WO2015040791A1 - 発注量決定装置、発注量決定方法、記録媒体、及び発注量決定システム - Google Patents
発注量決定装置、発注量決定方法、記録媒体、及び発注量決定システム Download PDFInfo
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Definitions
- the present invention relates to an order quantity determination device, an order quantity determination method, a recording medium, and an order quantity determination system.
- the amount of goods paid out at a store is data that is observed and accumulated due to various factors. For example, sales of some products change due to the influence of the weather, day of the week, and the like. That is, these data are accumulated as observed values resulting from various factors, not a single factor. By analyzing the factors that cause such data, it is possible to analyze the correlation between the weather, time zone, and sales, and to reduce shortages and inventory. As an example of the payout amount, the number of items sold, the number of payouts, the sales amount, the total sales amount at the store, and the like can be cited.
- Patent Document 1 discloses a technique for calculating an appropriate inventory amount according to a prediction model corresponding to information such as day of the week, date and time, and campaign information.
- Patent Document 2 discloses a technique for estimating the sales amount of a sales office based on an optimal multiple regression equation extracted based on information such as the number of sales representatives, store area, traffic volume, and area population.
- Patent Document 3 discloses a technique for calculating a safety stock quantity based on a standard deviation of a prediction error.
- Non-Patent Document 1 and Patent Document 4 are observed by approximating a complete marginal likelihood function and maximizing its lower bound (lower limit) with respect to a mixed model that is a representative example of a hidden variable model.
- a method for determining the type of probability is disclosed.
- Non-Patent Document 1 Even if the method described in Non-Patent Document 1 is used, there is a problem that the model selection problem related to a model including a hierarchical hidden variable cannot be solved. The reason is that the method described in Non-Patent Document 1 does not take into account the hierarchical hidden variables, so that it is obvious that a calculation procedure cannot be constructed. The method described in Non-Patent Document 1 is based on the assumption that it cannot be applied when there are hierarchical hidden variables. For this reason, when this method is simply applied, theoretical validity is lost.
- the order quantity cannot be appropriately determined if the criteria for dividing the prediction model is not appropriate.
- An object of the present invention is to provide an order quantity determination device, an order quantity determination method, a recording medium, and an order quantity determination system that solve the above-described problems.
- the first aspect is An order quantity determination device for determining an order quantity of a product that can be accepted at a store at a first timing, When a hidden variable is represented in a hierarchical structure and a hierarchical hidden structure in which a component representing a probability model is arranged in the hierarchical structure, and in the hierarchical hidden structure, a specific component used for predicting the amount of payout is selected.
- Component determining means for determining the specific component based on a gate function serving as a reference for selecting a route to be followed and prediction information that may affect the amount of the product to be paid out; Based on the specific component and the prediction information, a payout amount prediction means for calculating a payout amount of the product from a specific timing to a second timing after the first timing; The amount of goods to be dispensed, the inventory amount of the product at the specific timing, the received amount of the product in the period from the specific timing to the first timing, and the degree of prediction error dispersion related to the specific component
- An order quantity determining device comprising: an order quantity determining means for determining the order quantity on the basis thereof.
- the order quantity of products accepted at a store at the first timing is a hierarchical hidden structure in which hidden variables are represented in a hierarchical structure and components representing a probability model are arranged in the hierarchical structure.
- a gate function serving as a reference for selecting a path to be followed when selecting a specific component used for predicting the payout amount in the hierarchical hidden structure, and prediction information capable of affecting the payout amount of the product , Determining the specific component, and calculating a payout amount of the commodity from a specific timing to a second timing after the first timing based on the specific component and the prediction information, In the period from the specific timing to the first timing, and the amount of the product in stock at the specific timing Kicking and acceptance of the product, based on the degree of dispersion of the prediction error for the particular component, it is order quantity determination method of determining.
- the third aspect is A program for determining an order quantity of a product accepted at a store at a first timing, or a recording medium on which the program is recorded,
- the program is When a hidden variable is represented in a hierarchical structure and a hierarchical hidden structure in which a component representing a probability model is arranged in the hierarchical structure, and in the hierarchical hidden structure, a specific component used for predicting the amount of payout is selected.
- a component determination function that determines the specific component based on a gate function serving as a reference for selecting a route to be taken and prediction information that may affect the amount of the product to be paid out;
- a payout amount prediction function for calculating a payout amount of the product from a specific timing to a second timing after the first timing, based on the specific component and the prediction information; The amount of goods to be dispensed, the inventory amount of the product at the specific timing, the received amount of the product in the period from the specific timing to the first timing, and the degree of prediction error dispersion related to the specific component Based on this, the order quantity determining function for determining the order quantity is realized in a computer.
- the fourth aspect is An order quantity determination device for determining an order quantity of a product that can be accepted at a store at a first timing, When a hidden variable is represented in a hierarchical structure and a hierarchical hidden structure in which a component representing a probability model is arranged in the hierarchical structure, and in the hierarchical hidden structure, a specific component used for predicting the amount of payout is selected.
- Component determining means for determining the specific component based on a gate function serving as a reference for selecting a route to be followed and prediction information that may affect the amount of the product to be paid out; Based on the specific component and the prediction information, a payout amount prediction means for calculating a payout amount of the product from a specific timing to a second timing after the first timing; The amount of goods to be dispensed, the inventory amount of the product at the specific timing, the received amount of the product in the period from the specific timing to the first timing, and the degree of prediction error dispersion related to the specific component
- An order quantity determination system comprising: an order quantity determination means for determining the order quantity based on the above.
- an appropriate order quantity can be determined.
- a hierarchical hidden variable model represents a probability model in which hidden variables have a hierarchical structure (for example, a tree structure). Components that are probabilistic models are assigned to the nodes in the lowest layer of the hierarchical hidden variable model.
- a node function other than the node in the lowest layer is a gate function (a reference function for selecting a node according to input information)
- a gate function model A gate function model.
- the hierarchical structure is a tree structure.
- the hierarchical structure does not necessarily have to be a tree structure.
- the path from the root node (root node) to a certain node is determined as one.
- a route (link) from a root node to a certain node is referred to as a “route”.
- the route hidden variable is determined by tracing the hidden variable for each route.
- the lowermost path hidden variable represents a path hidden variable determined for each path from the root node to the node in the lowermost layer.
- a data string x n 1,..., N
- the data string xn may be expressed as an observation variable. Observed variables x n first layer branch latent variable z i n respect, the lowermost branch latent variable z j
- z ij n 1 branches to a component traced through the i-th node in the first layer and the j-th node in the second layer when selecting a node based on x n input to the root node Represents that.
- z ij n 0 means that when a node is selected based on x n input to the root node, it does not branch to a component traced by passing through the i-th node in the first layer and the j-th node in the second layer.
- Equation 1 represents a hierarchical hidden variable model simultaneous distribution of depth 2 for a complete variable.
- a representative value of z i n represents the z 1st n
- represents a representative value of i n a z 2nd n.
- the variation distribution for the first layer branch hidden variable z i n is represented by q (z i n )
- the variation distribution for the lowest layer path hidden variable z ij n is represented by q (z ij n ).
- K 1 represents the number of nodes included in the first layer.
- K 2 represents the number of nodes branching from the node, respectively, in the first layer.
- the lowest layer component is represented by K 1 ⁇ K 2 .
- ⁇ ( ⁇ , ⁇ 1 ,..., ⁇ K1 , ⁇ 1 ,..., ⁇ K1 ⁇ K2 ) represents the model parameters.
- ⁇ represents the branch parameter of the root node.
- ⁇ k represents a branch parameter of the k-th node in the first layer.
- ⁇ k represents an observation parameter for the k-th component.
- S 1 ,..., S K1 ⁇ K2 represent the types of observation probabilities related to ⁇ k .
- candidates that can be S 1 to S K1 ⁇ K2 are ⁇ normal distribution, lognormal distribution, exponential distribution ⁇ , and the like.
- candidates that can be S 1 to S K1 ⁇ K2 are ⁇ 0th order curve, first order curve, second order curve, third order curve ⁇ and the like.
- the hierarchical hidden variable model according to at least one embodiment is not limited to a hierarchical hidden variable model having a depth of 2, and may be a hierarchical hidden variable model having a depth of 1 or 3 or more. Good.
- Equation 1 and Equations 2 to 4 may be derived, and the estimation device is realized with the same configuration.
- the distribution when the target variable is X will be described.
- the present invention can also be applied to a case where the observation distribution is a conditional model P (Y
- Non-Patent Document 1 In the method disclosed in Non-Patent Document 1, a general mixed model using a hidden variable as an indicator of each component is assumed. Therefore, an optimization criterion is derived as shown in Equation 10 in Non-Patent Document 1.
- the Fisher information matrix is given in the form of Equation 6 in Non-Patent Document 1
- the probability distribution of the hidden variable that is the indicator of the component is only in the mixing ratio of the mixing model. It is assumed to depend. For this reason, since the switching of components according to the input cannot be realized, this optimization criterion is not appropriate.
- FIG. 1 is a block diagram illustrating a configuration example of a payout amount prediction system according to at least one embodiment.
- the payout amount prediction system 10 includes a hierarchical hidden variable model estimation device 100, a learning database 300, a model database 500, and a payout amount prediction device 700.
- the payout amount prediction system 10 generates a model for predicting the payout amount based on information relating to the past payout of the product, and predicts the payout amount using the model.
- the hierarchical hidden variable model estimation apparatus 100 estimates a model for predicting a payout amount related to a product using data stored in the learning database 300 and records the model in the model database 500.
- 2A to 2G are diagrams illustrating examples of information stored in the learning database 300 according to at least one embodiment.
- the learning database 300 stores data on products and stores.
