Supply Chain Management

(2nd Edition)

BAB 7
PERAMALAN PERMINTAAN
DALAM SUPPLY CHAIN

© 2004 Prentice-Hall, Inc. 7-1

 Karakteristik Peramalan
u Peramalan selalu kurang tepat sehingga
perlu diukur error-nya
u Peramalan jangka panjang kurang akurat
daripada peramalan jangka pendek (horizon
peramalan merupakan hal penting)
u Peramalan agregat lebih akurat daripada
peramalan disagregat

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 Metode Peramalan
u Kualitatif: subyektif (pertimbangan dan opini)
u Time Series: memakai permintaan historis
– Statis & Adaptif
u Kausal: melihat hubungan antara permintaan
dan faktor-faktor lain
u Simulasi
– meniru pilihan konsumen
– kombinasi metode time series dan kausal

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 Pendekatan dasar peramalan
permintaan
u Memahami tujuan peramalan
u Integrasi perencanaan permintaan & peramalan
u Memahami dan mengidentifikasi segmen
konsumen
u Identifikasi faktor utama yang mempengaruhi
peramalan permintaan
u Menentukan teknik peramalan yang sesuai
u Mengukur performansi dan error peramalan

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 Komponen2 dari Observation
Observed demand (O) =
Systematic component (S)+Random component(R)
Level (current deseasonalized demand)

Trend (growth or decline in demand)

Seasonality (predictable seasonal fluctuation)

• Systematic component: nilai ekspektasi permintaan

• Random component: bagian peramalan yg menyimpang
dari systematic component
• Forecast error: selisih permintaan aktual dan ramalan
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 Metode Peramalan Time series
u Bertujuan untuk memprediksi komponen
sistematis permintaan
– Multiplicative: (level)(trend)(seasonal factor)
– Additive: level + trend + seasonal factor
– Mixed: (level + trend)(seasonal factor)
u Metode Statis
u Peramalan Adaptif

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 Time Series Forecasting
Quarter Demand Dt
II, 1998 8000
III, 1998 13000 Forecast demand
IV, 1998 23000 for the next four
I, 1999 34000 quarters.
II, 1999 10000
III, 1999 18000
IV, 1999 23000
I, 2000 38000
II, 2000 12000
III, 2000 13000
IV, 2000 32000
I, 2001 41000
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 Time Series Forecasting

50.000
40.000
30.000
20.000
10.000
0
,2

,3

,4

,1

,2

,3

,4

,1

,2

,3

,4

,1
98

98

98

99

99

99

99

00

00

00

00

01
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 A. Metode Statis (Mixed model)
Systematic component=(level + trend)(seasonal factor)
Ft+l = [L + (t + l)T]St+l (7.1)
= forecast in period t for demand in period t +l
L = estimate of level for period 0
T = estimate of trend
St = estimate of seasonal factor for period t
Dt = actual demand in period t
Ft = forecast of demand in period t

© 2004 Prentice-Hall, Inc.

 1. Estimasi Level dan Trend
u Sebelum memperkirakan level dan trend,
data permintaan harus deseasonalized
u Deseasonalized demand= demand that
would have been observed in the absence of
seasonal fluctuations
u Periodicity (p)
– Jumlah periode dimana siklus musiman berulang
– u/ demand pd Tahoe Salt (p = 4)

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 Deseasonalizing Demand, Eq (7.2)

[Dt-(p/2) + Dt+(p/2) + Σ 2Di] / 2p, utk p genap

(sum is from i = t+1-(p/2) to t+1+(p/2))
Dt =

Σ Di / p, utk p ganjil
(sum is from i = t-(p/2) to t+(p/2)), p/2
truncated to lower integer

© 2004 Prentice-Hall, Inc.

 Deseasonalizing Demand
Then include trend
Dt = L + tT
where Dt = deseasonalized demand in period t
L = level (deseasonalized demand at period 0)
T = trend (rate of growth of deseasonalized demand)
Trend & Level is determined by linear regression
using deseasonalized demand as the dependent
variable and period as the independent variable
In the example, L = 18,439 and T = 524

© 2004 Prentice-Hall, Inc.

 Time Series of Demand
50000
40000
Demand

30000 Dt
20000 Dt-bar

10000
0
1 2 3 4 5 6 7 8 9 10 11 12
Period

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 2. Estimating Seasonal Factors
Seasonal factor untuk periode t dihitung dg rumus
St = Dt / Dt (7.5)

The overall seasonal factor for a “season” is then

obtained by averaging all of the factors for a
“season”
Si = [Sum(j=0 to r-1) Sjp+i]/r (7.6)
In example, there are 3 seasonal cycles in the data
and p=4, so (lihat excel)

© 2004 Prentice-Hall, Inc.

 3. Estimating the Forecast
Using the original equation, we can forecast the next
four periods of demand (using Equation 7.1):

F13 = (L+13T)S1 = [18439+(13)(524)](0.47) = 11868

F14 = (L+14T)S2 = [18439+(14)(524)](0.68) = 17527
F15 = (L+15T)S3 = [18439+(15)(524)](1.17) = 30770
F16 = (L+16T)S4 = [18439+(16)(524)](1.67) = 44794

© 2004 Prentice-Hall, Inc.

