簡易檢索 / 詳目顯示

研究生: 羅心蓮
Shin-Lian Lo
論文名稱: 層級式預測方法論-以液晶監視器為例
Hierarchical Forecasting Methodology for LCD Monitor
指導教授: 林則孟
王福琨
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: 2005
畢業學年度: 93
語文別: 中文
論文頁數: 194
中文關鍵詞: 層級式預測液晶監視器迴歸分析轉移函數聯立方程式
外文關鍵詞: Hierarchical forecasting, LCD monitor, Regression analysis, Transfer function, Simultaneous equations model
相關次數: 點閱:1下載:0
分享至:
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報
  •   在現今以「需求為導向」且變化快速的產業,若能藉由預測,掌握市場或顧客的需求,促進產銷協調,將可大大增加產業競爭力;然而,隨著技術進步,產品趨向少量多樣化,若針對每一品項進行預測,不僅所需的時間費用和人力龐大,而且增加預測複雜度。因此為有效管理大量的預測作業,「層級式預測」方法論因應產生;過去部份學者認為由上而下(top-down)預測方式較佳,因總合的預測較準,細項的變異可互相抵消掉,然而亦有部份學者認為若將個別項目加總,會損失部分資訊、產生偏誤,因而較支持由下而上(bottom-up)預測方式。總之,何種預測方式較佳,至今尚未出現一致性的結論。
      本研究以液晶監視器為實證研究對象,液晶顯示器產業為目前政府推動兩兆雙星計劃之重點發展產業之一,亦為一高脈動速度的產業,透過層級式預測方法論建立各層級市場之需求預測,以期找出最適預測階層及預測方式。本研究提出之層級式預測方法論共包含五個階段:首先利用集群分析考量多個產品屬性,建立產品階層結構;在預測方法上,結合迴歸分析、轉移函數以及同時考量價量因果關係之聯立方程式建立各階層預測模型,並且找出影響各階層需求量之外部驅動因素;接著採用多種預測方式及比例分配法展開至各階層,獲得上、下階層一致的預測結果;最後比較不同預測方式之各階層預測誤差,以找出最適預測階層及預測方式。
      不同於過去學者探討由上而下或由下而上為最佳預測方式,本研究結果發現:在所建立之產品階層結構及預測模型下,以中間層為最適預測階層,且採取middle-out預測方式可獲得整體最佳的預測結果,不但突破了過去層級式預測相關研究之看法,同時可作為液晶監視器廠商預測未來市場需求發展趨勢之參考。


      For demand-oriented and fast changing industries nowadays, if enterprises are capable to forecast market demand or customers’ needs, then it can improve the coordination of supply and demand and increase the industry competition. However, with technology progress, products are trending to various types with small amounts. If enterprises forecast every individual product item, it will increase the complexity of forecasting activity. To manage a great deal of forecasting tasks efficiently, the hierarchical forecasting methodology comes into being. In the past, some studies indicated that top-down was a better forecasting approach since the variances of individual items could be canceled out by aggregating. On the contrary, other studies considered that aggregating individual items would lose some of valuable information and result in biases instead, so they preferred the bottom-up forecasting approach. As for which approach is better, there has not been consistent agreement so far.
      TFT-LCD (thin film transistor-liquid crystal display) is one of the key industries with high clockspeed at present in Taiwan. In this study, LCD monitor is taken as empirical research subject. Through hierarchical forecasting methodology, we carry out demand forecasts at each product level, and then look for the best level and forecasting approach expectantly. The hierarchical forecasting methodology proposed in this paper consists of five stages. First, a few product attributes are considered to build product hierarchy by using cluster analysis. Second, exogenous driven factors that affect demand quantity significantly are identified at each level of product hierarchy. Third, a number of forecasting techniques are combined, including regression analysis, transfer function, and simultaneous equations model that considers causal relationship between quantity and price to forecast future demand at each level of product hierarchy. Forth, various forecasting approaches and disaggregation proportion methods are adopted to obtain consistent demand forecasts at each level of product hierarchy. Fifth, forecast errors with different forecasting approaches are assessed respectively to find out the best forecasting level and approach.
      Different from previous studies regarding top-down or bottom-up as the best forecasting approach, the research results in this paper show that based on the built product hierarchy and forecasting models, the middle level of product hierarchy is the best level to be forecasted, and the best forecasting results of all levels can be obtained by using middle-out forecasting approach. These results not only break through the standpoints of related hierarchical forecasting studies in the past, but also could be the guide for LCD manufacturers and brands to forecast market demand in the future.