- the learning database 300 can store a payout table capable of storing data related to the payout of products. As shown in FIG. 2A, the payout table is associated with a combination of date and time, product identifier (hereinafter referred to as “ID”), store ID, and customer ID, and the number of products sold, unit price, subtotal, receipt number, etc. Is stored.
- ID product identifier
- the customer ID is information that can uniquely identify the customer, and can be specified by, for example, presenting a membership card or a point card.
- the learning database 300 can store a weather table capable of storing data related to the weather. As shown in FIG. 2B, the weather table stores the temperature, the highest temperature of the day, the lowest temperature of the day, the precipitation, the weather, the discomfort index, and the like in association with the date and time.
- the learning database 300 can store a customer table capable of storing data related to customers who have purchased products. As shown in FIG. 2C, the customer table stores the age, address, family structure, etc. in association with the customer ID. In the present embodiment, these pieces of information are recorded in response to registration of, for example, a membership card or a point card.
- the learning database 300 can store an inventory table that can store data related to the number of items in stock. As shown in FIG. 2D, the stock table stores the number of stocks, an increase / decrease value from the previous stock count, and the like in association with the combination of date and product ID.
- the learning database 300 stores a store attribute table capable of storing data related to stores.
- the store attribute table stores a store name, an address, a type, an area, the number of parking lots, etc. in association with the store ID.
- Examples of store types include a station-front type installed in front of a station, a residential area type installed in a residential area, a complex type that is a complex facility with other facilities such as a gas station, and the like.
- the learning database 300 can store a date / time attribute table capable of storing data related to date / time.
- the date / time attribute table stores information types, values, product IDs, store IDs, and the like indicating the attributes of the date / time in association with the date / time. Examples of the information type include whether it is a holiday, whether it is in a campaign, whether an event is being held around the store, and the like.
- the value of the date / time attribute table takes either 1 or 0. When the value is 1, it indicates that the date / time associated with the value has an attribute indicated by the information type associated with the value. .
- the value when the value is 0, it indicates that the date and time associated with the value does not have the attribute indicated by the information type associated with the value. Further, whether the product ID and the store ID are essential depends on the type of information type. For example, when the information type indicates a campaign, it is necessary to indicate which product is being campaigned at which store, so the product ID and the store ID are indispensable items. On the other hand, when the information type indicates a holiday, whether or not the day is a holiday has no relation to the type of store and product, so the product ID and store ID are not essential items.
- the learning database 300 stores a product attribute table capable of storing data related to products.
- the product attribute table stores a product name, a major category, a middle category, a minor category, a unit price, a cost, and the like in association with the product ID.
- the model database 500 stores a model for predicting the amount of merchandise that has been estimated by the hierarchical hidden variable model estimation device.
- the model database 500 is configured by a tangible medium that is not temporary, such as a hard disk drive or a solid state drive.
- the amount-of-payout prediction apparatus 700 receives data on products and stores, and predicts the amount of products to be paid based on the data and the model stored in the model database 500.
- FIG. 3 is a block diagram illustrating a configuration example of a hierarchical hidden variable model estimation apparatus according to at least one embodiment.
- the hierarchical hidden variable model estimation device 100 includes a data input device 101, a hierarchical hidden structure setting unit 102, an initialization processing unit 103, and a variation probability of hierarchical hidden variables.
- a calculation processing unit 104 and a component optimization processing unit 105 are provided.
- the hierarchical hidden variable model estimation device 100 includes a gate function optimization processing unit 106, an optimality determination processing unit 107, an optimal model selection processing unit 108, and a model estimation result output device 109. Is provided.
- the hierarchical hidden variable model estimation apparatus 100 receives the hierarchical hidden structure and the types of observation probabilities for the input data 111. To optimize. Next, the hierarchical hidden variable model estimation apparatus 100 outputs the optimized result as the model estimation result 112 and records it in the model database 500.
- the input data 111 is an example of learning data.
- FIG. 4 is a block diagram illustrating a configuration example of the calculation processing unit 104 of the hierarchical hidden variable variation probability according to at least one embodiment.
- the hierarchical hidden variable variation probability calculation processing unit 104 includes a lower layer path hidden variable variation probability calculation processing unit 104-1, a hierarchy setting unit 104-2, and an upper layer path hidden variable variation.
- the hierarchical hidden variable variation probability calculation processing unit 104 is based on the input data 111 and the estimation model 104-5 in the component optimization processing unit 105, which will be described later, and the hierarchical hidden variable variation probability 104. Output -6. A detailed description of the hierarchical hidden variable variation probability calculation processing unit 104 will be given later.
- the component in the present embodiment is a value indicating the weight associated with each explanatory variable.
- the payout amount prediction apparatus 700 can obtain the objective variable by calculating the sum of the explanatory variables multiplied by the weight indicated by the component.
- FIG. 5 is a block diagram illustrating a configuration example of the gate function optimization processing unit 106 according to at least one embodiment.
- the gate function optimization processing unit 106 includes a branch node information acquisition unit 106-1, a branch node selection processing unit 106-2, a branch parameter optimization processing unit 106-3, and optimization of all branch nodes. And an end determination processing unit 106-4.
- the gate function optimization processing unit 106 When the input data 111, the hierarchical variation variation probability 104-6, and the estimation model 104-5 are input, the gate function optimization processing unit 106 outputs the gate function model 106-6. .
- the hierarchical hidden variable variation probability calculation processing unit 104 which will be described later, calculates a hierarchical hidden variable variation probability 104-6. Further, the component optimization processing unit 105 calculates the estimation model 104-5. A detailed description of the gate function optimization processing unit 106 will be given later.
- the gate function in the present embodiment is a function for determining whether information included in the input data 111 satisfies a predetermined condition.
- the gate function is provided in the internal node of the hierarchical hidden structure.
- the payout amount prediction apparatus 700 determines the next node to be traced based on the determination result according to the gate function when tracing the route from the root node to the node at the lowest layer.
- the data input device 101 is a device for inputting input data 111. Based on the data recorded in the payout table of the learning database 300, the data input device 101 generates an objective variable indicating a known payout amount of the product for each predetermined time range (for example, 1 hour or 6 hours). To do.
- the objective variable is, for example, the number of sales per one time range of one product in one store, the number of sales per one time range of one product in all stores, and the predetermined time range of all products in one store The amount of sales for each.
- the data input device 101 affects the objective variable for each objective variable based on the data recorded in the weather table, customer table, store attribute table, date / time attribute table, product attribute table, etc. of the learning database 300.
- the data input device 101 inputs a plurality of combinations of objective variables and explanatory variables as input data 111.
- the data input device 101 simultaneously inputs parameters necessary for model estimation, such as the type of observation probability and the number of components.
- the data input device 101 is an example of a learning data input unit.
- the hierarchical hidden structure setting unit 102 selects and sets the structure of a hierarchical hidden variable model that is a candidate for optimization from the input types of observation probabilities and the number of components.
- the hidden structure used in this embodiment is a tree structure. In the following, it is assumed that the set number of components is represented as C, and the mathematical formula used in the description is for a hierarchical hidden variable model having a depth of 2.
- the hierarchical hidden structure setting unit 102 may store the structure of the selected hierarchical hidden variable model in an internal memory.
- the hierarchical hidden structure setting unit 102 has two nodes in the first hierarchy.
- a node in the second hierarchy selects four hierarchical hidden structures.
- the initialization processing unit 103 performs an initialization process for estimating a hierarchical hidden variable model.
- the initialization processing unit 103 can execute initialization processing by an arbitrary method. For example, the initialization processing unit 103 may set the type of observation probability at random for each component, and randomly set the parameter for each observation probability according to the set type. Moreover, the initialization process part 103 may set the lowest layer path variation probability of a hierarchical hidden variable at random.
- the hierarchical hidden variable variation probability calculation processing unit 104 calculates the variation probability of the path hidden variable for each layer.
- the parameter ⁇ is calculated by the initialization processing unit 103 or the component optimization processing unit 105 and the gate function optimization processing unit 106. Therefore, the variation processing probability calculation unit 104 of the hierarchical hidden variable calculates the variation probability based on the value.
- the hierarchical hidden variable variation probability calculation processing unit 104 Laplace approximates the marginal log likelihood function with respect to the estimator for the complete variable (for example, the maximum likelihood estimator or the maximum posterior probability estimator), The variation probability is calculated by maximizing.
- the variation probability calculated in this way is referred to as an optimization criterion A.
- Equation 2 The procedure for calculating the optimization criterion A will be described by taking a hierarchical hidden variable model having a depth of 2 as an example.
- the marginalized log likelihood is expressed by Equation 2 shown below.
- log represents a natural logarithm, for example.
- a logarithm having a base other than the Napier number can be applied. The same applies to the following expressions.
- Equation 2 the equal sign is established by maximizing the variation probability q (z n ) of the path hidden variable in the lowest layer.
- Equation 3 an approximate expression of the marginal log-likelihood function shown in Equation 3 below is obtained.
- Equation 3 the superscript bar represents the maximum likelihood estimator for the complete variable, and D * represents the dimension of the subscript parameter *.
- Equation 4 the lower bound of Equation 3 is calculated as shown in Equation 4 below.
- the variation distribution q ′ of the first layer branch hidden variable and the variation distribution q ′′ of the lowermost path hidden variable are calculated by maximizing Equation 4 for each variation distribution.
- the superscript (t) indicates a hierarchical hidden variable variation probability calculation processing unit 104, component optimization processing unit 105, gate function optimization processing unit 106, and optimality determination processing unit 107. Represents the t-th iteration in the iteration calculation.