 Peramalan Adaptif
u Moving average
u Simple exponential smoothing
u Trend-corrected exponential smoothing
(Holt’s model)
u Trend- and seasonality-corrected
exponential smoothing (Winter’s model)

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 Basic Formula for
Adaptive Forecasting
Ft+1 = (Lt + lT)St+1 = forecast for period t+l in period t
Lt = Estimate of level at the end of period t
Tt = Estimate of trend at the end of period t
St = Estimate of seasonal factor for period t
Ft = Forecast of demand for period t (made period t-1
or earlier)
Dt = Actual demand observed in period t
Et = Forecast error in period t
At = Absolute deviation for period t = |Et|

© 2004 Prentice-Hall, Inc.

 General Steps in
Adaptive Forecasting
 Inisialisasi: hitung estimasi awal dari level (L0), trend (T0),
dan seasonal factors (S1,…,Sp). Langkah ini dilakukan
pada peramalan statis.
 Peramalan: meramal permintaan periode t+1 memakai
persamaan umum
 Estimasi error: hitung error Et+1 = Ft+1- Dt+1
 Modifikasi estimasi: modifikasi estimasi dari level (Lt+1),
trend (Tt+1), dan seasonal factor (St+p+1), hitung error
peramalan Et+1
 Ulangi langkah 2, 3, dan 4 untuk tiap periode berikutnya

© 2004 Prentice-Hall, Inc.

 B. Moving Average
u Digunakan bila tidak ada trend dan faktor musiman
u Systematic component of demand = level
u Level periode t = rata2 permintaan selama N periode
Lt = (Dt + Dt-1 + … + Dt-N+1) / N (7.9)
u Current forecast for all future periods is the same
and is based on the current estimate of the level
Ft+1 = Lt and Ft+n = Lt (7.10)
u After observing the demand for period t+1, revise
the estimates as follows:
Lt+1 = (Dt+1 + Dt + … + Dt-N+2) / N; Ft+2 = Lt+1

© 2004 Prentice-Hall, Inc.

 C. Simple Exponential Smoothing
u Used when demand has no trend or seasonality
u Systematic component of demand = level
u Initial estimate of level, L0 = [Sum(i=1 to n)Di]/n (7.11)
u Current forecast for all future periods is equal to the
current estimate of the level and is given as follows:
Ft+1 = Lt and Ft+n = Lt (7.12)
u After observing demand Dt+1, revise the estimate of level:
Lt+1 = αDt+1 + (1-α)Lt (7.13)
Lt+1 = Sum(n=0 to t+1)[α(1-α)nDt+1-n ]

© 2004 Prentice-Hall, Inc.

 D. Trend-Corrected Exponential
Smoothing (Holt’s Model)
u Appropriate when the demand is assumed to have a level
and trend but no seasonality
u Obtain initial estimate of level and trend by running a linear
regression: Dt = at + b where T0 = a; L0 = b
u In period t, the forecast for future periods is expressed as:
Ft+1 = Lt + Tt and Ft+n = Lt + nTt (7.14)
u After observing demand for period t, revise the estimates
for level and trend as follows:
Lt+1 = αDt+1 + (1-α)(Lt + Tt) (7.15)
Tt+1 = β(Lt+1 - Lt) + (1-β)Tt (7.16)
α = smoothing constant for level (0 < α < 1)
β = smoothing constant for trend (0 < β < 1)
© 2004 Prentice-Hall, Inc.
 E. Trend- and Seasonality-Corrected
Exponential Smoothing (Winter)
u Appropriate when the systematic component of demand is
assumed to have a level, trend, and seasonal factor
u Systematic component = (level+trend)(seasonal factor)
u Assume periodicity p
u Obtain initial estimates of level (L0), trend (T0), seasonal
factors (S1,…,Sp) using procedure for static forecasting
u In period t, the forecast for future periods is given by:
Ft+1 = (Lt+Tt)(St+1) and Ft+n = (Lt + nTt)St+n (7.17)

© 2004 Prentice-Hall, Inc.

 Trend- and Seasonality-Corrected
Exponential Smoothing (continued)
After observing demand for period t+1, revise
estimates for level, trend & seasonal factors as follows:
Lt+1 = a(Dt+1/St+1) + (1-a)(Lt+Tt) (7.18)
Tt+1 = b(Lt+1 - Lt) + (1-b)Tt
(7.19)
St+p+1 = g(Dt+1/Lt+1) + (1-g)St+1 (7.20)
a = smoothing constant for level
b = smoothing constant for trend
g = smoothing constant for seasonal factor
© 2004 Prentice-Hall, Inc.
 Measures of Forecast Error
u Forecast error = Et = Ft - Dt
u Mean squared error (MSE)
MSEn = (Sum(t=1 to n)[Et2])/n
u Absolute deviation = At = |Et|
u Mean absolute deviation (MAD)
MADn = (Sum(t=1 to n)[At])/n
s = 1.25MAD

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 Measures of Forecast Error
u Mean absolute percentage error (MAPE)
MAPEn = (Sum(t=1 to n)[|Et/ Dt|100])/n
u Bias: shows whether the forecast consistently under or
overestimates demand; should fluctuate around 0
biasn = Sum(t=1 to n)[Et]
u Tracking signal
u Should be within the range of +6
u Otherwise, possibly use a new forecasting method
TSt = bias / MADt

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