    第一章 緒論  1.1 研究動機  1.2 研究目的  1.3 研究範圍與限制  1.4 研究流程 第二章 文獻探討  2.1 液晶顯示器市場概況  2.2 預測相關理論   2.2.1 預測定義   2.2.2 預測分類   2.2.3 預測目的   2.2.4 市場需求預測  2.3 層級式預測   2.3.1 層級式預測說明   2.3.2 層級式預測方式比較   2.3.3 影響層級式預測績效之因素  2.4 產品階層  2.5 產品屬性理論 第三章 層級式預測方法論  3.1 研究架構  3.2 產品市場分類   3.2.1 集群分析   3.2.2 分析流程  3.3 外部驅動因素分析  3.4 預測模式構建   3.4.1 各種預測方法   3.4.2 迴歸分析   3.4.3 ARIMA轉移函數   3.4.4 聯立方程式模型  3.5 比例分配方法   3.5.1 簡單平均分配   3.5.2 遞延分配   3.5.3 移動平均分配   3.5.4 加權移動平均分配  3.6 預測能力評估  3.7 方法論比較  3.8 資料來源 第四章 液晶監視器層級式需求預測模型建立  4.1 液晶監視器市場第一層級(Level 1)需求預測   4.1.1 預測變數說明   4.1.2 外部驅動因素分析   4.1.3 預測模型建立   4.1.4 第一層級(Level 1)預測結果與解釋  4.2 液晶監視器市場第二層級(Level 2)需求預測   4.2.1 產品階層結構建立   4.2.2 預測變數說明   4.2.3 外部驅動因素分析   4.2.4 預測模型建立   4.2.5 預測結果與解釋   4.2.6 第二層級(Level 2)預測小結  4.3 液晶監視器市場第三層級(Level 3)需求預測   4.3.1 預測變數說明   4.3.2 外部驅動因素分析   4.3.3 預測模型建立   4.3.4 預測結果與解釋   4.3.5 第三層級(Level 3)預測小結  4.4 Phase I總結 第五章 液晶監視器最適預測階層探討  5.1 各階層一致性預測   5.1.1 聚合   5.1.2 解析  5.2 預測績效評估   5.2.1 預測誤差計算   5.2.2 最適預測階層  5.3 Phase II總結  5.4 管理層面意涵 第六章 結論與建議  6.1 結論  6.2 後續研究建議 參考文獻 附錄一:各尺寸液晶監視器(第二層級)預測模型 附錄二:各尺寸液晶監視器各地區(第三層級)預測模型

    1.王瓊敏,「電腦關鍵零組件之價格預測模式」,國立中央大學工業管理研究所碩士論文,2000。
    2.方世傑,「市場預測方法一百種」,臺北:書泉出版社,1996。
    3.仇士元,「加總模型的預測效果-以台灣地區汽車銷售量資料為例」,長庚大學企業管理研究所碩士論文,2003。
    4.江啟明,「模組化行銷偵測系統」,國立交通大學管理科學研究所碩士論文,1988。
    5.周文賢,「行銷管理:市場分析與策略規劃」,臺北:智勝文化,1999年8月。
    6.徐佳豪,「需求之聚合與預測策略研究」,國立台灣大學工業工程研究所碩士論文,2001。
    7.徐桂祥,「灰色系統在商情預測上之研究」,國立雲林技術學院資訊管理技術研究所碩士論文,1997。
    8.高銘汶,「桌上型電腦液晶螢幕(LCD)的消費者行為」,國立台灣科技大學工業管理系研究所碩士論文,2002。
    9.張晴翔,「產品生命週期策略性預測系統」,東海大學工業工程研究所碩士論文,1999。
    10.黃俊英,「多變量分析」,中國經濟企業研究所,2000。
    11.黃協鵬,「考慮產品層級關係之需求規劃分析系統」,國立台灣大學工業工程研究所碩士論文,2003。
    12.曾國雄、鄧振源,「多變量分析(I) 理論應用篇」,臺北,1986。
    13.楊浩二,「多變量統計方法」,1997。
    14.榮泰生,「消費者行為」,五南圖書出版公司,1999。
    15.劉大鵬,「TFT-LCD價格快速下跌與廠商因應之道」,工研院經資中心顯示器產業情報,台北,2000年。
    16.劉家豫,「我國個人電腦消費者購買行為及行銷策略之研究」,國立政治大學企業管理研究所碩士論文,1985。
    17.歐嘉瑞,「台灣地區小汽車供需模型之研究」,國立交通大學運輸管理研究所博士論文,1994。
    18.盧舜年、鄒坤霖,「供應鏈管理的第一本書」,臺北:商周出版,2002。
    19.薛國強,「應用類神經網路與模糊神經網路於智慧型銷售量預測系統建立之研究」,高雄工學院管理科學研究所碩士論文,1996。
    20.蕭鏡堂,「產業行銷學」,華泰書局,1999。
    21.魏銘佐,「企業預測理論與實證研究」,國立中興大學企業管理研究所碩士論文,1999。
    22.羅文坤,「行銷傳播學」,三民書局,1986。
    23.Aigner, D. J. and Goldfeld, S. M., “Estimation and Prediction from Aggregate Data when Aggregates are Measured More Accurately than their Components”, Econometrica, Vol. 42, No. 1, pp. 113-134, 1974.
