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小抄
小抄
間
Make by order 預測易 , Make to inventory 預測難
主觀(Subjective)預測方法:
1. 德菲法:專家的意見 集思廣益
2. Sales Force Composites 銷售人員意見
3. Jury of Executive Opinion 主管意見
4. Customer Survey 顧客意見
客觀(Objective)預測方法:
Causal Models:先利用 AHP 來決定 variable 有幾個,再用回歸得到 Y =
f(x1,x2,…,xn)
Time Series Methods:
1. Trend
2. Seasonality 一年以內的循環
3. Cycles 一年以上的循環
4. Randomness
Evaluation of Forecasts:
1. MAD = sum(|Ft-Dt|)/n
2. MSE = sum((Ft-Dt)^2)/n
3. MAPE = sum(|Ft-Dt|/Dt)*100%
Moving averages:前 n 個平均
1. n 越大,越平穩,變動越小 (優)
2. Lags behind a trend (缺)
3. Ignores complex relationships in data (缺)
Exponential smoothing: Ft+1 = a*Dt + (1-a)*Ft , a 通常小於 0.3
1. F2 = D1
MA vs. ES
1. Both methods lag behind a trend 變化在實際變化之後
2. If a = 2/(N+1), 會友一樣的結果
3. ES 涵蓋所有的歷史資料,MA 在過了 n 期後,舊的歷史資料就沒用了
4. MA 需要 n 期以前的資料,ES 只要上一期的實際值和預測值就好
Trend-Based Methods:
Regression Analysis:
Model:Dt=a+b*t
Sxx=n^2(n+1)(2n+1)/6-[n(n+1)/2]^2 , Sxy = n*sum(i*Di)-[n(n+1)/2]
sum(Di)
b = Sxy/Sxx , a = D̅ - b(n+1)/2
Holt’s Method (double exponential smoothing):(需給定 S0、G0、α、β )
St = α (實際值) + (1-α ) (上期預測值=St-1+Gt-1)
Gt = β (level 差) + (1-β ) (上期 trend=Gt-1)
Seasonal-Based Method:
Seasonal Factors for Stationary Series (4 步)
Seasonal decomposition Using Moving Average (10 步)
Winter’s Method (triple exponential smoothing)
Inventory 要決定數量和下訂的時間
Treatment of Excess Demand:
Backorder all excess demand 缺貨後補
Lose all excess demand 損失 demand
Backorder some and lose some 混合
Type of Inventories:
1. Raw material
2. Components
3. Work-in-Process (WIP)
4. Finished goods
Reasons for Holding Inventories
經濟批量 lot sizing
Leadtimes 的不確定性
推測未來價錢改變
Transportation
Smoothing
Demand 的不確定性
Logistics
Cost of Maintaining Control System
Holding Cost 包含:
實際占用的空間
稅和保險
破損和退化
機會成本
Ordering Cost(Production Cost)包含
Fix cost + variable cost
Lead time = order 到 receive 的時間
補貨緩慢上升 → 自己製造 or 分批交貨 , 補貨瞬間上升 → 外購
盤存 → 控制庫存 , (季末/年末)盤點 → 料帳一致
Periodic-review policy 定期盤存制 (R, r, T) system:每過 T 的時間,檢查庫存
的量是否低於 r,若是的話就補貨到 R 的量(下訂 Q=R-I),否則不下訂
Order-up-to-R policy (R, R, T) system:代表每 T 單位時間都一定要再補貨,除
非一直沒有 demand
Continuous-review policy 永(連)續盤存制:持續的檢查庫存是否低於 r,若
是的話就補貨到 R 的量(下訂 Q=R-I),否則不下訂 ex:小七( by transaction)
Fixed-reorder quantity policy:同永續盤存制,但下訂的量改為固定的 Q,而
非一定要補到 R 的量
Base-stock policy:代表每次只要庫存有變動,都要馬上補貨,並補到 R 的
量(Q=R-I),Base-stock 指的就是 R
Inventory models classification:
Static deterministic inventory model
Dynamic deterministic inventory model
Static probabilistic inventory model
Static Deterministic inventory models – Single product models
Tp = Q/p 製造的時間
Imax = Tp(P-D)-Smax 製造的時間*每天多出的量-缺貨的量
T1 = Smax/(P-D), T2 = Imax/(P-D) , T3 = Imax/D T4 = Smax/D
I̅ (平均存貨) = (Imax + 0)* (T2+T3)/T * 1/2
S(平均缺貨) = (Smax + 0)*(T1+T4)/T * 1/2
TC = A*D/Q (ordering cost) + CD (purchasing cost) + iC I ̅ (holding cost) + π̂ T
S + π Smax D/Q (shortage cost)
Solution for π̂ != 0 : Q* = … , Smax* = …
Special case:P is infinite(缺貨後馬上補滿) and shortage is not allowed(不會
缺貨)
TC = A*D/Q (ordering cost) + CD (purchasing cost) + iC Q/2(holding cost)
Q* = (2AD/ic)^(1/2)
Quantity Discount 數量折扣問題:用上面 Special case 的模型去解,在個別
的數量區間下的最小 TC,最後比較各區間最小的 TC,就能找到 Q*
Multi-item → lagrangian relaxation(procedure) & fixed-cycle method
Variable in lead time demand
Probabilistic inventory models-single period model 報童模型