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研究生: 林柏彰
Lin, Bo-Jhang
論文名稱: 應用盒鬚圖於非等區間灰預測模式 求解短期時間序列-以不斷電系統製造商為例
Incorporating Box-and-Whisker Plots in Non-Equigap Grey Model for Learning Short-Term Time Series Data – An Example of an Uninterruptible Power Supply Manufacturer
指導教授: 利德江
Li, De-Jiang
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業與資訊管理學系碩士在職專班
Department of Industrial and Information Management (on the job class)
論文出版年: 2013
畢業學年度: 101
語文別: 中文
論文頁數: 72
中文關鍵詞: 非等間距灰預測非等間距短期時間序列資料盒鬚圖
外文關鍵詞: NGM(1,1), short-term time series data, Box-and-Whisker plots
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  • 在全球性競爭壓力下,產品生命週期除了變得更短外,各家廠商莫不以削價進行市占率的侵蝕,此種現象在電子產業尤甚。在如此高競爭的產業中,藉以推估趨勢的長期資料已不可得,因此如何藉由短期的資料推估未來需求以因應生產線的人力配置,是一個值得探討的問題。此外,由於供應鏈內的長鞭效應往往會延遲資訊的傳遞,使得下游的批發商所提供的需求並不穩定(即非等間距)。雖然非等間距灰預測模式NGM(1,1)常被應用在此類的學習問題上,然而其預測值的準確度仍可藉由決定背景值而進行改善。事實上,參數 才是決定此些背景值的重要關鍵。因此本研究使用各期資料的落點資訊取代 而提出一個改良的NGM(1,1)模型,其中落點資訊是藉由模糊隸屬函數(MF)所決定,而MF則是基於盒鬚圖對合理值域的定義所建構。本研究以國內某龍頭不斷電系統製造商為例,蒐集2011年至2012年間對於某單一產品的需求量做為研究標的。實驗結果顯示,本研究所提出的改良型非等間距灰預測模式BWNGM(1,1)確實較傳統非等間距灰預測模式NGM(1,1)於個案資料中有較佳的預測準確度。
    關鍵字:非等間距灰預測、非等間距短期時間序列資料、盒鬚圖

    Under the pressure of global competition, product life cycles are becoming shorter; in addition, enterprises are trying to increase more market shares by reducing product prices. Such competition is especially intense in the electronics industry, and long-term data used to infer future demands is no more available. Therefore, obtaining future demands through short-term data to allocate the manpower of production lines is worthy of investigation. In addition, the demands provided by distributors usually represent unstable (i.e. non-equigap), since the bullwhip effect existing in the supply chains always delays the information delivery. Although the non-equigap grey model (NGM) is widely applied to this learning problem, there still exists one way to improve the accuracy of the predictors by determining the background values. In fact, the coefficient that decides those actually plays the key role. Therefore, an improved NGM(1,1) model, called the BWNGM(1,1), is proposed by taking the location information (LI) of each datum to replace the , where the LI is determined by the fuzzy membership function (MF), and the MF is constructed based on the reasonable value locating ranges defined by the Box-and-Whisker plots. The experiment dataset containing the demands of a product from 2011 to 2012 is collected from the leading UPS (uninterruptible power supply) manufacturer in Taiwan. The results shown that the predictive accuracies of the BWNGM(1,1) is better than those of the NGM(1,1).
    Key words:NGM(1,1), short-term time series data, Box-and-Whisker plots

    摘要 I Abstract II 誌謝 III 目錄 IV 圖目錄 VII 表目錄 VIII 第一章 緒論 1 1.1 研究背景 1 1.2 研究動機 4 1.3 研究目的 5 1.4 研究流程 5 第二章 文獻探討 7 2.1 小樣本學習方法 7 2.2 短期時間序列方法 11 2.2.1 自我迴歸移動平均整合模式 13 2.2.2 其他學習方法 15 2.3 灰色系統理論 18 2.3.1 灰色系統研究內容 18 2.3.2 傳統灰預測模型GM(1,1) 21 2.3.3 非等間距灰預測模型NGM(1,1) 23 2.3.4 灰預測模型的改良 27 2.3.5 灰預測模型的應用 36 第三章 研究方法 44 3.1 落點資訊 45 3.1.1 合理值域推估 45 3.1.2 建構模糊三角隸屬函數 48 3.1.3 落點資訊計算 49 3.2 考量落點資訊之灰預測模型 50 第四章 實例驗證 53 4.1 實驗資料說明 53 4.2 實驗環境 53 4.2.1 實驗方式 54 4.2.2 預測誤差評估指標 54 4.3 建模實例 55 4.3.1 NGM(1,1)的建模實例 56 4.3.2 BWNGM(1,1)的建模實例 57 4.4 實驗結果 58 第五章 結論與建議 60 5.1 結論 60 5.2 建議 61 參考文獻 62 中文部分 62 英文部分 62

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