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Supply limit increases in your own provinces through developing them and in all provinces when you reach certain military tech levels but is also reduced during winter.
If you are moving a large army, you might want to check the supply limit of the provinces they're moving through to take a route that avoids attrition or split the army in two and get each half to take a different route to their destination.
Certain nations have traditions that reduce attrition, there is also an idea in Defensive Ideas and certain Policies you can enact (depending on which Idea groups you have) which will also help.
Check http://www.eu4wiki.com/Army for more in depth info.
Hope this helps