    24.Ashton, A. and Ashton, R., “Aggregating Subjective Forecasts: Some Empirical Results”, Management Science, Vol. 31, No. 12, pp. 1499-1508, 1985.
    25.Autobox, Version 5.0, Automatic Forecasting Systems, Hatboro, PA, 2002.
    26.Bates, J. M. and Granger, C. W. J., “The Combination of Forecasts”, Operations Research Quarterly, Vol. 20, pp. 451-468, 1969.
    27.Bopp, A., “On Combining Forecasts: Some Extensions and Results”, Management Science, Vol. 31, No. 12, pp. 1492-1498, 1985.
    28.Box, G. E. P., Jenkins, G. M., and Reinsel, G. C., “Time Series Analysis: Forecasting and Control”, NJ: Prentice-Hall, Englewood Cliffs, 1994.
    29.Chamber, J. C., Mullick, S. K., and Smith, D. D., “How to Choose the Right Forecasting Technique”, Harvard Business Review, July - Aug., 1971.
    30.Chang, Sue L., “The Role of Marketing Research in Forecasting at Lennox Industries”, The Journal of Business Forecasting, Vol. 12, No. 2, p. 23, Summer, 1993.
    31.Chase, C. W., “Selecting the Appropriate Forecasting Method”, The Journal of Business Forecasting, Vol. 16, No. 3, p. 2, Fall, 1997.
    32.Collins, D. W., “Predicting Earning with Sub-entity Data: Some Further Evidence”, Journal of Accounting Research, Vol. 14, No. 1, pp. 161-177, 1976.
    33.Dalrymple, D. J., “Results from a 1983 United States Survey”, International Journal of Forecasting, Vol. 3, No. 3, pp. 379-391, 1987.
    34.Dangerfield, B. J. and Morris, J. S., “An Empirical Evaluation of Top-down and Bottom-up Forecasting Strategies”, Proceedings of the 1988 Meeting of Weatern Decision Sciences Institute, pp. 322-324, 1988.
    35.Dangerfield, B. J. and Morris, J. S., “Top-down or bottom-up: Aggregate versus disaggregate extrapolations”, International Journal of Forecasting, Vol. 8, No. 2, pp. 233-241, 1992.
    36.Dekker, M., Karel, van Donselaar, and Pim, Ouwehand, “How to Use Aggregation and Combined Forecasting to Improve Seasonal Demand Forecasts”, International Journal of Production Economics, Vol. 90, No. 2, pp. 151-167, 2004.
    37.DisplaySearch Desktop Monitor Shipment Quarterly Report, Q1`00~Q1`05.
    38.Douglas, C. M. and Elizabeth, A. P., “Introduction to Linear Regression Analysis”, Wiley Inter. Science, New York, 1992.
    39.Dunn, D. M., Williams, W. H., and Spiney, W. A., “Analysis and Prediction of Telephone Demand in Local Geographic Areas”, The Bell Journal of Economics and Management Science, Vol. 2, No. 2, pp. 561-576, 1971.
    40.Dunn, D. M., Williams, W. H., and DeChaine, T. L. “Aggregate versus Subaggregate Models in Local Area Forecasting”, Journal of the American Statistical Association, Vol. 71, No. 1, pp. 68-71, 1976.