- a variation probability calculation processing unit 104-1 for the lowermost path hidden variable receives the input data 111 and the estimated model 104-5, and calculates a variation probability q (z N ) for the lowermost hidden variable.
- the hierarchy setting unit 104-2 sets that the target for calculating the variation probability is the lowest layer.
- the calculation processing unit 104-1 for the variation probability of the path hidden variable in the lowest layer calculates the variation probability of each estimation model 104-5 for each combination of the objective variable and the explanatory variable of the input data 111. calculate.
- the value of the variation probability is calculated by comparing the solution obtained by substituting the explanatory variable included in the input data 111 into the estimation model 104-5 and the objective variable of the input data 111.
- the upper layer path hidden variable variation probability calculation processing unit 104-3 calculates the variation probability of the upper layer path hidden variable. Specifically, the upper layer path hidden variable variation probability calculation processing unit 104-3 calculates the sum of the variation probability of the current layer hidden variable having the same branch node as a parent, and sets the value as one. Let it be the variation probability of the path hidden variable in the upper layer.
- the hierarchy calculation end determination processing unit 104-4 determines whether or not the layer for which the variation probability is calculated still exists. When it is determined that an upper layer exists, the hierarchy setting unit 104-2 sets the upper layer as a target for calculating the variation probability. Thereafter, the variation probability calculation processing unit 104-3 and the hierarchy calculation end determination processing unit 104-4 of the upper layer path hidden variable repeat the above-described processing. On the other hand, when it is determined that there is no upper layer, the hierarchy calculation end determination processing unit 104-4 determines that the variation probability of the route hidden variable is calculated in all the layers.
- the component optimization processing unit 105 optimizes each component model (parameter ⁇ and its type S) with respect to Equation 4, and outputs an optimized estimation model 104-5.
- the component optimization processing unit 105 calculates q and q ′′ as the lowest layer calculated by the hierarchical hidden variable variation probability calculation processing unit 104. Is fixed to the variation probability q t of the path hidden variable. Further, the component optimization processing unit 105 fixes q ′ to the variation probability of the upper layer path hidden variable shown in Expression A. Then, the component optimization processing unit 105 calculates a model that maximizes the value of G shown in Equation 4.
- Equation 4 can decompose the optimization function for each component. Therefore, S 1 to SK 1 and K 2 and parameters ⁇ 1 to ⁇ K 1 and K 2 are optimized separately without considering the combination of component types (for example, which type of S 1 to S K1 and K 2 is specified). Can be The point that can be optimized in this way is an important point in this processing. Thereby, it is possible to avoid the combination explosion and optimize the component type.
- the branch node information acquisition unit 106-1 extracts a branch node list using the estimation model 104-5 by the component optimization processing unit 105.
- the branch node selection processing unit 106-2 selects one branch node from the extracted list of branch nodes.
- the selected node may be referred to as a selected node.
- the branch parameter optimization processing unit 106-3 branches the selection node based on the input data 111 and the variation probability of the hidden variable regarding the selection node obtained from the hierarchical variation probability 104-6 of the hidden variable. Optimize parameters. Note that the branch parameter at the selected node corresponds to the gate function described above.
- the optimization end determination processing unit 106-4 of all branch nodes determines whether all the branch nodes extracted by the branch node information acquisition unit 106-1 have been optimized. When all the branch nodes are optimized, the gate function optimization processing unit 106 ends the process. On the other hand, if optimization for all branch nodes has not been completed, processing by the branch node selection processing unit 106-2 is performed. Thereafter, the branch parameter optimization processing unit 106-3 and the optimization of all branch nodes are performed. The determination completion processing unit 106-4 is similarly performed.
- a gate function based on the Bernoulli distribution may be referred to as a Bernoulli type gate function.
- the d-th dimension of x is represented as xd .
- the probability of branching to the lower left of the binary tree when this value does not exceed a certain threshold value w is represented as g-, and the probability of branching to the lower left of the binary tree when the value exceeds the threshold w is represented as g +.
- the branch parameter optimization processing unit 106-3 optimizes the optimization parameters d, w, g ⁇ , and g + based on the Bernoulli distribution. This is different from the gate function based on the logit function described in Non-Patent Document 1, and each parameter has an analytical solution, so that faster optimization is possible.
- the optimality determination processing unit 107 determines whether or not the optimization criterion A calculated using Expression 4 has converged. When not converged, processing by the calculation processing unit 104 of the variation probability of the hierarchical hidden variable, the component optimization processing unit 105, the gate function optimization processing unit 106, and the optimization determination processing unit 107 Is repeated. Optimality determination processing unit 107 may determine that optimization criterion A has converged, for example, when the increment of optimization criterion A is less than a predetermined threshold.
- the processing by the hierarchical hidden variable variation probability calculation processing unit 104, the component optimization processing unit 105, the gate function optimization processing unit 106, and the optimality determination processing unit 107 is summarized to be hierarchical.
- the processing of the variation probability of the hidden variable may be referred to as processing by the determination processing unit 107 of the optimality.
- An appropriate model can be selected by repeating the processing from the calculation processing unit 104 of the variation probability of the hierarchical hidden variable to the optimality determination processing unit 107 and updating the variation distribution and the model. By repeating these processes, it is guaranteed that the optimization criterion A increases monotonously.
- the optimal model selection processing unit 108 selects an optimal model. For example, with respect to the number of hidden states C set by the setting unit 102 of the hierarchical hidden structure, the optimality calculated by the processing by the optimality determination processing unit 107 from the hierarchical hidden variable variation probability calculation processing unit 104 Assume that the optimization criterion A is larger than the currently set optimization criterion A. In this case, the optimum model selection processing unit 108 selects the model as the optimum model.
- the model estimation result output device 109 performs model optimization on the hierarchical hidden variable model structure candidates set from the types of input observation probabilities and candidate component numbers. When the optimization is completed, the model estimation result output device 109 outputs the optimum number of hidden states, types of observation probabilities, parameters, variation distribution, and the like as the model estimation result 112. On the other hand, when there is a candidate for which optimization has not been completed, the hierarchical hidden structure setting unit 102 executes the above-described processing.
- the following units are realized by a central processing unit (hereinafter referred to as “CPU”) of a computer that operates according to a program (a hierarchical hidden variable model estimation program). That is, -Hierarchical hidden structure setting unit 102, Initialization processing unit 103, -Hierarchical hidden variable variation probability calculation processing unit 104 (more specifically, lower layer path hidden variable variation probability calculation processing unit 104-1 and hierarchical setting unit 104-2, upper layer path hidden Variable variation probability calculation processing unit 104-3, and hierarchical calculation end determination processing unit 104-4), Component optimization processing unit 105, Gate function optimization processing unit 106 (more specifically, branch node information acquisition unit 106-1, branch node selection processing unit 106-2, branch parameter optimization processing unit 106-3, and all branch nodes Optimization end determination processing unit 106-4), Optimality determination processing unit 107, and Optimal model selection processing unit 108.
- CPU central processing unit
- the program is stored in a storage unit (not shown) of the hierarchical hidden variable model estimation apparatus 100, and the CPU reads the program and represents processing in each unit shown below according to the program. That is, -Hierarchical hidden structure setting unit 102, Initialization processing unit 103, -Hierarchical hidden variable variation probability calculation processing unit 104 (more specifically, lower layer path hidden variable variation probability calculation processing unit 104-1, hierarchy setting unit 104-2, upper layer path hidden variable Variation probability calculation processing unit 104-3, and hierarchical calculation end determination processing unit 104-4), Component optimization processing unit 105, Gate function optimization processing unit 106 (more specifically, branch node information acquisition unit 106-1, branch node selection processing unit 106-2, branch parameter optimization processing unit 106-3, and all branch nodes Optimization end determination processing unit 106-4), Optimality determination processing unit 107, and Optimal model selection processing unit 108.
- -Hierarchical hidden structure setting unit 102 Initialization processing unit 103
- -Hierarchical hidden variable variation probability calculation processing unit 104 more
- Each unit shown below may be realized by dedicated hardware. That is, -Hierarchical hidden structure setting unit 102, Initialization processing unit 103, A calculation processing unit 104 for the variation probability of the hierarchical hidden variable, Component optimization processing unit 105, -Gate function optimization processing unit 106, Optimality determination processing unit 107, Optimal model selection processing unit 108.
- FIG. 6 is a flowchart illustrating an operation example of the hierarchical hidden variable model estimation apparatus according to at least one embodiment.
- the data input device 101 inputs the input data 111 (step S100).
- the hierarchical hidden structure setting unit 102 selects and sets a hierarchical hidden structure that has not been optimized from the input candidate values of the hierarchical hidden structure (step S101).
- the initialization processing unit 103 initializes the parameter used for estimation and the variation probability of the hidden variable for the set hierarchical hidden structure (step S102).
- the hierarchical hidden variable variation probability calculation processing unit 104 calculates the variation probability of each path hidden variable (step S103).
- the component optimization processing unit 105 optimizes the component by estimating the type and parameter of the observation probability for each component (step S104).
- the gate function optimization processing unit 106 optimizes branch parameters in each branch node (step S105).
- the optimality determination processing unit 107 determines whether or not the optimization criterion A has converged (step S106). That is, the optimality determination processing unit 107 determines the optimality of the model.
- Step S106 when it is not determined that the optimization criterion A has converged, that is, when it is determined that the optimization criterion A is not optimal (No in Step S106a), the processing from Step S103 to Step S106 is repeated.
- the optimal model selection processing unit 108 performs the following. Process.
- the optimum model selection processing unit 108 includes the optimization criterion A based on the currently set optimum model (for example, the number of components, the type of observation probability, and the parameter), and the model currently set as the optimum model. Is compared with the value of the optimization criterion A.
