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研究生: Elizabeth Suryaningsih
Elizabeth Suryaningsih
論文名稱: 零膨脹計數時間序列需求預測模型
A Study of Zero Inflated Count Time Series Models for Demand Forecast
指導教授: 林希偉
Shi-Woei Lin
口試委員: 江行全
Jiang, Bernard C.
王建智
Chien-Chih Wang
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2023
畢業學年度: 111
語文別: 英文
論文頁數: 104
中文關鍵詞: 間歇性需求零膨脹計數型時間序列時間序列預測分類樹模型選 擇
外文關鍵詞: intermittent demand, zero-inflated count time series, time series forecasting, classification tree, model selection
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準確的需求預測可大幅提升公司之決策品質,然而對間歇性需求而言,由於觀察到的需求量包含高頻率的零值,建立適當的預測模型來解釋零膨脹現象極具挑戰性。本研究採用觀察驅動的零膨脹泊松(zero-inflated Poisson)和零膨脹負二項(zero-inflated negative binomial)自我迴歸模型分析與預測間歇性時間序列需求,並針對三種不同的建模方法(含零膨脹計數時間序列模型、自我迴歸綜合移動平均模型和 Croston 模型),使用分類樹機器學習模型來識別影響模型預測誤差的關鍵特徵,並得出選擇合適模型的重要指南。研究結果指出零膨脹泊松和零膨脹負二項自我迴歸模型在間歇性需求預測建模的有效性,本研究亦透過產業中的真實數據實證研究中所得之六個模型選擇規則可提高整體預測準確性。


Accurately predicting future demand is a valuable asset to a company. However, for
intermittent demand, where the observed numbers of demand contain a high frequency
of zeros, building an appropriate forecasting model to account for the zero-inflated
phenomenon can be very challenging. In this study, we investigate and forecast
intermittent time series demand using observation-driven zero-inflated Poisson (ZIP) and zero-inflated negative binomial (ZINB) autoregressive models. We also employ
classification tree learning to identify key features that affect the magnitude of prediction errors (for different modeling approaches—zero-inflated count time series model, autoregressive integrated moving average (ARIMA) model, and Croston model) to
derive important guidelines for choosing the most appropriate approach for building a
forecasting model for intermittent demand data. We demonstrated the effectiveness of
ZIP and ZINB autoregressive models in dealing with intermittent demand forecasting.
Six rules for model selection have also been shown to improve the overall prediction
accuracy over real-world multi-item products.

Recommendation Form…………………………………………………………………..i Qualification Form………………………………………………………………………ii ABSTRACT iii 中文摘要 ………………………………………………………………………...……..iv TABLE OF CONTENTS v LIST OF FIGURES vii LIST OF TABLES viii CHAPTER 1 1 1.1 Background 1 1.2 Objective 4 1.3 Organization of Thesis 5 CHAPTER 2 6 2.1 Time Series Forecasting Model for Intermittent Demand 6 2.2 Intermittent Time Series Forecasting Model Performance in Different Time Series Characteristics 9 2.3 Features for Describing a Time Series 10 2.4 Research Gap 13 CHAPTER 3 15 3.1 Data, Data Processing, and Feature Extraction 16 3.2 Zero Inflated Model 23 3.3.1 Zero-Inflated Poisson Model 23 3.3.2 Zero-Inflated Negative Binomial Model 24 3.3 Model Selection and Evaluation 25 3.4 Benchmark Model for Comparison 26 3.5 Comparison of Model Performance Based on Time Series Features 29 3.6 Implementation Detail 30 CHAPTER 4 32 4.1 ZIP and ZINB Performance for Predicting Intermittent Demand 32 4.2 Comparison with the Other Forecasting Model 37 4.3 Evaluate Rules for Time Series Forecasting Model Selection 39 4.4 Comparison of Experiment Results with Previous Study 46 CHAPTER 5 47 5.1 Conclusion 47 5.2 Future Research 47 REFERENCES 49 APPENDIX 1 55

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全文公開日期 2025/02/03 (校外網路)
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