    41.Edwards, J. B. and Orcutt, G. H., “Should Aggregation prior to Estimation be the Rule? ”, Review of Economics and Statistics, Vol. 51, No. 4, pp. 409-420, 1969.
    42.Fine, C. H., “Clockspeed: Winning Industry Control in the Age of temporary Advantage”, NY: Perseus, 1998.
    43.Fliedner, E. B. and Lawrence, B., “Forecasting System Parent Group Formulation: an Empirical Application of Cluster Analysis”, Journal of Operations Management, Vol. 12, No. 2, pp. 119-130, 1995.
    44.Fliedner, E. B. and Mabert, V. A., “Constrained Forecasting: Some Implementation Guidelines”, Decision Sciences, Vol. 23, No. 5, pp. 1143-1161, 1992.
    45.Fliedner, G., “An Investigation of Aggregate Variable Time Series Forecast Strategies with Specific Subaggregate Time Series Statistical Correlation”, Computer and Operations Research, Vol. 26, No. 11, pp. 1133-1149, 1999.
    46.Fliedner, G., “Hierarchical Forecasting: Issues and Use Guidelines”, Industrial Management and Data Systems, Vol. 101, No. 1, pp. 5-12, 2001.
    47.Fogarty, D. W. and Hoffman, T. R., “Production and Inventory Management”, Cincinnati: South-Western, 1984.
    48.Green, P. E. and Krieger, Abba M., “Alternative Approaches to Cluster-based Market Segmentation”, Journal of the Market Research Society, Vol.37, No.3, pp. 221-237, 1995.
    49.Granger, C. W. J. and Newbold, P., “Forecasting Economic Time Series”, New York: Academic Press, 1977.
    50.Gross, C. W. and Sohl, J. E., “Disaggregation Methods to Expedite Product Line Forecasting”, Journal of Forecasting, Vol. 9, No. 3, pp. 233-254, 1990.
    51.Herbig, P. A., Milewicz, J., and Golden, J. E., “The Dos and Don’ts of Sales Forecasting”, Industrial Marketing Management, Vol. 22, No. 1, pp. 49-57, 1993.
    52.Kinney, W. R. Jr., “Predicting Earnings: Entity vs. Sub-entity Data”, Journal of Accounting Research, Vol. 9, No. 1, pp. 127-136, 1971.
    53.Kohn, R., “When is an Aggregate of a Time Series Efficiently Forecast by its Past? ”, Journal of Econometrics, Vol. 18, No. 3, pp. 337-349, 1982.
    54.Lee, H. L., Padmanabhan, V., and Whang, S., “The Bullwhip Effect in Supply Chains”, Sloan Management Review, Spring, 1997.
    55.Lee, H. L., Padmanabhan, V., and Whang, S., “Information Distortion in a Supply Chain: Bullwhip Effect”, Management Science, Vol. 43, No. 4, pp. 546-558, 1997.
    56.Lewis, C. D., “Industrial and Business Forecasting Methods”, London: Butterworths, 1982.
    57.Lutkepohl, H., “Forecasting Contemporaneously Aggregated Vector ARMA Processes”, Journal of Business and Economic Statistics, Vol. 2, No. 3, pp. 201-214, 1984.
    58.Makridakis, S., Wheelwright, S. C., and McGee, V. E., “Forecasting: Methods and Applications”, New York: Wiley, 1983.
    59.Makridakis, S. and Winkler, R. L., “Averages of Forecasts: Some Empirical Results”, Management Science, Vol. 29, No. 9, pp. 987-996, 1983.
    60.Malone, T. W., “Modeling Coordination in Organizations and Markets”, Management Science, Vol. 33, No. 10, pp. 1317-1332, 1987.
    61.Mathews, B. and Diamantopoulos, A., “Managerial Intervention in Forecasting: an Empirical Investigation of Forecast Manipulation”, International Journal of Research in Marketing, No. 3, Fall, pp. 3-10, 1986.
    62.McLeavey, D. W. and Narasimhan, S. L., “Production and Inventory Control”, Newton: Allyn and Bacon, 1985.
    63.Miller, J. G., Berry, W., and Lai, C.-Y.F., “A Comparison of Alternative Forecasting Strategies for Multi-stage Production Inventory Systems”, Decision Sciences, Vol. 7, No. 4, pp. 714-724, 1976.
    64.Muir, J.W., “The Pyramid Principle”, Proceedings of 22nd Annual Conference, American Production and Inventory Control Society, pp. 105-107, 1979.