- the optimal model selection processing unit 108 selects a model having a large value as the optimal model (step S107).
- the optimum model selection processing unit 108 determines whether or not a candidate for the hidden hierarchical structure that has not been estimated remains (step S108). If candidates remain (Yes in step S108), the processing from step S102 to step S108 is repeated. On the other hand, if no candidate remains (No in step S108), the model estimation result output device 109 outputs the model estimation result 112 and completes the process (step S109).
- the model estimation result output device 109 records the component optimized by the component optimization processing unit 105 and the gate function optimized by the gate function optimization processing unit 106 in the model database 500.
- FIG. 7 is a flowchart showing an operation example of the hierarchical hidden variable variation probability calculation processing unit 104 according to at least one embodiment.
- the variation probability calculation processing unit 104-1 of the lowermost path hidden variable calculates the variation probability of the lowermost path hidden variable (step S111).
- the hierarchy setting unit 104-2 sets up to which level the path hidden variable has been calculated (step S112).
- the variation processing probability calculation unit 104-3 for the path hidden variable in the upper layer uses the variation probability for the path hidden variable in the layer set by the hierarchy setting unit 104-2, to increase the layer one level higher.
- the variation probability of the hidden route variable is calculated (step S113).
- the hierarchy calculation end determination processing unit 104-4 determines whether or not there is a layer for which a route hidden variable has not been calculated (step S114). When the layer for which the route hidden variable is not calculated remains (No in step S114), the processing from step S112 to step S113 is repeated. On the other hand, when there is no layer for which the path hidden variable is not calculated, the hierarchical hidden variable variation probability calculation processing unit 104 completes the process.
- FIG. 8 is a flowchart illustrating an operation example of the gate function optimization processing unit 106 according to at least one embodiment.
- the branch node information acquisition unit 106-1 grasps all branch nodes (step S121).
- the branch node selection processing unit 106-2 selects one branch node to be optimized (step S122).
- the branch parameter optimization processing unit 106-3 optimizes the branch parameter in the selected branch node (step S123).
- step S124 the optimization end determination processing unit 106-4 of all branch nodes determines whether or not a branch node that is not optimized remains (step S124). When branch nodes that are not optimized remain, the processing from step S122 to step S123 is repeated. On the other hand, when there is no branch node that is not optimized, the gate function optimization processing unit 106 completes the process.
- the hierarchical hidden structure setting unit 102 sets the hierarchical hidden structure.
- the hierarchical hidden structure is a structure in which hidden variables are represented by a hierarchical structure (tree structure), and components representing a probability model are arranged at nodes in the lowest layer of the hierarchical structure.
- the hierarchical hidden variable variation probability calculation processing unit 104 calculates the variation probability of the path hidden variable (that is, the optimization criterion A).
- the hierarchical hidden variable variation probability calculation processing unit 104 may calculate the hidden variable variation probability for each layer of the hierarchical structure in order from the node in the lowest layer. Further, the variation processing probability 104 of the hierarchical hidden variable may calculate the variation probability so as to maximize the marginal log likelihood.
- the component optimization processing unit 105 optimizes the component with respect to the calculated variation probability.
- the gate function optimization processing unit 106 optimizes the gate function based on the variation probability of the hidden variable in the node of the hierarchical hidden structure.
- the gate function is a model that determines a branching direction according to multivariate data (for example, explanatory variables) in a node having a hierarchical hidden structure.
- the hierarchical hidden variable model for multivariate data is estimated by the above configuration, the hierarchical hidden variable model including the hierarchical hidden variable can be estimated with an appropriate amount of computation without losing the theoretical validity. . Further, by using the hierarchical hidden variable model estimation apparatus 100, it is not necessary to manually set an appropriate reference for separating components.
- the hierarchical hidden structure setting unit 102 sets the hierarchical hidden structure in which the hidden variable is represented by a binary tree structure, for example.
- the gate function optimization processing unit 106 may optimize the gate function based on the Bernoulli distribution based on the variation probability of the hidden variable at the node. In this case, since each parameter has an analytical solution, higher-speed optimization is possible.
- the hierarchical hidden variable model estimation apparatus 100 can separate components into patterns that are sold when the temperature is low or high, patterns that are sold in the morning or afternoon, patterns that are sold at the beginning of the week or weekends, and the like.
- FIG. 9 is a block diagram illustrating a configuration example of the payout amount prediction apparatus according to at least one embodiment.
- the payout amount prediction device 700 includes a data input device 701, a model acquisition unit 702, a component determination unit 703, a payout amount prediction unit 704, and a prediction result output device 705.
- the data input device 701 inputs one or more explanatory variables, which are information that can affect the payout amount, as input data 711 (that is, prediction information).
- the types of explanatory variables constituting the input data 711 are the same types as the explanatory variables of the input data 111.
- the data input device 701 is an example of a prediction data input unit.
- the model acquisition unit 702 acquires a gate function and a component from the model database 500 as a model used for predicting the payout amount.
- the gate function is a function optimized by the gate function optimization processing unit 106.
- the component is a component optimized by the component optimization processing unit 105.
- the component determination unit 703 follows the hierarchical hidden structure based on the input data 711 input by the data input device 701 and the gate function acquired by the model acquisition unit 702. Then, the component determining unit 703 determines the component associated with the node in the lowest layer of the hierarchical hidden structure as a component used for predicting the payout amount.
- the payout amount prediction unit 704 predicts the payout amount by substituting the input data 711 input by the data input device 701 for the component determined by the component determination unit 703.
- the prediction result output device 705 outputs a prediction result 712 related to the payout amount predicted by the payout amount prediction unit 704.
- FIG. 10 is a flowchart illustrating an operation example of the payout amount prediction apparatus according to at least one embodiment.
- the data input device 701 inputs the input data 711 (step S131).
- the data input device 701 may input a plurality of input data 711 instead of a single input data 711.
- the data input device 701 may input input data 711 for each time (timing) of a certain date in a certain store.
- the payout amount prediction unit 704 predicts a payout amount for each input data 711.
- the model acquisition unit 702 acquires gate functions and components from the model database 500 (step S132).
- the payout amount prediction apparatus 700 selects the input data 711 one by one, and executes the processes of steps S134 to S136 shown below for the selected input data 711 (step S133).
- the component determination unit 703 determines a component to be used for predicting the payout amount by following a path from the root node of the hierarchical hidden structure to the node in the lowest layer based on the gate function acquired by the model acquisition unit 702 ( Step S134). Specifically, the component determination unit 703 determines a component according to the following procedure.
- the component determination unit 703 reads the gate function associated with the node for each node of the hierarchical hidden structure. Next, the component determination unit 703 determines whether the input data 711 satisfies the read gate function. Next, the component determination unit 703 determines the next node to be traced based on the determination result. When the component determination unit 703 traces the hierarchically hidden node by the processing and reaches the node in the lowest layer, the component determination unit 703 determines the component associated with the node as the component used for the prediction of the payout amount.
- the payout amount predicting unit 704 predicts the payout amount by substituting the input data 711 selected in step S133 for the component (step S134). S135). Then, the prediction result output device 705 outputs a prediction result 712 related to the payout amount by the payout amount prediction unit 704 (step S136).
- the payout amount prediction apparatus 700 executes the processing from step S134 to step S136 for all the input data 711, and completes the processing.
- the payout amount prediction apparatus 700 can predict the payout amount with high accuracy by using an appropriate component based on the gate function.
- the payout amount prediction device 700 is a component classified according to an appropriate criterion. The amount of payout can be predicted using.
- the payout amount prediction system according to the present embodiment is different from the payout amount prediction system 10 in that the hierarchical hidden variable model estimation device 100 is replaced with a hierarchical hidden variable model estimation device 200. .
- FIG. 11 is a block diagram illustrating a configuration example of the hierarchical hidden variable model estimation apparatus according to at least one embodiment.
- symbol same as FIG. 3 is attached
- subjected and description is abbreviate
- the hierarchical hidden variable model estimation device 200 according to the present embodiment is connected to the hierarchical hidden structure optimization processing unit 201 to select an optimal model. The difference is that the processing unit 108 is not connected.
- the hierarchical hidden variable model estimation apparatus 100 optimizes the optimization criterion A by optimizing the component and gate function models for the hierarchical hidden structure candidates. Select a hierarchical hidden structure.
- the hierarchical hidden structure optimization processing unit 201 performs processing after the hierarchical hidden variable variation probability calculation processing unit 104 performs processing. In addition, a process for removing a path whose hidden variable is reduced from the model has been added.
- FIG. 12 is a block diagram illustrating a configuration example of the hierarchical hidden structure optimization processing unit 201 according to at least one embodiment.
- the hierarchical hidden structure optimization processing unit 201 includes a route hidden variable sum operation processing unit 201-1, a route removal determination processing unit 201-2, and a route removal execution processing unit 201-3.
- the route hidden variable sum calculation processing unit 201-1 receives the hierarchical hidden variable variation probability 104-6 and inputs the sum of variation probabilities of the lowest layer hidden variable in each component (hereinafter referred to as sample sum). To calculate).
- the path removal determination processing unit 201-2 determines whether the sample sum is equal to or less than a predetermined threshold value ⁇ .
- ⁇ is a threshold value input together with the input data 111.
- the condition determined by the route removal determination processing unit 201-2 can be expressed by, for example, Expression 5.
- the route removal determination processing unit 201-2 determines whether or not the variation probability q (z ij n ) of the lowest layer route hidden variable in each component satisfies the criterion represented by Expression 5. In other words, it can be said that the path removal determination processing unit 201-2 determines whether the sample sum is sufficiently small.
