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研究生: 蕭裕耀
Yu-Yao Hsiao
論文名稱: 運用SVR與Bass模型於台灣主機板與筆記型電腦預測分析
Applying SVR and Bass Models to Forecast Motherboard and Notebook Shipments from Taiwanese Manufacturers
指導教授: 王福琨
Fu-Kwun Wang
口試委員: 林則孟
J.T.lin
杜志挺
Timon Du
許總欣
T.S.Hsu
陳鴻基
H.G.Chen
學位類別: 博士
Doctor
系所名稱: 管理學院 - 管理研究所
Graduate Institute of Management
論文出版年: 2013
畢業學年度: 101
語文別: 英文
論文頁數: 62
中文關鍵詞: 預測貝氏擴散模式支持向量回歸非線性最小平分法基因演算法粒子群最佳化
外文關鍵詞: Forecasting, bass diffusion model, support vector regression, non-linear least square, genetic algorithm, particle swarm optimization
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  • 台灣是世界排名第一的主機板與筆記型電腦生產國家, 其在2011的佔有率分別為80.4% 與93.6%.而其未來之預測發展對高階主管而言是非常重要. 本研究目的即是提供有效預測模式給主機板,筆記型電腦製造商與相關產業作為未來擴產與投資之重要參考. 在本研究中, 我們運用支持向量回歸與貝氏擴散模式, 分析1998年至2012年台灣主機板與筆記型電腦季出貨之資料, 運用格子點參數搜尋,非線性最小平分法, 基因演算法與粒子群最佳化,分別找出支持向量回歸與貝氏擴散模式之最佳參數. 而運用平均絕對值百分比誤差(Mean Absolute Percentage Error, 簡稱MAPE)進行預測效益評估.本研究結果分析,支持向量回歸之平均絕對值百分比誤差低於貝氏擴散模式,可運用在主機板與筆記型電腦市場預測分析.


    Taiwan is the world’s leading motherboard (MB) and notebook (NB) manufacturer, boasting a 2011 global market share of 80.4% and 93.6%, respectively. It is highly crucial for executives to predict future trends from within an environment of uncertainty. The aim of this study is to provide an efficient forecasting model to serve as a key reference for MB and NB manufacturers looking to expand or invest. We propose the following 2 forecasting models based on MB and NB quarterly shipment data from 1998-2012: (a) support vector regression (SVR) using a grid search method for the estimation of three parameters; and (b) Bass diffusion models (BDMs) using non-linear least square (NLS), genetic algorithm (GA), and particle swarm optimization (PSO) methods for parameter optimization. We also evaluate the forecasting accuracy by actual mean absolute percentage error (MAPE).The obtained MAPE values indicate that the proposed SVR model outperforms the BDMs using NLS, GA, and PSO for fitting and forecasting based on MAPE, and is therefore recommended for MB and NB market forecasting analysis.

    中文摘要 i Abstract ii Acknowledgment iii Contents iv List of Figures vi List of Tables vii Chapter 1 Introduction 1 1.1 Research background 1 1.2 Research objective 3 1.3 Research procedures 4 Chapter 2 Literature review 6 2.1 Taiwan MB and NB value chain analysis 6 2.2 Bass diffusion model 10 2.3 Parameter estimation 12 2.4 Support vector regression 14 Chapter 3 Methodology 16 3.1 Bass diffusion model 16 3.1.1 Non-linear least squares 17 3.1.2 Particle swarm optimization 18 3.1.3 Generic algorithm 20 3.2 Support vector regression 22 3.3 Mean absolute percentage error 28 Chapter 4 Illustrative examples 30 4.1 Taiwan’s motherboard shipments 30 4.1.1 Historic period (1998-1Q to 2010-4Q) comparison of various forecasting models 32 4.1.2 Holdout period (2010-1Q to 2012-2Q) comparison of various forecasting models 34 4.1.3 Parameter estimation using SVR, BDM-NLS, BDM-GA, and BFM-PSO models 36 4.1.4 MAPE comparison 36 4.2 Taiwan’s notebook shipments 38 4.2.1 Historic period (1998-1Q to 2010-4Q) comparison 40 4.2.2 Comparison of forecasting models for the holdout period (2011-1Q to 2012-2Q) 45 4.2.3 Parameter estimation using SVR and BDMs that incorporate NLS, GA, and PSO 47 4.2.4 MAPE comparison 47 4.3 MAPE comparison of MB and NB 48 4.3.1 Historic period (1998-1Q to 2010-4Q) MAPE comparison 49 4.3.2 Holdout period (2011-1Q to 2012-2Q) MAPE comparison 50 4.3.3 MAPE comparison for MBs and NBs 51 Chapter 5 Conclusions and future research 52 5.1 Conclusions 52 5.2 Future research 54 6. References 55 Appendix 58

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