    65.Newbold, P. and Granger, C. W. J., “Experience with Forecasting Univariate Time Series and the Combination of Forecasts”, Journal of the Royal Statistical Society, Series A, Vol. 137, No. 2, pp. 131-165, 1974.
    66.Orcutt, G. H., Watts, H. W., and Edwards, J. B., “Data Aggregation and Information Loss”, American Economics Review, Vol. 58, No. 4, pp. 773-787, 1968.
    67.Pindyck, R. S. and Rubinfeld, D. L., “Econometric Models and Economic Forecasts”, 4th edition, Irwin: McGraw-Hill , 1997.
    68.Plossl, G. W., “Getting the Most from Forecasts”, Production and Inventory Management, Vol. 14, No. 1, pp. 1-16, 1973.
    69.Punj, G. N., Stewart, D. W., and Furse, D. H., “A Typology of Individual Search Strategies Among Purchasers of New Automobile”, Journal of Consumer Research, Vol.10, No. 4, pp. 417-431, 1984.
    70.Rice, G. and Mahmoud, E., “Political Risk Forecasting by Canadian”, International Journal of Business Forecasting, Vol.6, No. 1, pp89-120, 1990.
    71.Rose, D. E., “Forecasting Aggregates of Independent ARIMA Processes”, Journal of Econometrics, Vol. 5, No. 3, pp. 323-345, 1977.
    72.Schwartzkopf, A. B., Tersine, R. J., and Morris, J. S., “Top-down vs. Bottom-up Forecasting Strategies”, International Journal of Production Research, Vol. 26, No. 11, pp. 1833-1843, 1988.
    73.Shlifer, E. and Wolff, R. W., “Aggregation and Proration in Forecasting”, Management Science, Vol. 25, No. 6, pp. 594-603, 1979.
    74.Singh, J.,“A Typology of Consumer Dissatisfaction Response Styles”, Journal of Retailing, Vol. 66, No.1, pp.57-99, 1990.
    75.Stratton, W. B., “How to Design a Viable Forecasting System”, Production and Inventory Management, Vol. 20, No. 1, pp. 17-27, 1979.
    76.Theil, H., “Linear Aggregation of Economic Relations”, Amsterdam: North-Holland, 1954.
    77.Thomopoulos, T. Nick, 應用預測法,林偉仁譯,科技圖書,1983。
    78.Tiao, G. C. and Guttman, I., “Forecasting Contemporal Aggregates of Multiple Time Series”, Journal of Econometrics, Vol. 12, No. 2, pp. 219-230, 1980.
    79.Vollmann, T. E., Berry, W. L., and Whybark, D. C., “Manufacturing Planning and Control Systems”, 4th Edition, Irwin: McGraw-Hill, 1997.
    80.Wang, George, C.S., “What You Should Know About Regression Based Forecasting”, The Journal of Business Forecasting, Vol. 12, No. 4, pp.15-21, 1993.
    81.Weatherby, G., “Aggregation, Disaggregation, and Combination of Forecasts”, unpublished PhD Dissertation, Georgia Institute of Technology, 1984.
    82.Wei, W. W. S. and Bovas, A., “Forecasting Contemporal Time Series Aggregates”, Communications in Statistics, Vol. 10, No.13, pp. 1335-1344, 1981.
    83.Wilkinson, F., “How Forecasting Model is Chosen”, The Journal of Business Forecasting, Vol. 8, No.2, p. 7, Summer, 1989.
    84.Wilson, J. H., and Deborah, A. K., “Combining Subjective and Objective Forecasts Improve Results”, The Journal of Business Forecasting, Vol. 11, No. 3, p. 3, Fall, 1992.
    85.Withycombe, R., “Forecasting with Combined Seasonal indices”, International Journal of Forecasting, Vol. 5, No. 4, pp. 547-552, 1989.
    86.Zellner, A., “On the Aggregation Problem: A New Approach to a Troublesome Problem”, in: K.A. Fox et al., eds., Economic Models, Estimation, and Risk Programming, New York: Springer-Verlag, pp. 365-374, 1969.

    無法下載圖示 全文公開日期 本全文未授權公開 (校內網路)
    全文公開日期 本全文未授權公開 (校外網路)
    全文公開日期 本全文未授權公開 (國家圖書館:臺灣博碩士論文系統)
    QR CODE