- the path removal execution processing unit 201-3 sets the variation probability of the path determined to have a sufficiently small sample sum to zero. Then, the route removal execution processing unit 201-3 performs hierarchical processing in each layer based on the variation probability of the bottom layer route hidden variable normalized with respect to the remaining route (that is, the route not set to 0). Recalculate the variation probability 104-6 of the hidden variable and output it.
- Expression 6 is an update expression of q (z ij n ) in the iterative optimization.
- the hierarchical hidden structure optimization processing unit 201 (more specifically, a route hidden variable sum operation processing unit 201-1, a route removal determination processing unit 201-2, and a route removal execution processing unit 201-3). Is realized by a CPU of a computer that operates according to a program (a hierarchical hidden variable model estimation program).
- FIG. 13 is a flowchart illustrating an operation example of the hierarchical hidden variable model estimation apparatus 200 according to at least one embodiment.
- the data input device 101 inputs the input data 111 (step S200).
- the hierarchical hidden structure setting unit 102 sets the initial number of hidden states as the hierarchical hidden structure (step S201).
- the optimum solution is searched by executing all of a plurality of candidates for the number of components.
- the hierarchical hidden structure can be optimized by a single process. Therefore, in step S201, instead of selecting a candidate that has not been optimized from a plurality of candidates as shown in step S102 in the first embodiment, it is only necessary to set the initial value of the number of hidden states once.
- the initialization processing unit 103 initializes the parameter used for estimation and the variation probability of the hidden variable for the set hierarchical hidden structure (step S202).
- the hierarchical hidden variable variation probability calculation processing unit 104 calculates the variation probability of each path hidden variable (step S203).
- the hierarchical hidden structure optimization processing unit 201 optimizes the hierarchical hidden structure by estimating the number of components (step S204). That is, since the components are arranged at the nodes in the lowest layers, the number of components is optimized when the hierarchical hidden structure is optimized.
- the component optimization processing unit 105 optimizes the component by estimating the type and parameter of the observation probability for each component (step S205).
- the gate function optimization processing unit 106 optimizes the branch parameter at each branch node (step S206).
- the optimality determination processing unit 107 determines whether or not the optimization criterion A has converged (step S207). That is, the optimality determination processing unit 107 determines the optimality of the model.
- Step S207 when it is not determined that the optimization criterion A has converged, that is, when it is determined that the optimization criterion A is not optimal (No in Step S207a), the processing from Step S203 to Step S207 is repeated.
- step S106 when it is determined in step S106 that the optimization criterion A has converged, that is, when it is determined that the optimization criterion A is optimal (Yes in step S207a), the model estimation result output device 109 outputs the model estimation result. 112 is output and the processing is completed (step S208).
- FIG. 14 is a flowchart illustrating an operation example of the hierarchical hidden structure optimization processing unit 201 according to at least one embodiment.
- the route hidden variable sum operation processing unit 201-1 calculates a sample sum of route hidden variables (step S211).
- the path removal determination processing unit 201-2 determines whether or not the calculated sample sum is sufficiently small (step S212).
- the path removal execution processing unit 201-3 outputs the variation probability of the hierarchical hidden variable that is recalculated by setting the variation probability of the path hidden variable of the lowest layer determined that the sample sum is sufficiently small as 0. Then, the process is completed (step S213).
- the hierarchical hidden structure optimization processing unit 201 optimizes the hierarchical hidden structure by excluding routes whose calculated variation probability is equal to or less than a predetermined threshold from the model.
- the payout amount prediction system according to the present embodiment is different from the second embodiment in the configuration of the hierarchical hidden variable model estimation device.
- the gate function optimization processing unit 106 is replaced with the gate function optimization processing unit 113 as compared with the hierarchical hidden variable model estimation device 200. It is different in that it has been replaced.
- FIG. 15 is a block diagram illustrating a configuration example of the gate function optimization processing unit 113 according to the third embodiment.
- the gate function optimization processing unit 113 includes an effective branch node selection processing unit 113-1 and a branch parameter optimization parallel processing unit 113-2.
- the effective branch node selection processing unit 113-1 selects effective branch nodes from the hierarchical hidden structure. Specifically, the effective branch node selection processing unit 113-1 uses the estimation model 104-5 in the component optimization processing unit 105, and considers the route removed from the model, thereby determining the effective branch node. Sort out.
- an effective branch node represents a branch node on a route that has not been removed from the hierarchical hidden structure.
- the branch parameter optimization parallel processing unit 113-2 performs branch parameter optimization processing on the valid branch nodes in parallel, and outputs a gate function model 106-6. Specifically, the branch parameter optimization parallel processing unit 113-2 includes the input data 111 and the hierarchical hidden variable variation calculated by the hierarchical hidden variable variation probability calculation processing unit 104. The probability 104-6 is used to optimize all branch parameters for all valid branch nodes.
- the branch parameter optimization parallel processing unit 113-2 may be configured by, for example, arranging the branch parameter optimization processing units 106-3 of the first embodiment in parallel as illustrated in FIG. With such a configuration, branch parameters of all gate functions can be optimized at one time.
- the hierarchical hidden variable model estimation apparatus 100 and the hierarchical hidden variable model estimation apparatus 200 execute the optimization function of the gate function one by one.
- the hierarchical hidden variable model estimation apparatus according to the present embodiment can perform the optimization function of the gate function in parallel, so that model estimation can be performed at higher speed.
- the gate function optimization processing unit 113 (more specifically, the effective branch node selection processing unit 113-1 and the branch parameter optimization parallel processing unit 113-2) includes a program (hierarchical hidden variable model). This is realized by a CPU of a computer that operates according to an estimation program).
- FIG. 16 is a flowchart illustrating an operation example of the gate function optimization processing unit 113 according to at least one embodiment.
- the valid branch node selection processing unit 113-1 selects all valid branch nodes (step S301).
- the branch parameter optimization parallel processing unit 113-2 optimizes all the valid branch nodes in parallel, and completes the processing (step S302).
- the effective branch node selection processing unit 113-1 selects effective branch nodes from the nodes having the hierarchical hidden structure. Further, the branch parameter optimization parallel processing unit 113-2 optimizes the gate function based on the variation probability of the hidden variable in the effective branch node. At that time, the branch parameter optimization parallel processing unit 113-2 processes the optimization of each branch parameter related to an effective branch node in parallel. Therefore, since the optimization process of the gate function can be performed in parallel, in addition to the effects of the above-described embodiment, it is possible to perform model estimation at a higher speed.
- the payout amount prediction system performs order management of the target store based on the prediction of the payout amount of the product for the target store that is the target of order management. Specifically, the payout amount prediction system determines the order amount based on the prediction of the payout amount of the product at the timing of ordering the product.
- the payout amount prediction system according to the fourth embodiment is an example of an order amount determination system.
- FIG. 17 is a block diagram illustrating a configuration example of the payout amount prediction apparatus according to at least one embodiment.
- the payout amount prediction device 700 is replaced with a payout amount prediction device 800 as compared with the payout amount prediction system 10.
- the payout amount prediction device 800 is an example of an order amount prediction device.
- the payout amount prediction apparatus 800 further includes a classification unit 806, a cluster estimation unit 807, a safe amount calculation unit 808, and an order amount determination unit 809 in addition to the configuration of the first embodiment. Also, the payout amount prediction apparatus 800 differs from the first embodiment in the operations of the model acquisition unit 802, the component determination unit 803, the payout amount prediction unit 804, and the prediction result output device 805.
- the classification unit 806 acquires store attributes of a plurality of stores from the store attribute table of the learning database 300, and classifies the stores into clusters based on the store attributes.
- the classifying unit 806 classifies the data into clusters according to, for example, the k-means algorithm and various algorithms for hierarchical clustering.
- the k-means algorithm is an algorithm for clustering individuals by classifying each individual into randomly generated clusters and repeatedly executing a process of updating the center of the cluster based on the information of the classified individuals.
- the cluster estimation unit 807 estimates to which cluster a store that is a target of payout amount belongs based on the classification result by the classification unit 806.
- the safe quantity calculation unit 808 calculates a safe quantity of inventory based on the component estimation error determined by the component determination unit 803.
- the safe quantity represents, for example, an inventory quantity that is unlikely to disappear.
- the order quantity determination unit 809 determines the order quantity based on the inventory amount of the product in the target store, the delivery amount of the product predicted by the delivery amount prediction unit 804, and the safety amount calculated by the safety amount calculation unit 808. .
- the hierarchical hidden variable model estimation apparatus 100 estimates a gate function and a component that are a basis for predicting a payout amount of the product at the store in the time zone for each store, for each product, and for each time zone. .
- the hierarchical hidden variable model estimation apparatus 100 estimates gate functions and components for each time zone (ie, time zone every hour) obtained by dividing a day into 24 equal parts.
- the hierarchical hidden variable model estimation apparatus 100 calculates the gate function and the component by the method shown in the first embodiment.
- the hierarchical hidden variable model estimation apparatus 100 may calculate the gate function and the component by the method shown in the second embodiment or the method shown in the third embodiment.
- the hierarchical hidden variable model estimation apparatus 100 calculates the degree of prediction error dispersion for each estimated component.
- the degree of distribution of prediction errors include standard deviation, variance, and range of prediction errors, standard deviation, variance, and range of prediction error rates.
- the prediction error is calculated as the difference between the value of the objective variable calculated by the estimation model 104-5 (component) and the value of the objective variable referred to when the component (estimation model 104-5) is generated. Can do.
- the hierarchical hidden variable model estimation apparatus 100 records the estimated gate function, the component, and the degree of prediction error dispersion related to the component in the model database 500.
- the payout amount prediction device 800 starts a process of predicting the order amount.
- FIG. 18A and FIG. 18B are flowcharts showing an operation example of the payout amount prediction apparatus according to at least one embodiment.
