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研究生: 黃志強
CHIH-CHIANG HUANG
論文名稱: 應用模糊類神經網路於組合預測之研究
Apply Fuzzy Neural Network to Combined Forecasts
指導教授: 王福琨
Fu-Kwun Wang
口試委員: 羅士哲
Shih-Che Lo
吳政鴻
none
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: 2008
畢業學年度: 96
語文別: 中文
論文頁數: 75
中文關鍵詞: 組合預測適應性模糊類神經類神經網路時間序列
外文關鍵詞: Combined forecasts, Adaptive fuzzy neural network, Neural network, Time series models
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對於各產業在需求規劃方面都會存在著許多的不確定性問題,而如何減少成本的損失及帶來利益,準確的需求預測更顯得重要。本研究就是希望透過多種預測方法來作為需求規劃時的決策,以利整個供應鏈的生產排程及產能供給上能有好的成效並減少長鞭效應的產生。而組合預測方法就是對於多個不同的個別預測方法做組合,並運用於需求規劃上來獲得更佳的預測績效。許多的學者也指出,組合預測的預測績效比任何個別預測方法的成效要來的好,且非線性組合預測方法又比線性組合預測方法績效來的好。所以在本研究中,以英國境內隨機的11組ATM現金需求量為預測標的,藉由組合預測結合兩個個別預測方法預測值所得結果,來達到對該產業進行需求規劃時的穩定性及精確度,並驗證非線性組合方法在預測的效果上更為顯著。而在組合預測的參數估計上,線性組合方面則使用k值權重法、調適權重法、線性迴歸組合法;非線性組合方面則使用適應性模糊類神經網路做訓練學習,期望可以找出最適合的權重來進行組合預測。


Demand planning in many industries exists uncertainty. To reduce the costs and increase benefits, the accuracy of demand forecasting becomes an important task. This research investigates the policy of demand planning through many kinds of forecasting methods, it will improve the performance in production schedule and productivity supply and reduce bullwhip effect. Combined forecasts method is to combine different forecasting methods. Many experts point out that combined forecast is more useful than any individual forecasting methods in prediction performance. In addition, nonlinear combined forecast is better than linear combined forecast. We use 11 groups of ATM cash demand at random within the territory of England as the target of prediction, by combining two individual forecasting methods’ predicted value to reach stability and accuracy of carrying on the demand while planning for this industry and prove that the nonlinear combined method is more apparent on the result that is predicted. To estimate the parameters of linear combined forecasts we use adaptive set of weights, k method and linear composite for nonlinear combined forecasts, we use the adaptive fuzzy neural networks to train and study and the results show that this method provides the most suitable weights for combine forecasts.

摘要 I Abstract II 誌謝 III 目錄 IV 圖目錄 VI 表目錄 VII 第一章 緒論 1 1.1 研究動機 1 1.2 研究目的 2 1.3 研究範圍與限制 2 1.4 研究流程 3 第二章 文獻探討 5 2.1 預測的基本定義 5 2.2 模糊理論 7 2.2.1 模糊集合 8 2.2.2 歸屬函數及基本運算子 8 2.2.3 模糊推論系統 10 2.3 類神經網路 13 2.3.1 類神經網路的運作過程 14 2.3.2 倒傳遞類神經網路 15 2.4 組合預測概述 17 第三章 方法論 22 3.1 預測流程 22 3.2 預測模式的選擇 22 3.2.1 Box-Jenkins模型(ARIMA) 23 3.2.2 時間數列分解法(Decomposition) 24 3.2.3 Holt Winters模型 25 3.2.4 類神經網路模型(Neural Network) 26 3.3 線性組合預測模型 27 3.3.1 K值權重法 27 3.3.2 調適權重法(Adaptive Set of Weights) 27 3.3.3 線性迴歸組合(Linear Composite) 28 3.4 適應性模糊類神經推論系統(ANFIS) 28 3.4 預測評估指標 32 第四章 案例分析與驗證 34 4.1 預測十一組提款機現金需求量 35 4.1.1 第一組預測結果 35 4.1.2 第二組預測結果 38 4.1.3 第三組預測結果 40 4.1.4 第四組預測結果 42 4.1.5 第五組預測結果 44 4.1.6 第六組預測結果 46 4.1.7 第七組預測結果 48 4.1.8 第八組預測結果 50 4.1.9 第九組預測結果 52 4.1.10 第十組預測結果 54 4.1.11 第十一組預測結果 56 4.2 結果討論 58 第五章 結論與建議 60 5.1 結論 60 5.2 後續研究建議 61 參考文獻 62 附錄 十一組ATM現金需求量原始資料 67

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網站部份
[1] BBCChinese.com /金融財經報導
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[2] NN5 , http://www.neural-forecasting-competition.com , 2008.

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