Many planning and decision activities in logistics and supply chain management are based on forecasts of multiple time dependent factors. Therefore, the quality of planning depends on the quality of the forecasts. We compare various forecasting methods in terms of out of the box forecasting performance on a broad set of simulated time series. We simulate various linear and non-linear time series and look at the one step forecast performance of statistical learning methods.

翻译：物流与供应链管理中的诸多规划与决策活动均依赖于对多种时间依赖性因素的预测。因此，规划质量取决于预测质量。本文通过广泛的模拟时间序列数据集，在开箱即用条件下比较了多种预测方法的预测性能。我们模拟了各类线性与非线性时间序列，并考察了统计学习方法的一步预测表现。