- the data input device 701 in the payout amount prediction device 800 inputs the input data 711 (step S141). Specifically, the data input device 701 receives the store attributes and date / time attributes of the target store, the product attributes of each product handled at the target store, and the product ordered next to the current order from the current time at the target store. The weather up to the time is input as input data 711.
- the time when the product ordered this time is accepted by the target store is represented as “first time”. That is, the first time is a future time.
- the time when the product ordered after the current order is accepted by the target store is represented as “second time”.
- the data input device 701 inputs the inventory amount at the current time of the target store and the received amount of merchandise from the current time to the first time.
- the model acquisition unit 802 determines whether the target store is a new store (step S142). For example, the model acquisition unit 802 determines that the target store is a new store when the model database 500 does not record information regarding the gate function, the component, and the degree of dispersion of the prediction error regarding the target store. Further, for example, the model acquisition unit 802 determines that the target store is a new store when there is no information associated with the store ID of the target store in the payout table of the learning database 300.
- step S142 determines that the target store is an existing store (step S142: NO)
- the model acquisition unit 802 acquires from the model database 500 the gate functions, components, and the degree of prediction error distribution related to the target store (step S143).
- the payout amount prediction apparatus 800 selects the input data 711 one by one, and executes the processes of steps S145 to S146 shown below for the selected input data 711 (step S144). In other words, the payout amount prediction apparatus 800 executes the processing from step S145 to step S146 for each product handled by the target store and for every hour from the current time to the second time.
- the component determination unit 803 determines components to be used for predicting the payout amount by tracing nodes based on the gate function acquired by the model acquisition unit 802 from the root node included in the hierarchical hidden structure to the node at the lowest layer. (Step S145).
- the payout amount prediction unit 804 predicts the payout amount by setting the input data 711 selected in step S144 as an input of the component (step S146).
- the classification unit 806 reads store attributes of a plurality of stores from the store attribute table of the learning database 300. . Next, the classification unit 806 classifies the stores into clusters based on the store attributes (step S147). The classification unit 806 may classify the cluster including the target store. Next, the cluster estimation unit 807 estimates a specific cluster to which the target store belongs based on the classification result by the classification unit 806 (step S148).
- the payout amount prediction device 800 selects the input data 711 one by one, and executes the processes of steps S150 to S154 shown below for the selected input data 711 (step S149).
- the payout amount prediction apparatus 800 selects existing stores belonging to the specific cluster one by one, and executes the processes of steps S151 to S153 described below for the selected existing stores (step S150).
- the model acquisition unit 802 reads from the model database 500 the distribution of gate functions, components, and prediction errors related to the existing store selected in step S150 (step S151).
- the component determination unit 803 determines a component used for predicting the payout amount by tracing the nodes from the root node of the hierarchical hidden structure to the node at the lowest layer. (Step S152). That is, in this case, the component determination unit 803 determines a component by applying the gate function to information included in the input data 711.
- the payout amount prediction unit 804 predicts the payout amount by setting the input data 711 selected in step S151 as an input of the component (step S153).
- step S151 to step S153 is executed for all existing stores in the cluster to which the target store belongs. Thereby, the payout amount of the product is predicted for the existing stores belonging to the specific cluster.
- the payout amount prediction unit 804 calculates an average value of the payout amount at each store of the product for each product as a predicted value of the payout amount of the product at the target store (step S154). Thereby, the payout amount prediction apparatus 800 predicts the payout amount of the product even for a new store in which past payout amount information is not accumulated.
- the order amount determination unit 809 determines the stock amount of the product at the first time. Estimate (step S155). Specifically, the order quantity determination unit 809 calculates the sum of the inventory amount of the product at the current time of the target store input by the data input device 701 and the received quantity of the product from the current time to the first time. . Next, the order quantity determination unit 809 subtracts the sum of the predicted payout amounts of the products from the current time predicted by the payout amount prediction unit 804 to the first time from the calculated sum, thereby obtaining the first time. Estimate product inventory.
- the order quantity determination unit 809 adds the estimated total amount of goods sold from the first time to the second time predicted by the payout quantity prediction unit 804 to the estimated inventory quantity of the goods at the first time. By adding, the reference order quantity of the product is calculated (step S156).
- the safe amount calculation unit 808 reads from the model acquisition unit 802 the degree of component prediction error scatter determined by the hierarchical hidden variable model estimation apparatus 100 in step S145 or step S152 (step S157).
- the safe quantity calculation unit 808 calculates the safe quantity of the product based on the obtained degree of distribution of the prediction error (step S158).
- the degree of distribution of the prediction error is the standard deviation of the prediction error
- the safe quantity calculation unit 808 can calculate the safe quantity by, for example, multiplying the sum of the standard deviation by a predetermined coefficient.
- the degree of distribution of the prediction error is the standard deviation of the prediction error rate
- the safe quantity calculation unit 808 calculates the average of the standard deviation to the sum of the predicted payout amounts from the first time to the second time, for example.
- a safe quantity can be calculated by multiplying the value and a predetermined coefficient.
- the order quantity determination unit 809 determines the order quantity of the product by adding the safety quantity calculated in step S158 to the reference order quantity calculated in step S156 (step S159).
- the prediction result output device 705 outputs the order quantity 812 determined by the order quantity determination unit 809 (step S160).
- the payout amount prediction apparatus 800 can determine an appropriate order quantity by selecting an appropriate component based on the gate function.
- the payout amount prediction device 800 accurately predicts the payout amount regardless of whether the target store is a new store or an existing store, and determines an appropriate order amount. Can be determined. This is because the payout amount prediction apparatus 800 selects an existing store that is similar to (or matches) the target store, and determines the payout amount based on a gate function or the like related to the existing store.
- the payout amount prediction unit 804 predicts the payout amount of the new store based on the component used for predicting the payout amount from the current time of the existing store to the second time. Not limited to this.
- the payout amount prediction unit 804 may be based on a component learned based on sales data of a product when a new store is opened. In this case, the payout amount prediction unit 804 can predict the payout amount with higher accuracy.
- the payout amount prediction unit 804 calculates the average value of the predicted payout amounts of existing stores in the same cluster as the target store when the payout amount of the target store that is a new store is predicted.
- the payout amount prediction unit 804 may perform weighting according to the degree of similarity between the target store and the existing store, and calculate a weighted average value based on the weighting.
- the payout amount prediction unit 804 may calculate the payout amount using other representative values such as a median value and a maximum value.
- the payout amount prediction unit 804 uses a model of an existing store in the same cluster as the target store for products that are newly handled at the target store. Based on this, the payout amount may be predicted.
- the payout amount prediction apparatus 800 sets the sales amount of the product ordered this time as the second time as the second time. A decision may be made. As a result, the payout amount prediction apparatus 800 can determine the order quantity so that no inventory loss occurs due to the expiration of the sale period of the product. In another embodiment, the payout amount prediction apparatus 800 uses the second time as the time at which the product ordered after the current order is accepted by the target store and the time limit for sales of the product ordered at this time is the second time.
- the order quantity may be determined as follows.
- the payout amount predicting apparatus 800 uses the amount obtained by adding the reference order amount and the safe amount as the order amount so as not to cause a sales opportunity loss.
- the present invention is not limited to this.
- the payout amount prediction device 800 may use an amount obtained by subtracting an amount corresponding to the distribution degree of the prediction error from the reference order amount as the order amount.
- FIG. 19 is a block diagram illustrating a configuration example of the payout amount prediction apparatus according to at least one embodiment.
- the payout amount prediction system according to the present embodiment has a configuration in which the payout amount prediction device 800 is replaced with a payout amount prediction device 820 as compared with the payout amount prediction system according to the fourth embodiment.
- the payout amount prediction apparatus 820 has a configuration in which the classification unit 806 is replaced with a classification unit 826 and the cluster estimation unit 807 is replaced with a cluster estimation unit 827.
- the classification unit 826 classifies the existing stores into a plurality of clusters based on the information related to the payout amount.
- the classifying unit 826 classifies the existing stores into clusters using a k-means algorithm, various hierarchical clustering algorithms, or the like. For example, the classifying unit 826 classifies the existing stores into clusters based on a coefficient or the like (a learning result model) representing the component acquired by the model acquiring unit 802.
- the component is information for calculating a payout amount in an existing store. That is, the classification unit 826 classifies a plurality of existing stores into a plurality of clusters based on the similarity of models of learning results of the existing stores. Thereby, the dispersion
- the cluster estimation unit 827 estimates the relationship that associates the cluster classified by the classification unit 826 and the store attribute.
- the cluster is associated with a cluster identifier that can uniquely identify the cluster.
- the cluster estimation unit 827 receives a store attribute (that is, an explanatory variable) and a cluster identifier (that is, an objective variable) as inputs, and estimates a function that associates the explanatory variable and the objective variable.
- the cluster estimation unit 827 estimates the function according to a supervised learning procedure such as a c4.5 decision tree algorithm or a support vector machine, for example.
- the cluster estimation unit 827 estimates a cluster identifier related to the new store based on the store attribute of the new store and the estimated relationship. That is, the cluster estimation unit 827 estimates a specific cluster to which the new store belongs.
- the payout amount prediction device 820 predicts the payout amount of the product based on the cluster of the existing stores that are estimated to have similar (or coincident) payout tendencies with the new store. Can do.
- the classification unit 826 classifies existing stores into clusters based on the coefficient of the component acquired by the model acquisition unit 802 .
- the classification unit 826 determines a payout rate per customer (for example, PI) for each product category (for example, stationery, beverage, etc.) in an existing store from information stored in the payout table of the learning database 300. (Purchase_Index) value etc.) may be calculated, and existing stores may be classified into clusters based on the payout rate.
