預(yù)測(cè)的用途與預(yù)測(cè)的類型

1、 3-1McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting第講需求預(yù)測(cè) 3-2McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies,

2、Inc. All rights reserved.Forecasting預(yù)測(cè): 是關(guān)于未來(lái)的描述 預(yù)測(cè)用于幫助管理人員 系統(tǒng)計(jì)劃：產(chǎn)品服務(wù)的類型、設(shè)施配置、 廠址選擇 實(shí)施計(jì)劃：庫(kù)存、勞動(dòng)力、采購(gòu)、生產(chǎn)進(jìn)度 3-3McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting會(huì)計(jì)成本/利潤(rùn)估計(jì)財(cái)務(wù)現(xiàn)金流量人力資源招工/招聘/培訓(xùn)營(yíng)銷價(jià)格,

3、 促銷, 戰(zhàn)略管理信息系統(tǒng)服務(wù)運(yùn)作調(diào)度, MRP, 工作負(fù)荷產(chǎn)品/服務(wù)設(shè)計(jì)新產(chǎn)品和服務(wù)預(yù)測(cè)的用途 3-4McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting 假定系統(tǒng)中存在因果關(guān)系過(guò)去 = 未來(lái) 由于不確定性因素的存在使得預(yù)測(cè)很少準(zhǔn)確無(wú)誤 對(duì)一組事物的預(yù)測(cè)比 對(duì)單個(gè)事物預(yù)測(cè)準(zhǔn)確 當(dāng)預(yù)測(cè)時(shí)間跨度增加時(shí)， 預(yù)測(cè)精度將下降 我看這學(xué)期

4、你能得優(yōu)秀成績(jī)。 3-5McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting好的預(yù)測(cè)方法的基本要素 適時(shí)適時(shí) 精度精度 可靠可靠 含義含義 書面書面 易用易用 3-6McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCo

5、pyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting預(yù)測(cè)進(jìn)行的步驟步驟步驟 1 確定預(yù)測(cè)目的確定預(yù)測(cè)目的步驟步驟2 確定預(yù)測(cè)時(shí)間跨度確定預(yù)測(cè)時(shí)間跨度步驟步驟3 選擇預(yù)測(cè)技術(shù)選擇預(yù)測(cè)技術(shù)步驟步驟4 收集和分析數(shù)據(jù)收集和分析數(shù)據(jù)步驟步驟 5 準(zhǔn)備預(yù)測(cè)準(zhǔn)備預(yù)測(cè)步驟步驟 6 預(yù)測(cè)監(jiān)控預(yù)測(cè)監(jiān)控 “預(yù)測(cè)預(yù)測(cè)” 3-7McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002

6、 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting預(yù)測(cè)的類型主觀判斷 主觀意見時(shí)間序列 使用歷史數(shù)據(jù)，認(rèn)為將來(lái)和過(guò)去相似聯(lián)合模型 基于自變量預(yù)測(cè)未來(lái) 3-8McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting主觀預(yù)測(cè)主觀預(yù)測(cè) 經(jīng)理人員的意見 與顧

7、客直接接觸人員的意見 消費(fèi)者調(diào)查 其它預(yù)測(cè)方法德爾非法Delphi method 3-9McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting時(shí)間序列預(yù)測(cè)長(zhǎng)期趨勢(shì) 數(shù)據(jù)的長(zhǎng)期移動(dòng)季節(jié)性變動(dòng) 數(shù)據(jù)短期規(guī)則變化不規(guī)則變動(dòng) 異常情況引起的變動(dòng)隨機(jī)變動(dòng) 各種可能性引起的變動(dòng) 3-10McGraw-Hill/IrwinOperations

8、Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 7 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e需求變動(dòng)的形式需求時(shí)間趨勢(shì)變動(dòng)隨機(jī)變動(dòng)需求時(shí)間季節(jié)變動(dòng)需求時(shí)間需求時(shí)間周期變動(dòng)帶季節(jié)性的趨勢(shì)變動(dòng) 3-11McGraw-Hill/IrwinOperations Management, Seventh Edit

9、ion, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting 簡(jiǎn)單易用 基本上不需要成本 不需要數(shù)據(jù)分析 容易理解 不能提供較高的精度 能夠作為衡量精度的標(biāo)準(zhǔn)簡(jiǎn)單預(yù)測(cè)法 3-12McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. Al

10、l rights reserved.Forecasting 平穩(wěn)時(shí)間序列數(shù)據(jù) F(t) = A(t-1) 季節(jié)變動(dòng) F(t) = A(t-n) 長(zhǎng)期趨勢(shì)數(shù)據(jù) F(t) = A(t-1) + (A(t-1) A(t-2)簡(jiǎn)單預(yù)測(cè)法應(yīng)用 3-13McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting簡(jiǎn)單預(yù)測(cè)簡(jiǎn)單預(yù)測(cè)唉唉, 給我點(diǎn)時(shí)間給

11、我點(diǎn)時(shí)間. 上周我們賣了上周我們賣了250輪胎輪胎. 那么那么, 下周我們應(yīng)該下周我們應(yīng)該賣賣. 3-14McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting平均方法 移動(dòng)平均 加權(quán)移動(dòng)平均 指數(shù)平滑法 3-15McGraw-Hill/IrwinOperations Management, Seventh Edition, by

12、 William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting簡(jiǎn)單移動(dòng)平均圖 3-4MAn = nAii = 1n35373941434547123456789101112實(shí)際數(shù)據(jù)實(shí)際數(shù)據(jù)MA3MA5 3-16McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies,

