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研究生: 劉志洋
Liu, Chih-Yang
論文名稱: 利用混沌理論建立供應鏈短期需求預測方法-以洋鑫金屬為例
Building Short-Term Forecasting in Supply-chain with Chaotic Theory - Case Study with YooungSing Metal Co. Ltd.
指導教授: 利德江
Li, Der-Chiang
學位類別: 碩士
Master
系所名稱: 管理學院 - 經營管理碩士學位學程(AMBA)
Advanced Master of Business Administration (AMBA)
論文出版年: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 72
中文關鍵詞: 供應鏈短期需求預測混沌理論相空間近似法
外文關鍵詞: supply chain, short-term demand forecasting, chaos theory, phase space approximation approach
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  • 某些專門針對企業進行銷售之批發零售廠商,如金屬材料、五金、包材等廠商的銷售行為觀察發現,由於該廠商位處供應鏈中階,且下游顧客群大多分屬不同的終端產品供應鏈體系,往往會發生上、下游需求資訊不對稱的現象。在此種情況下,批發商無法事先針對產品進行統整性的需求預測,僅能利用過往的銷售資訊進行例行的備料作業。如何在缺貨、存貨成本下取得最適平衡,本研究採用混沌理論為基礎來整合多供應鏈系統之非線性需求變化,並結合相空間局部近似法與倒傳遞類神經網路來建構短期需求之預測模式。最後以個案公司實例資料進行效果驗證,其結果顯示本研究所提出之方法確較灰預測GM(1,1)與傳統類神經網路有更穩定與準確之預測效果。

    Some wholesalers who focus on business-to-business selling are playing a role as the intermediators between different supply chains. Under such situation, however, the demand information the wholesalers can obtain is always asymmetrical. How to integrate the demands from different supply chains for the wholesalers to accurately prepare their stocks in advanced has become an important issue. This paper employs the Chaos theory to integrate the non-linear changes of theses demands; in addition, the phase space of local approximation and the back-propagation neural networks (BPN) are taken to build the forecasting model. In the experiment, this research took a real case as an example for validation. The results show that the proposed procedure outperforms the GM (1,1) of grey theorem and traditional BPN.

    目錄 摘要I AbstractII 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2 1.3 研究目的2 1.4 研究流程與步驟2 第二章 文獻回顧5 2.1 供應鏈管理5 2.1.1供應鏈管理定義5 2.1.2 供應鏈管理之不確定因素5 2.2 需求預測7 2.3 傳統線性時間序列型的預測方法8 2.3.1 移動平均法8 2.3.2 指數平滑法9 2.3.3 迴歸分析法10 2.3.4 自我迴歸移動平均整合法10 2.4 非線性預測方法10 2.4.1 導傳遞類神經網路10 2.4.2 灰預測理論12 2.5 混沌時間序列14 2.5.1 混沌理論14 2.5.2 混沌時間序列之特性21 2.6 相空間局部近似法之應用21 第三章 研究方法24 3.1 混沌現象之判定24 3.2 相空間局域近似法25 3.2.1 理論基礎25 3.2.2 模式推導及說明26 第四章 實證研究32 4.1 個案描述32 4.1.1 模型建置35 4.1.2 預測誤差評估指標36 4.2 實驗設計與預測結果36 4.2.1 混沌序列判別37 4.2.2 相空間重建38 4.2.3 實證預測結果40 4.3預測準確度評估46 第五章 結論與後續研究方向48 5.1 研究限制48 5.2 後續研究建議49 參考文獻50 附錄 各預測方法之實驗結果彙整56

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