Kalman filter based time series prediction of cake factory daily sale

Jiaxuan Wu, Qing Fang, Yangying Xu, Jionglong Su, Fei Ma*

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingConference Proceedingpeer-review

4 Citations (Scopus)

Abstract

Accurate prediction of future daily sales is a crucial step towards optimal management of daily production of a cake factory. In this study, an interacting multiple model integrated kalman filter was used to predict the future daily sales of cake products. Two years daily sale history of 108 cake products were used to train and test the proposed method. Our experiments show that 1) running interacting multiple models of different orders in parallel is more effective than single classical interacting multiple model; 2) when only daily sale data was used, the proposed method predicted 33.54% of sales within ±10% of true sales; 3) when more variables, including festival and weekend, were combined into the prediction, 34.38% of predicted sales were within ±10% of true sales.

Original languageEnglish
Title of host publicationProceedings - 2017 10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017
EditorsQingli Li, Lipo Wang, Mei Zhou, Li Sun, Song Qiu, Hongying Liu
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1-7
Number of pages7
ISBN (Electronic)9781538619377
DOIs
Publication statusPublished - 2 Jul 2017
Event10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017 - Shanghai, China
Duration: 14 Oct 201716 Oct 2017

Publication series

NameProceedings - 2017 10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017
Volume2018-January

Conference

Conference10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics, CISP-BMEI 2017
Country/TerritoryChina
CityShanghai
Period14/10/1716/10/17

Keywords

  • Kalman filter
  • cake factory
  • daily sale prediction
  • interacting multiple models
  • time series

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