英文标题:
《The impact of lead time forecasting on the bullwhip effect》
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作者:
Zbigniew Michna and Peter Nielsen
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最新提交年份:
2015
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英文摘要:
In this article we quantify the bullwhip effect (the variance amplification in replenishment orders) when demands and lead times are predicted in a simple two-stage supply chain with one supplier and one retailer. In recent research the impact of stochastic order lead time on the bullwhip effect is investigated, but the effect of needing to predict / estimate the lead time is not considered in the supply chain models. Under uncertainty conditions it is necessary to estimate the lead time for a member of the supply chain to place an order. We find a new cause of the bullwhip effect in the form of lead time forecasting and we give an exact form of the bullwhip effect measure (the ratio of variances) when demands and lead times are predicted by moving averages. In the bullwhip effect measure we discover two terms amplifying the effect which are the result of lead time estimation
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中文摘要:
在本文中,我们量化了在一个供应商和一个零售商的简单两阶段供应链中预测需求和提前期时的牛鞭效应(补货订单中的方差放大)。在最近的研究中,研究了随机订单提前期对牛鞭效应的影响,但在供应链模型中没有考虑需要预测/估计提前期的影响。在不确定性条件下,有必要估计供应链成员下订单的提前期。我们以提前期预测的形式发现了牛鞭效应的一个新原因,并给出了用移动平均预测需求和提前期时牛鞭效应测度的精确形式(方差比)。在牛鞭效应测度中,我们发现两个项放大了提前期估计的结果
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分类信息:
一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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