International Journal of Machine Learning (IJOML)
Vol. 1 No. 1 (2026): IJOML Volume 1, Number 1, June 2026

Stability-Aware Hierarchical Forecasting: Synergizing Conformal Prediction with Decomposition Ensembles

Damar Nurcahyono (Department of Information Technology, Politeknik Negeri Samarinda, Indonesia)
Rajiansyah Rajiansyah (Department of Computer Science and Systems Engineering, Wroclaw University of Science and Technology, Poland)
Hamdani Hamdani (Universitas Nahdlatul Ulama Kalimantan Timur, Indonesia)



Article Info

Publish Date
28 Jan 2026

Abstract

Accurate retail demand forecasting is frequently impeded by high-dimensional hierarchies and intermittent sales patterns, which destabilize traditional models and compromise operational decision-making. To address these challenges, this study develops a stability-aware forecasting framework that unifies global machine learning ensembles with hierarchical reconciliation and conformal uncertainty calibration. Utilizing the large-scale M5 dataset, the methodology synergizes decomposition-based feature engineering with a global Light Gradient Boosting Machine (LightGBM), reinforced by a robust Bottom-Up reconciliation strategy and Centered Conformalized Quantile Regression (CQR). Empirical results based on rolling-origin cross-validation demonstrate that the proposed framework achieves a superior Weighted Root Mean Squared Scaled Error (WRMSSE) of 8.7723, significantly outperforming both the standalone LightGBM (9.4846) and the Seasonal Naïve baseline (10.1740). Furthermore, the Centered CQR mechanism effectively balances predictive sharpness with coverage, attaining a Scaled Pinball Loss (SPL) of 0.2347, thereby mitigating error degradation often observed in sparse data regimes. These findings confirm that integrating structural decomposition with rigorous reconciliation acts as a potent regularizer, offering a scientifically robust solution for managing non-stationarity and signal sparsity in complex retail supply chains.

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Journal Info

Abbrev

ijoml

Publisher

Subject

Computer Science & IT Decision Sciences, Operations Research & Management

Description

The International Journal of Machine Learning (IJOML) provides a global forum for disseminating high-quality, peer-reviewed research on theoretical foundations, methodological innovations, and applied advancements in machine learning. The journal emphasizes transparency, reproducibility, and ...