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研究生： 楊宗翰
Yang, Chung-Han
論文名稱： 考量價格與需求相關隨機動態產能規劃 - 以TFT-LCD產業為例
Stochastic Dynamic Capacity Planning under Price and Demand dependency for TFT-LCD Industry
指導教授： 林則孟
口試委員:
學位類別： 碩士
Master
系所名稱： 工學院 - 工業工程與工程管理學系
Department of Industrial Engineering and Engineering Management
論文出版年： 2010
畢業學年度： 98
語文別： 中文
論文頁數： 122
中文關鍵詞： 薄膜液晶顯示器 、產能規劃 、需求不確定性 、需求與價格相依性 、隨機動態規劃
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    • 本研究主要探討薄膜液晶顯示器(Thin Film Transistor-Liquid Crystal Display, TFT-LCD)產業的中長期產能規劃問題，此產業市場需求具有劇烈波動，再加上產品的價格隨著市場的需求而變異，但是以往只考量需求變動對於產能規劃的影響，而視產品價格為固定值，如此可能導致過於樂觀的產能擴充計畫，無法達到預期結果。因此如何在這種產業環境下做出穩健的(Robust)產能擴充決策，將是本研究的重心。
    本研究將利用ARIMA(p, d, q)模式建立需求預測分配，考量前後期需求的相依性，將未來需求離散化以情境樹表示之，通過Regression Analysis的手法找到需求與價格的關係式，並建立一個隨機動態規劃模型，以期能在需求不確定、價格不確定性與需求與價格間相依的環境下，做出一穩健的產能擴充計畫。最後通過一實際的產業案例，作為本研究隨機動態規劃模型之輸入參數，將得到的每期產能規劃結果，利用蒙地卡羅模擬(Monte-Carlo Simulation)抽出樣本外之需求情境和價格，並進一步地比較固定價格、需求與價格相依和價格具有不確定性等三種情境下之產能規劃結果，通過比較所有需求情境與價格情境下規劃求得的利潤平均數、標準差、風險測量值(Value at Risk; VaR)，以驗證將變動價格納入考量之隨機動態規劃模式的有效性以及穩健性。
    經過模擬實驗與分析後，可以得到不管是利潤平均數還是風險測量值等指標，將變動價格納入考量之隨機動態規劃模式均會有較佳的結果，此即代表本研究所提出之數學模式確實可以降低更多的風險，並帶來更多的利潤。

    摘要............................................................................................................................... I 目錄............................................................................................................................... II 圖目錄...........................................................................................................................V 表目錄.......................................................................................................................VIII 第一章 緒論........................................................................................................1 1.1 研究背景與動機..............................................................................................1 1.2 研究目的.........................................................................................................6 1.3 研究範圍與限制.............................................................................................7 1.4 論文架構.........................................................................................................7 第二章 文獻回顧................................................................................................9 2.1 需求與價格相關文獻.....................................................................................9 2.2 產能規劃相關文獻........................................................................................11 2.2.1 需求不確定性之產能規劃方法.........................................................11 2.4 需求不確定性之產能規劃研究模式...........................................................14 2.3 風險評估相關文獻........................................................................................16 第三章 TFT-LCD 產業產能規劃問題之特性分析........................................18 3.1 產能供給特性分析.......................................................................................18 3.1.1 生產鏈廠區結構特性分析.................................................................18 3.1.2 生產鏈廠區與產品機種關係特性分析............................................22 3.1.3 供給面(supply side)特性...................................................................24 3.2 需求面特性分析...........................................................................................25 3.2.1 產品特性分析.....................................................................................25 3.2.2 產品需求特性.....................................................................................26 3.3 價格面特性分析............................................................................................29 III 3.4 供給與需求預測之平衡特性分析...............................................................30 3.5 TFT-LCD 產業之產能規劃議題分類...........................................................31 第四章 考量需求不確定性與價格相依性之隨機動態產能規劃..................36 4.1 問題定義........................................................................................................36 4.2 研究模式........................................................................................................39 4.2.1 產生需求分配.....................................................................................41 4.2.2 產生需求情境值與需求轉移機率.....................................................42 4.2.3 產生需求與價格關係.........................................................................45 4.3 需求不確定與價格相依性之單階多廠區動態產能規劃............................48 4.3.1 隨機動態規劃方法說明.....................................................................48 4.3.2 建立隨機動態規劃模型.....................................................................49 4.4 範例說明........................................................................................................52 第五章 模擬實驗與分析..................................................................................72 5.1 模擬實驗架構與結果..................................................................................72 5.1.1 實驗目的..........................................................................................72 5.1.2 樣本內需求情境與價格需求關係分配驗證隨機動態規劃之有效 性..................................................................................................................72 5.1.3 樣本外需求情境與價格驗證隨機動態規劃之穩健性..................74 5.2 實際案例驗證..............................................................................................78 5.2.1 情境說明..........................................................................................78 5.2.2 產生需求分配與需求情境........................................................................79 5.2.3 產生需求與價格關係分配..............................................................81 5.2.4 建立隨機動態規劃模式..................................................................86 5.2.5 隨機動態規劃結果............................................................................87 5.2.5 蒙地卡羅驗證隨機規劃結果............................................................91 第六章 結論與建議..................................................................................................101 IV 6.1 結論.............................................................................................................101 6.2 建議.............................................................................................................101 參考文獻....................................................................................................................103 附錄一 產業案例輸入資料......................................................................................112 附錄二 Demand Sample Path...................................................................................115 附錄三 Simulation Result.........................................................................................119 V 圖目錄 圖1. 