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Anthony ERIBON

Projects / Forecasting and decisions

POD — Predict, Optimize, Decide

Forecast two uncertainties

Demand and lead time are separate probability laws, not single best guesses.

Separate demand and lead-time PMFs. All probabilities are illustrative.
Separate demand and lead-time PMFs. All probabilities are illustrative. Full size
  • Expand requirements through bills of materials.
  • Keep missing observations distinct from observed zeros.
  • Condition remaining lead time on the age of an open order.

Compare models on matched historical cases

Forecast quality is checked separately from purchasing cost. Demand and lead-time analytics compare models on common eligible observations.

  • Compare negative log likelihood, ranked probability score and bias; inspect quantile coverage and cumulative errors.
  • Open a historical case to inspect its PMF, CDF and uncertainty bands.
  • A model restricted to particular groups is assessed within those groups, without discarding other groups from the overall comparison.

Route eligible models to the right segments

Demand profiles and lead-time context cells can use different saved base models, selected from earlier validation evidence.

Candidate model PMFs and earlier validation feed segment eligibility and model selection. The selected base PMF is saved and later assessed on holdout data; the holdout does not feed the selection.
Eligibility and earlier validation determine routing. Later holdout evidence checks the result. Full size
  • Demand routing balances NLL and RPS ranks; bias breaks ties. Lead-time routing selects the lowest supported validation RPS.
  • Frozen groups, eligibility masks and selected components remain inspectable. Sparse contexts use supported parent or fallback routes.
  • Save coverage changes, then retrain to apply them. Browsing or filtering analytics does not refit groups or change saved routes.

Compare the consequences of a purchase

Candidate purchases are evaluated over possible demand and receipt outcomes, producing cost distributions and component contributions.

  • Compare an alternative quantity or mode against saved evidence.
  • Separate forecast accuracy from the economic quality of a decision.
  • Inspect heuristic termination and Monte Carlo uncertainty.
  • Filter and export selected materials; keep exclusions and incomplete plans visible.

Trace data, models and results independently

Prepare source data, train models and calculate decisions as separate versioned operations, or request a combined refresh.

  • Train without replacing the displayed calculations, or calculate again from compatible saved models without fitting them again.
  • Trace settings, source revisions, model artifacts and linked executions behind a result.
  • Configuration and job submission are explicit actions; saving settings alone does not start a calculation.

Inspect execution rather than just a progress bar

The runtime workspace links preparation, training and calculation to their recorded work, statuses and resources.

  • Read stage durations, nested model/component calls and cache activity. Inclusive component timings may overlap and must not be summed as extra stage time.
  • Inspect sampled worker-tree RSS and recording coverage; missing historical samples do not become reconstructed peaks.
  • The developer view is read-only and restricted to administrators. Opening it starts no training or calculation.

Who does what

After configuration, workers prepare forecasts, scenarios and reports. Refresh, activation and job submission are explicit; the app does not place purchase orders.