13、 Inc. All rights reserved.ForecastingCh 10 - 14 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e加權(quán)移動(dòng)平均 可調(diào)整和反映簡(jiǎn)單移動(dòng)平均法中不同時(shí)期數(shù)據(jù)的影響WMAn = i = 1Wi Di此處,Wi = 第 i 期的權(quán)重，其百分值在 0 100 之間 Wi = 1.00 3-17McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGra

14、w-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 15 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e加權(quán)移動(dòng)平均之例月份 權(quán)重 數(shù)據(jù)八月 17% 130九月 33% 110十月 50% 90十一月的預(yù)測(cè)3130 50 900 33 110017 130103 4WMAW Diii( .)()( .)()( .)(). 3-18McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J

15、. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting指數(shù)平滑法n假設(shè)最近的觀測(cè)具有最高的預(yù)測(cè)價(jià)值.因此在預(yù)測(cè)時(shí)，應(yīng)該給更近的數(shù)據(jù)賦予更高的權(quán)重.Ft = Ft-1 + (At-1 - Ft-1) 3-19McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. Al

16、l rights reserved.Forecasting時(shí)期實(shí)際數(shù)據(jù)Alpha = 0.1 誤差A(yù)lpha = 0.4 誤差14224042-2.0042-234341.81.2041.21.844041.92-1.9241.92-1.9254141.73-0.7341.15-0.1563941.66-2.6641.09-2.0974641.394.6140.255.7584441.852.1542.551.4594542.072.9343.131.87103842.36-4.3643.88-5.88114041.92-1.9241.53-1.531241.7340.92指數(shù)平滑法舉例 3-

17、20McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting選擇平滑常數(shù)選擇平滑常數(shù) .1 .4實(shí)際數(shù)據(jù)實(shí)際數(shù)據(jù) 3-21McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGr

18、aw-Hill Companies, Inc. All rights reserved.Forecasting線性趨勢(shì)方程 b 直線斜率Yt = a + bt0 1 2 3 4 5 tYb = n (ty) - tynt2 - (t)2a = y - btn 3-22McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting線性趨勢(shì)方

19、程舉例t y 周 t2 銷售 ty 1 1 150 150 2 4 157 314 3 9 162 486 4 16 166 664 5 25 177 885 t = 15 t2 = 55 y = 812 ty = 2499 ( t)2 = 225 3-23McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting線性趨勢(shì)計(jì)算y =

20、143.5 + 6.3t a = 812 - 6.3(15)5 =b = 5 (2499) - 15(812)5(55) - 225 = 12495-12180275-225 = 6.3143.5 3-24McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 25 2000 by Prentice-Hall Inc

21、Russell/Taylor Oper Mgt 3/e季節(jié)性調(diào)節(jié)DDSii 季節(jié)因子 需求重復(fù)性地增加減少 使用季節(jié)因子來(lái)調(diào)節(jié)預(yù)測(cè) 3-25McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 26 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e季節(jié)性調(diào)節(jié)之

22、例需求 (1000件季度) 年 1 2 3 4 總計(jì)1995 12.6 8.66.317.545.01996 14.1 10.37.518.250.11997 15.3 10.68.119.653.6總計(jì) 42.0 29.5 21.955.3148.7Si 0.28 0.20 0.15 0.37趨勢(shì)直線 y = 40.97 + 4.30 x1998 (第4年)的預(yù)測(cè) = 40.97 + 4.30 (4) = 58.17199816.28 11.63 8.73 21.531142014870 28SDD.SF1 = (S1) (F5) = (0.28)(58.17) = 16.28SF2 = (

23、S2) (F5) = (0.20)(58.17) = 11.63SF3 = (S3) (F5) = (0.15)(58.17) = 8.73SF4 = (S4) (F5) = (0.37)(58.17) = 21.53 3-26McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting關(guān)聯(lián)預(yù)測(cè)有關(guān)的變量 預(yù)示這些量的值回歸分析 用一條

24、線去擬合一組點(diǎn)集最小二乘法 使線與點(diǎn)間的距離平方和最小 3-27McGraw-Hill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.Forecasting線性模型010203040500510152025XY7152106134151425152716241220142720441534717經(jīng)計(jì)算得出的因果關(guān)系 3-28McGraw-Hill/IrwinOpera

25、tions Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 37 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e回歸方法 研究?jī)蓚€(gè)或更多變量之間的關(guān)系 因變量隨自變量而變 3-29McGraw-Hill/IrwinOperations Management, Seventh Edition, by Will

26、iam J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 38 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e線性回歸計(jì)算y = a + bx 此處,a = 截距b = 直線斜率x = 自變量y = 給定 x 時(shí)的預(yù)測(cè)值b =a = y - b x此處,n = 期數(shù)x = x , x 的平均值 ny = y , y 的平均值 n x2- nx2 xy - nxy 3-30McGraw-H

27、ill/IrwinOperations Management, Seventh Edition, by William J. StevensonCopyright 2002 by The McGraw-Hill Companies, Inc. All rights reserved.ForecastingCh 10 - 39 2000 by Prentice-Hall IncRussell/Taylor Oper Mgt 3/e線性回歸之例xyxyx2436.3145.216640.1240.636641.2247.236853.042464644.026436745.6319.249539.019525747.5332.54949346.72167.731188.46)7(06. 446.1806. 446.1846.18)125. 6)(06. 4(36.4306. 4)125. 6(8311)36.43)(125. 6)(8(7 .216736.4389 .346125. 68497222yxyxbyaxnxyx