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研究生: 吳秉衡
Wu, Ping-heng
論文名稱: 混沌需求型態下供應鏈長鞭效應之研究
Bullwhip effect in supply chain based on chaotic demand
指導教授: 王泰裕
Wang, Tai-yue
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系
Department of Industrial and Information Management
論文出版年: 2007
畢業學年度: 95
語文別: 中文
論文頁數: 62
中文關鍵詞: 長鞭效應混沌時間序列Mackey-Glass方程式供應鏈管理
外文關鍵詞: supply chain management, bullwhip effect, chaotic time series, Mackey-Glass equation
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  • 隨著全球化貿易日益頻繁,企業面對的是全球的競爭對手,因此供應鏈管理也就越來越重要。有效的供應鏈管理可以幫助供應鏈上各成員將正確數目與品質的產品在正確的時間及地點送達正確的顧客手中。「長鞭效應」是供應鏈中常見的現象,所謂的長鞭效應就是供應鏈下游需求有些微的改變,會造成供應鏈上游訂購量及存貨量較大的波動,且是越往上游波動起伏越大。混沌需求型態下的長鞭效應並未被深入研究及探討,因此本篇論文主要針對混沌需求型態的供應鏈探討其長鞭效應的成因。事實上並非一定要非常特殊的商品才具有混沌需求的特性,舉凡像是冷氣機和電源供應器相關裝置等等,都已經有學者證實其需求為混沌系統。因混沌型態的需求特性,導致需求更不容易預測,因而增加供應商的存貨或零售商的訂貨量,使得長鞭效應的情形更為嚴重,因此混沌系統的需求不穩定的特性對於長鞭效應的影響也是本篇論文所要探討的重點。
    本研究利用Gupta改良之Mackey-Glass方程式進行需求端數學模式的建立,在供應端則定義最佳訂貨量為使預期存貨達到管理人員訂定之目標存貨量,最後根據這兩個數學模型推導出能夠衡量需求端和供應端長鞭效應的兩個衡量指標值,藉此找出影響混沌需求型態下長鞭效應的主要成因,並探討兩指標值背後的管理意義。
    經由模式推導及實證結果分析,影響混沌需求型態下長鞭效應的主要因素為前置時間,且前置時間的長短和兩衡量指標值有顯著的正相關。也就是說前置時間越長則會使得需求和供應兩端長鞭效應的情形越顯著。最後經由敏感度分析可以找出管理人員須盡力將前置時間控制在變動幅度較小的可接受範圍內,並且讓管理者了解模式建立時各參數值設定的合理數值。

    Supply chain management is getting more important to an enterprise because of the blooming international business and the intensive competition. The efficient SCM can create common benefit among suppliers, distributors, retailers, and other firms within the supply chain. Bullwhip effect is a well known phenomenon in the supply chain and it makes the order costs or the holding costs of the members in the supply chain increasing. Previous researches haven't profoundly studied the bullwhip effect based on chaotic demand. Thus, this research will study the bullwhip effect based on chaotic demand in a supply chain.
    In this study, we use the adjusted Mackey-Glass equation as the demand model, and the best order quantity that makes the expected inventory up to the target inventory is obtained. Finally, the main cause of the bullwhip effect based on chaotic demand is found by using the demand model and the supply model.
    Through empirical analysis, it is found that the major factor of the bullwhip effect with chaotic demand is lead time. The longer the length of lead time is, the more distinct the bullwhip effect is. Finally, the acceptable scope of lead time and the parameters of the model by using sensitive analysis are obtained.

    摘要 I Abstract II 致謝 III 目錄 IV 表目錄 VI 圖目錄 VII 第一章 緒論 1 第一節 研究動機 1 第二節 研究目的 2 第三節 研究範圍與限制 2 第四節 研究流程 3 第五節 論文大綱 4 第二章 文獻探討 5 第一節 供應鏈管理 5 第二節 長鞭效應 8 第三節 減低長鞭效應的方法 10 第四節 混沌時間序列 15 第五節 混沌時間序列預測方法 20 第六節 小結 21 第三章 長鞭效應的衡量及探討 22 第一節 符號表 22 第二節 存貨端衡量指標 23 第三節 訂貨端衡量指標 29 第四節 長鞭效應之探討 34 第五節 小結 37 第四章 模式驗證與分析 39 第一節 資料收集與處理 39 第二節 兩衡量指標值之計算與分析 41 第三節 敏感度分析 47 第四節 小結 51 第五章 結論與建議 52 第一節 研究結論 52 第二節 建議和後續研究方向 53 參考文獻 54 附錄 A、各種類型冷氣機實際之銷售資料 56 自述 62

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