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Federated Ensemble Forecasting Under Supply-Chain Market Volatility

arXiv机器学习 2026-08-06 04:15 9 阅读 查看原文

Supply chain forecasting systems increasingly operate under market shocks, non-identically distributed regional demand, and limited willingness to centralize commercial data.

This work proposes Federated Ensemble Forecasting with Negative-Correlation Learning (FEF NCL), a distributed method that trains specialized forecasting experts across client nodes while discouraging redundant model errors.

The framework combines temporal feature encoders, client level drift scoring, reliability-weighted aggregation, and an explain ability layer that exposes the market and supplier variables most responsible for each forecast.

A single synthetic dataset is used to evaluate the design. It contains 124,800 weekly SKU region observations from ten regional client nodes, 60 product families, 40 suppliers, five commodity groups, and a 2021-2024 volatility profile with explicit price-shock regimes.

Because the dataset is synthetic, the reported results should be interpreted as controlled evidence of internal consistency rather than real-world validation.

Across the synthetic test split, FEF NCL reduces weighted mean absolute percentage error from 13.9% for the best federated baseline to 12.4%, improves delay-risk macro-F1 from 0.755 to 0.801, and lowers the high volatility quintile error by 2.1 percentage points relative to SCAFFOLD.

The analysis suggests that negative-correlation specialization is useful when clients face different supplier, freight, and commodity conditions, although deployment would require stronger privacy analysis, live drift monitoring, and operational calibration.

Index Terms

  • federated learning
  • ensemble learning
  • negative correlation learning
  • supply chain forecasting
  • market volatility
  • data drift
  • demand planning
  • risk governance