- PI payout rate per customer
- product category for example, stationery, beverage, etc.
- FIG. 20 is a block diagram illustrating a configuration example of a payout amount prediction system according to at least one embodiment.
- the payout amount prediction system 20 according to the present embodiment further includes a product recommendation device 900 in the payout amount prediction system according to the fifth embodiment.
- FIG. 21 is a block diagram illustrating a configuration example of a product recommendation device according to at least one embodiment.
- the product recommendation device 900 includes a model acquisition unit 901, a classification unit 902, a payout amount acquisition unit 903, an evaluation value calculation unit 904, a product recommendation unit 905, and a recommendation result output device 906.
- the model acquisition unit 901 acquires components from the model database 500 for each store.
- the classification unit 902 classifies the existing stores into a plurality of clusters based on the coefficient of the component acquired by the model acquisition unit 901.
- the payout amount acquisition unit 903 acquires from the payout table of the learning database 300 the payout amount of each product handled by a store that belongs to the same cluster as the target store to be recommended.
- the stores belonging to the same cluster as the target store to be recommended include the target stores.
- the evaluation value calculation unit 904 calculates the evaluation value of the product handled by the store classified by the classification unit 902 into the same cluster as the target store.
- the evaluation value is a value that increases (monotonically increases) in accordance with the amount of payout and the number of handling stores.
- the evaluation value can be obtained, for example, from the product of the PI value and the number of handling stores, or the sum of the normalized PI value and the normalized number of handling stores.
- FIG. 22 is a diagram showing an example of the sales trend of products in a cluster.
- the products handled at a plurality of stores can be classified as shown in FIG. 22 based on the PI value and the number of stores handled.
- the horizontal axis in FIG. 22 indicates the number of stores handled, and the vertical axis indicates the PI value.
- the products corresponding to A-1 to A-2 or B-1 to B-2 in the upper left area of FIG. 22 are relatively popular products.
- the products corresponding to A-4 to A-5 or B-4 to B-5, which are the upper right area are the most popular products at some stores. That is, the product corresponding to the area is not necessarily a product received by everyone.
- the lower areas D-1 to D-5, or E-1 to E-5 are deadly merchandise.
- the evaluation value calculation unit 904 calculates a value that increases according to the payout amount and the number of handling stores as an evaluation value.
- the evaluation value can be represented by the sum of a value obtained by multiplying the PI value by a predetermined coefficient and a value obtained by multiplying the handling store rate by a predetermined coefficient.
- the handling store rate is a value obtained by dividing the number of handling stores by the total number of stores. For this reason, in FIG. 22, the product corresponding to the upper left region has a higher evaluation value, and the product corresponding to the lower right region has a lower evaluation value. Therefore, it can be seen that the higher the evaluation value is, the more the product is sold.
- the product recommendation unit 905 determines a product that is recommended for replacement with a product for which the payout amount acquired by the payout amount acquisition unit 903 is equal to or less than a predetermined threshold among the products handled by the target store. Specifically, the product recommendation unit 905 recommends that a product with a small payout amount be replaced with a product having a higher evaluation value than the product. In the present embodiment, for example, the product recommendation unit 905 recommends replacement for a product whose payout amount acquired by the payout amount acquisition unit 903 is the lower 20% of the total.
- the recommendation result output device 906 outputs a recommendation result 911 regarding the information output by the product recommendation unit 905.
- FIG. 23 is a flowchart showing an operation example of the product recommendation device according to at least one embodiment.
- the model acquisition unit 901 acquires all existing store components from the model database 500 (step S401).
- the classification unit 902 classifies the existing stores into a plurality of clusters based on the component coefficients acquired by the model acquisition unit 901 (step S402). For example, the classification unit 902 calculates the similarity in an existing store using the component coefficient.
- the payout amount acquisition unit 903 acquires the payout amount of the product handled by the existing store belonging to the same cluster as the target store from the learning database 300 (step S403).
- the evaluation value calculation unit 904 calculates an evaluation value for each product for which the payout amount acquisition unit 903 has acquired the payout amount (step S404).
- the product recommendation unit 905 identifies a product (a product corresponding to the lower 20% of all products) whose payout amount is lower than a predetermined threshold based on the payout amount acquired by the payout amount acquisition unit 903 (step S405). ).
- the product recommendation unit 905 for example, for a product whose payout amount corresponds to the lower 20%, is a product in the same category as the product, and a product whose evaluation value is higher than the product is recommended for replacement with the product. (Step S406). Then, the recommendation result output device 906 outputs the recommendation result 911 by the product recommendation unit 905 (step S407).
- the manager or the like of the target store determines the handling product of the target store based on the recommendation result 911.
- the payout amount prediction apparatus 810 performs the payout amount prediction processing and the order amount determination processing shown in the first to fifth embodiments for the handling products determined based on the recommendation result 911.
- the product recommendation device 900 can recommend a product that is sold well in many stores, not a product that sells well only in some stores.
- the product recommendation device 900 has been described for recommending a product to be replaced with a product handled by an existing store, but the present invention is not limited to this.
- the product recommendation device 900 may recommend a product to be additionally introduced into an existing store.
- the product recommendation device 900 may recommend a product to be handled by a new store.
- the classification unit 902 classifies the cluster based on the components stored in the model database 500 has been described, but the present invention is not limited to this.
- the classification unit 902 may perform clustering based on store attributes. Further, for example, in another embodiment, the classification unit 902 may perform clustering based on the PI value for each product category.
- the evaluation value calculation unit 904 calculates the evaluation value based on the payout amount and the number of handling stores is described, but the present invention is not limited to this.
- the evaluation value calculation unit 904 stores the evaluation value at the time of recommendation up to several times for each product, and updates the current evaluation value based on the change in the value. Also good. That is, the evaluation value calculation unit 904, for example, a correction value obtained by multiplying the current evaluation value calculated based on the payout amount and the number of handling stores by a predetermined coefficient to the difference between the current evaluation value and the past evaluation value. May be calculated as an evaluation value.
- the evaluation value can be calculated by the following formula.
- Evaluation value current evaluation value + a 1 ⁇ (evaluation value before the current evaluation value -1 times) + a 2 ⁇ (evaluation value before the current evaluation value -2 times) + whil + a n ⁇ (current evaluation value -Evaluation value n times before) (Formula B), However, coefficients a 1 to a n is a value determined in advance.
- FIG. 24 is a block diagram showing the basic configuration of the order quantity determination device.
- the order quantity determination device includes a prediction data input unit 90, a component determination unit 91, a payout quantity prediction unit 92, and an order quantity determination unit 93.
- the prediction data input unit 90 inputs prediction data that is one or more explanatory variables that are information that can affect the amount of goods to be paid out.
- An example of the prediction data input unit 90 is a data input device 701.
- the component determination unit 91 predicts the payout amount based on the hierarchical hidden structure, the gate function that determines the branching direction in the hierarchical hidden structure, and the prediction data. Decide which components to use.
- An example of the component determining unit 91 is a component determining unit 803.
- the hierarchical hidden structure is a structure in which a component representing a probability model is arranged at a node in the lowest layer of the hierarchical structure.
- the payout amount prediction unit 92 predicts a product in a period from the current time to a second time that is a time after the first time. Calculate the payout amount.
- An example of the payout amount prediction unit 92 is a payout amount prediction unit 804.
- the order quantity determination unit 93 subtracts the inventory amount of the product at the current time and the received amount of the product from the current time to the first time from the predicted payout amount of the product from the current time to the second time. Next, the order quantity determination unit 93 determines the order quantity of the product by adding or subtracting an amount corresponding to the distribution degree of the component prediction error determined by the component determination unit 91 to the calculated value.
- An example of the order quantity determination unit 93 is an order quantity determination unit 809.
- the order quantity determination device can determine an appropriate order quantity by using an appropriate component with a gate function.
- FIG. 25 is a block diagram illustrating a configuration of a computer according to at least one embodiment.
- the computer 1000 includes a CPU 1001, a main storage device 1002, an auxiliary storage device 1003, and an interface 1004.
- the above-described hierarchical hidden variable model estimation device and payout amount prediction device are each implemented in the computer 1000.
- the computer 1000 on which the hierarchical hidden variable model estimation device is mounted may be different from the computer 1000 on which the payout amount prediction device is mounted.
- the operation of each processing unit described above is stored in the auxiliary storage device 1003 in the form of a program (hierarchical hidden variable model estimation program or payout amount prediction program).
- the CPU 1001 reads out the program from the auxiliary storage device 1003, expands it in the main storage device 1002, and executes the above processing according to the program.
- the auxiliary storage device 1003 is an example of a tangible medium that is not temporary.
- Other examples of the non-temporary tangible medium include a magnetic disk, a magneto-optical disk, a CD (Compact Disc) -ROM (Read Only Memory), a DVD (Digital Versatile Disk) -ROM, which are connected via an interface 1004. Semiconductor memory etc. are mentioned.
- the computer 1000 that has received the distribution may develop the program in the main storage device 1002 and execute the above processing.
- the program may realize a part of the functions described above. Further, the program may be a program that realizes the above-described function in combination with another program already stored in the auxiliary storage device 1003, that is, a so-called difference file (difference program).