1 需求與價格對時間變化圖(資料來源: Display Search) ..................................2 圖1. 2 固定價格與需求關係.......................................................................................3 圖1. 3 相依價格與需求關係........................................................................................4 圖1. 4 產能不足下，兩情境對於損失利益的評估....................................................4 圖1. 5 價格不確定性....................................................................................................5 圖1. 6 價格不確定性下損失利益的評估....................................................................5 圖1. 7 需求與價格關係圖............................................................................................6 圖1. 8 論文組織架構圖................................................................................................8 圖2. 1 在需求不確定下，需求與價格之關係............................................................9 圖2. 2 多重訂價之示意圖..........................................................................................10 圖2. 3 隱藏馬可夫(3 states, 3 observations)..............................................................11 圖2. 4 二階隨機規劃示意圖(朱 2009).....................................................................12 圖2. 5 多階隨機規劃示意圖(朱 2009).....................................................................12 圖2. 6 需求不確定性之產能規劃研究模式(朱 2009).............................................15 圖3. 1 TFT-LCD 產業多階的生產環境，陳(2006)..................................................19 圖3. 2 TFT-LCD 陣列製程(溫 2008)........................................................................19 圖3. 3 TFT-LCD 模組製程(溫 2008)........................................................................20 圖3. 4 TFT-LCD 模組製程(溫 2008).......................................................................20 圖3. 5 多階多廠區環境示意圖(張 2007).................................................................21 圖3. 6 單階層多廠區生產結構(朱 2009).................................................................21 圖3. 7 生產單位轉換(朱 2009).................................................................................22 圖3. 8 TFT-LCD 各世代廠生產不同尺寸面板的切裂數示意圖(陳 2006) ...........22 圖3. 9 TFT-LCD 產業之產品階層架構示意圖，陳(2006)......................................26 圖3. 10 國內三大面板廠之大尺寸出貨量資料(資料來源：公司法說會公開資料) VI .....................................................................................................................................27 圖3. 11 國內某面板廠之出貨量資料(朱 2009).......................................................28 圖3. 12 需求狀態轉移示意圖(朱 2009)...................................................................29 圖3. 13 需求與價格隨時間變化圖(資料來源：Display Search).............................29 圖3. 14 需求與價格關係圖(資料來源：Display Search).........................................30 圖3. 15 三階段產能與產品組合規劃示意圖，陳(2006)........................................32 圖3. 16 兩階隨機規劃法示意圖................................................................................33 圖3. 17「以陰影價格為基之分解演算法」示意圖，示(2008)..............................34 圖3. 18 以情境樹為基之多階隨機規劃示意圖(朱 2009).......................................35 圖3. 19 隨機動態規劃決策示意圖(朱 2009)...........................................................35 圖4. 1 考量需求不確定性與價格需求相依性之研究模式......................................39 圖4. 2 研究方法與進行步驟.....................................................................................40 圖4. 3 ARIMA(p,d,q) 需求預測模型建立步驟(朱2009)........................................42 圖4. 4 需求情境的產生..............................................................................................43 圖4. 5 需求情境樹(Demand Scenario Tree)示意圖.................................................43 圖4. 6 Regression Analysis 之流程............................................................................45 圖4. 7 (Linear) ............................................................................................................46 圖4. 8 (Quadratic) .......................................................................................................46 圖4. 9（Cubic）.........................................................................................................47 圖4. 10 需求與價格關係圖........................................................................................47 圖4. 11 價格建構步驟流程........................................................................................48 圖4. 12 隨機動態規劃時序圖(朱 2009)...................................................................48 圖4. 13 調整斜率之關係圖........................................................................................67 圖5. 1 三種不同模型之輸入需求與價格型態..........................................................73 圖5. 2 蒙地卡羅驗證架構..........................................................................................74 圖5. 3 單階多廠區架構示意圖..................................................................................79 VII 圖5. 4 32.0" Linear Regression...................................................................................82 圖5. 5 32.0" Quadratic Regression .............................................................................83 圖5. 6 32.0" Cubic Regression....................................................................................83 圖5. 7 14.1"A ..............................................................................................................84 圖5. 8 20.1"A ..............................................................................................................85 圖5. 9 22.0"A ..............................................................................................................85 圖5. 10 32.0"B ............................................................................................................85 圖5. 11 37.0"A ............................................................................................................86 圖5. 12 14.1”A 需求資料...........................................................................................91 圖5. 