62 | 18.1 | 8.6 | |
| Temporal CNNHolding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.26 | 1.293 | 3.674 | 63.2 | 18.7 | 9.8 | |
| XGBoost (global)Holding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.294 | 1.289 | 3.839 | 60.6 | 15.1 | 7.2 | |
| GBR (global)Holding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.296 | 1.293 | 3.854 | 60.5 | 14.8 | 7.1 | |
| ARIMA(1,1,1)Holding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.636 | 1.486 | 4.258 | 57.2 | 5.8 | 3.8 | |
| Holt–Winters ESHolding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.677 | 1.487 | 4.182 | 58.3 | 7.5 | 4.9 | |
| Naive (lag-1)Holding cost (h)=1, Shortage penalty (b)=5, Inventory setting=single-echelon newsvendor2026.03 | 2.909 | 1.505 | 4.521 | 53.4 | 0 | 0 |