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Abstract
Description
特許文献3は、予測誤差の標準偏差に基づいて、安全在庫量を算出する技術を開示する。
第1のタイミングに店舗に受け入れられる商品の発注量を決定する発注量決定装置であって、
隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定するコンポーネント決定手段と、
前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出する払出量予測手段と、
前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、前記発注量を決定する発注量決定手段と
を備える発注量決定装置である。
情報処理装置を用いて、第1のタイミングに店舗に受け入れられる商品の発注量を、隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定し、前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出し、前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、決定する発注量決定方法である。
第1のタイミングに店舗に受け入れられる商品の発注量を決定するプログラム、あるいは、該プログラムが記録された記録媒体であって、
前記プログラムは、
隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定するコンポーネント決定機能と、
前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出する払出量予測機能と、
前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、前記発注量を決定する発注量決定機能と
をコンピュータに実現させる。
第1のタイミングに店舗に受け入れられる商品の発注量を決定する発注量決定装置であって、
隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定するコンポーネント決定手段と、
前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出する払出量予測手段と、
前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、前記発注量を決定する発注量決定手段と
を備える発注量決定システムである。
図1は、少なくとも1つの実施形態に係る払出量予測システムの構成例を示すブロック図である。本実施形態に係る払出量予測システム10は、階層的な隠れ変数モデルの推定装置100と、学習用データベース300と、モデルデータベース500と、払出量予測装置700とを備える。払出量予測システム10は、過去における商品の払出に係る情報に基づいて払出量を予測するモデルを生成し、当該モデルを用いて払出量を予測する。
ただし、logは、たとえば、自然対数を表す。自然対数の代わりにネイピア数以外の値が底である対数を適用することもできる。以降に示す式においても、同様である。
・階層隠れ構造の設定部102、
・初期化処理部103、
・階層的な隠れ変数の変分確率の計算処理部104(より詳しくは、最下層の経路隠れ変数の変分確率の計算処理部104-1と、階層設定部104-2、上層の経路隠れ変数の変分確率の計算処理部104-3、及び、階層計算終了の判定処理部104-4)、
・コンポーネントの最適化処理部105、
・門関数の最適化処理部106(より詳しくは、分岐ノードの情報取得部106-1、分岐ノードの選択処理部106-2、分岐パラメータの最適化処理部106-3、及び、全分岐ノードの最適化終了の判定処理部106-4)、
・最適性の判定処理部107、及び、
・最適モデルの選択処理部108。
・階層隠れ構造の設定部102、
・初期化処理部103、
・階層的な隠れ変数の変分確率の計算処理部104(より詳しくは、最下層の経路隠れ変数の変分確率の計算処理部104-1、階層設定部104-2、上層の経路隠れ変数の変分確率の計算処理部104-3、及び、階層計算終了の判定処理部104-4)、
・コンポーネントの最適化処理部105、
・門関数の最適化処理部106(より詳しくは、分岐ノードの情報取得部106-1、分岐ノードの選択処理部106-2、分岐パラメータの最適化処理部106-3、及び、全分岐ノードの最適化終了の判定処理部106-4)、
・最適性の判定処理部107、及び、
・最適モデルの選択処理部108。
・階層隠れ構造の設定部102、
・初期化処理部103、
・階層的な隠れ変数の変分確率の計算処理部104、
・コンポーネントの最適化処理部105、
・門関数の最適化処理部106、
・最適性の判定処理部107、
・最適モデルの選択処理部108。
次に、払出量予測システムの第2の実施形態について説明する。本実施形態に係る払出量予測システムは、払出量予測システム10と比較して、階層的な隠れ変数モデルの推定装置100が階層的な隠れ変数モデルの推定装置200に置き換わったという点に関して相違する。
次に、払出量予測システムの第3の実施形態について説明する。本実施形態に係る払出量予測システムは、階層的な隠れ変数モデルの推定装置の構成が第2の実施形態と異なる。本実施形態に係る、階層的な隠れ変数モデルの推定装置は、階層的な隠れ変数モデルの推定装置200と比較して、門関数の最適化処理部106が門関数の最適化処理部113に置き換わったという点において相違する。
次に、本発明の第4の実施形態について説明する。
次に、払出量予測システムの第5の実施形態について説明する。
次に、払出量予測システムの第6の実施形態について説明する。
ただし、係数a1乃至anは、予め定められた値である。
次に、発注量決定装置の基本構成について説明する。図24は、発注量決定装置の基本構成を示すブロック図である。
20 払出量予測システム
100 階層的な隠れ変数モデルの推定装置
101 データ入力装置
102 階層隠れ構造の設定部
103 初期化処理部
104 階層的な隠れ変数の変分確率の計算処理部
105 コンポーネントの最適化処理部
106 門関数の最適化処理部
107 最適性の判定処理部
108 最適モデルの選択処理部
109 モデル推定結果の出力装置
111 入力データ
112 モデル推定結果
104-1 最下層の経路隠れ変数の変分確率の計算処理部
104-2 階層設定部
104-3 上層の経路隠れ変数の変分確率の計算処理部
104-4 階層計算終了の判定処理部
104-5 推定モデル
104-6 階層的な隠れ変数の変分確率
106-1 分岐ノードの情報取得部
106-2 分岐ノードの選択処理部
106-3 分岐パラメータの最適化処理部
106-4 全分岐ノードの最適化終了の判定処理部
106-6 門関数モデル
113 門関数の最適化処理部
113-1 有効分岐ノードの選別処理部
113-2 分岐パラメータの最適化の並列処理部
200 階層的な隠れ変数モデルの推定装置
201 階層隠れ構造の最適化処理部
201-1 経路隠れ変数の和演算処理部
201-2 経路除去の判定処理部
201-3 経路除去の実行処理部
300 学習用データベース
100 階層的な隠れ変数モデルの推定装置
500 モデルデータベース
700 払出量予測装置
701 データ入力装置
702 モデル取得部
703 コンポーネント決定部
704 払出量予測部
705 予測結果出力装置
711 入力データ
712 予測結果
800 払出量予測装置
820 払出量予測装置
802 モデル取得部
803 コンポーネント決定部
804 払出量予測部
805 予測結果出力装置
806 分類部
826 分類部
812 発注量
810 払出量予測装置
807 クラスタ推定部
827 クラスタ推定部
808 安全量算出部
809 発注量決定部
900 商品推薦装置
901 モデル取得部
902 分類部
903 払出量取得部
904 評価値算出部
905 商品推薦部
906 推薦結果出力装置
911 推薦結果
90 予測用データ入力部
91 コンポーネント決定部
92 払出量予測部
93 発注量決定部
1000 コンピュータ
1001 CPU
1002 主記憶装置
1003 補助記憶装置
1004 インタフェース
Claims (9)
- 第1のタイミングに店舗に受け入れられる商品の発注量を決定する発注量決定装置であって、
隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定するコンポーネント決定手段と、
前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出する払出量予測手段と、
前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、前記発注量を決定する発注量決定手段と
を備える発注量決定装置。 - 前記払出量予測手段は、前記特定のタイミングから、前記第2のタイミングまでの間に含まれる複数の期間について、前記コンポーネント決定手段が前記期間に関して決定する前記特定のコンポーネントに基づいて、前記払出量を算出し、
前記払出量予測手段が前記払出量を算出する場合のコンポーネントに関する予測誤差の散布度に応じた量を算出する安全量算出手段を備える
請求項1に記載の発注量決定装置。 - 前記第2のタイミングは、前記第1のタイミングの次に前記商品が受け入れられるタイミングである
請求項1または請求項2に記載の発注量決定装置。 - 前記第2のタイミングは、前記第1のタイミングに受け入れられた前記商品の販売期限である
請求項1または請求項2に記載の発注量決定装置。 - 前記予測誤差の散布度は、前記コンポーネントを生成する場合に参照する目的変数の値と、当該コンポーネントによって算出される目的変数の値との差に関する散布度を含む
請求項1から請求項4の何れか1項に記載の発注量決定装置。 - 情報処理装置を用いて、第1のタイミングに店舗に受け入れられる商品の発注量を、隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定し、前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出し、前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、決定する発注量決定方法。
- 隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定するコンポーネント決定機能と、
前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出する払出量予測機能と、
前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、前記発注量を決定する発注量決定機能と
をコンピュータに実現させ、前記第1のタイミングに店舗に受け入れられる前記商品の発注量を決定するプログラムが記録された記録媒体。 - 第1のタイミングに店舗に受け入れられる商品の発注量を決定する発注量決定システムであって、
隠れ変数が階層構造で表わされ、当該階層構造に確率モデルを表わすコンポーネントが配された構造である階層隠れ構造と、当該階層隠れ構造において、前記払出量の予測に用いる特定のコンポーネントを選ぶ際にたどる経路を選ぶ基準となる門関数と、前記商品の払出量に影響を与え得る予測情報とに基づいて、前記特定のコンポーネントを決定するコンポーネント決定手段と、
前記特定のコンポーネントと、前記予測情報とに基づいて、特定のタイミングから、前記第1のタイミング以降における第2のタイミングまでの前記商品の払出量を算出する払出量予測手段と、
前記払出量と、前記特定のタイミングにおける前記商品の在庫量と、前記特定のタイミングから前記第1のタイミングまでの期間における前記商品の受入量と、前記特定のコンポーネントに関する予測誤差の散布度とに基づき、前記発注量を決定する発注量決定手段と
を備える発注量決定システム。 - 前記発注量を決定する場合に、前記特定のタイミングから、前記第2のタイミングまでの間に含まれる複数の期間について、前記コンポーネント決定手段が前記期間に関して決定する前記特定のコンポーネントに基づいて、前記払出量を算出し、前記払出量を算出する場合のコンポーネントに関する予測誤差の散布度に応じた量を算出する請求項6に記載の発注量決定方法。
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CN201480051775.XA CN105556558A (zh) | 2013-09-20 | 2014-08-21 | 订货量确定设备、订货量确定方法、记录介质和订货量确定系统 |
JP2015537547A JP6344396B2 (ja) | 2013-09-20 | 2014-08-21 | 発注量決定装置、発注量決定方法、プログラム、及び、発注量決定システム |
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