13 14.1”A 價格資料..........................................................................................92 圖5. 14 20.1”B 需求資料..........................................................................................92 圖5. 15 20.1”B 價格資料..........................................................................................92 圖5. 16 22.0”A 需求資料..........................................................................................93 圖5. 17 22.0”A 價格資料...........................................................................................93 圖5. 18 32.0”B 需求資料...........................................................................................93 圖5. 19 32.0”B 價格資料...........................................................................................94 圖5. 20 37.0”A 需求資料...........................................................................................94 圖5. 21 37.0”A 價格資料........................................................................................94 圖5. 22 14.1”A 產能資訊..........................................................................................95 圖5. 23 20.1”B 產能資訊..........................................................................................96 圖5. 24 22.0”A 產能資訊..........................................................................................96 圖5. 25 32.0”B 產能資訊...........................................................................................97 圖5. 26 37.0”A 產能資訊...........................................................................................97 圖5. 27 Profit distribution of different optimization model........................................98 VIII 表目錄 表3. 1 多期產品需求示意圖(朱 2009).....................................................................26 表3. 2 某產品機種之需求預測資料(朱 2009).........................................................28 表3. 3 產能規劃問題分類(朱 2009).........................................................................31 表4. 1 37.0"需求與價格之歷史資料(display search 04-06) .....................................45 表4. 2 37.0"需求與價格之歷史資料(display search 07-09) .....................................46 表4. 3 規劃期間內各期之需求分配.........................................................................52 表4. 4 Fixed Price Policy(n=3) ...................................................................................55 表4. 5 Fixed Price Policy(n=2) ...................................................................................57 表4. 6 Fixed Price Policy(n=1) ...................................................................................58 表4. 7 Relative Price Policy(n=3)...............................................................................59 表4. 8 Relative Price Policy(n=2)...............................................................................60 表4. 9 Relative Price Policy(n=1)...............................................................................62 表4. 10 Price Uncertainty Policy(n=3) .......................................................................63 表4. 11 Price Uncertainty Policy(n=2) .......................................................................64 表4. 12 Price Uncertainty Policy(n=1) .......................................................................66 表4. 13 斜率變化下產能擴充決策差異比較...........................................................68 表4. 14 標準差變化下產能擴充決策差異比較........................................................69 表4. 15 斜率為-0.02 下固定價格決策....................................................................70 表5. 1 移轉機率矩陣 表5. 2 移轉機率累積分配.................75 表5. 3 需求情境範例..................................................................................................75 表5. 4 14.1”A 產品每期之需求預測.........................................................................76 表5. 5 14.1”A 根據需求情境算出之需求情境值.....................................................76 表5. 6 蒙地卡羅抽樣結果..........................................................................................77 表5. 7 通過反函數推論出error term 的值............................................................77 IX 表5. 8 對應需求情境值下的價格..............................................................................77 表5. 9 五種產品年出貨量資料(07’01~07’12) ..........................................................79 表5. 10 五種產品的需求預測模型............................................................................80 表5. 11 離散化後的需求情境值................................................................................81 表5. 12 32.0" 出貨量與價格資料..........................................................................82 表5. 13 固定價格規劃結果(T=1) .............................................................................88 表5. 14 固定價格規劃結果(T=2) ..............................................................................88 表5. 15 固定價格規劃結果(T=3) ..............................................................................88 表5. 16 固定價格規劃結果(T=4) ..............................................................................89 表5. 17 固定價格規劃結果(T=5) ..............................................................................89 表5. 18 相依價格規劃結果(T=1) ..............................................................................89 表5. 19 相依價格規劃結果(T=2) ..............................................................................89 表5. 20 相依價格規劃結果(T=3) ..............................................................................89 表5. 21 相依價格規劃結果(T=4) ..............................................................................90 表5. 22 相依價格規劃結果(T=5) ..............................................................................90 表5. 23 價格不確定性規劃結果(T=1) ......................................................................90 表5. 24 價格不確定性規劃結果(T=2) ......................................................................90 表5. 25 價格不確定性規劃結果(T=3) ......................................................................90 表5. 26 價格不確定性規劃結果(T=4) ......................................................................91 表5. 27 價格不確定性規劃結果(T=5) ......................................................................91 表5. 28 平均數和變異數比較表...............................................................................97 表5. 29 mean & VaR measure of the simulation result (USD)...................................99

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