Smoothing Demand Disruption in Collaborative Planning, Forecasting and Replenishment Model Development

緩和需求崩解於協同規劃預測與補貨模式之建置

林俊達(Chun-Ta Lin)

協同規劃預測與補貨 ； GARCH模式 ； 例外處理政策 ； collaborative planning ； forecasting ； and replenishment CPFR ； GARCH model ； exception policy

品質學報

17卷2期（2010 / 04 / 30）

115 - 129

英文

最近幾年，VICSCPFR與ECR Europe委員會已先後發行數份有關協同規劃預測與補貨系統建置之建議書，提供有志於引進此協同模式之企業相關建置此系統之建議與指導藍圖。此建議資料顯示藉由建置協同規劃預測與補貨系統(CPFR)，零售商與供應商兩造間可透過增加預測準確性、降低缺貨、增加銷售與減少存貨，來增加預期利益。基於需求在本質上所具有之異值波動性，本研究提出以GARCH模式為基礎，來建置協同規劃預測與補貨系統。同時，透過於CPFR例外處理政策中，設定最佳化之安全存量乘數，需求之例外狀況不僅可被有效的控制，並可達大淨現值最大化之效果。

In recent years, both the VICS CPFR committee and ECR Europe have published several reports presenting pilot implementations of the CPFR process model and providing recommendations and roadmaps for companies interested in implementing it. These sources indicate that by implementing CPFR both retailers and suppliers can expect to benefit from increased forecast accuracy, reduced stock-outs, increased sales, and reduced inventories. Based on the demand heteroskedasticity in nature, a GARCH based collaborative planning, forecasting, and replenishment model is proposed in this paper. Meanwhile, through setting an optimal safety multiplier in exception policy, an exception demand also can be efficiently and effectively controlled to maximize the net present value.

1. VICS, (accessed May 2002), Collaborative Planning Forecasting and Replenishment Voluntary Guidelines, .
2. Aviv, Y.(2001).The effect of collaborative forecasting on supply chain performance.Management Science,47(10),1326-1343.
3. Aviv, Y.(2002).Gaining benefits from joint forecasting and replenishment processes: the case of auto-correlated demand.Manufacturing and Service Operations Management,4(1),55-74.
4. Barratt, M.,Oliveira, A.(2001).Exploring the experiences of collaborative planning initiatives.International Journal of Physical Distribution and Logistics Management,31(4),266-289.
5. Blackburn, J. D.,Kropp, D. H.,Millen, R. A.(1986).A comparison of strategies to dampen nervousness in MRP systems.Management Science,32(4),413-429.
6. Bollerslev, T.(1986).Generalized autoregressive conditional heteroskedasticity.Journal of Econometrics,31(3),307-327.
7. Bookbinder, J. H.,Tan, J. Y.(1988).Strategies for the probabilistic lot-size problem with service level constraints.Management Science,34(9),1096-1108.
8. Box, G. E. P.,Jenkins, G. M.,Reinsel, G. C.(1994).Time Series Analysis: Forecasting and Control.Englewood Cliffs, NJ:Prentice-Hall.
9. Burbidge, J. L.(1989).Production Flow Analysis for Planning Group Technology.Oxford:Clarendon Press.
10. Cachon, G. P.,Fisher, M.(2000).Supply chain inventory management and the value of shared information.Management Science,46(8),1032-1048.
11. Carlson, R. C.,Jucker, J. V.,Kropp, D. H.(1979).Less nervous MRP systems: a dynamic economic lot-sizing approach.Management Science,25(8),754-761.
12. Chen, F.(1998).Echelon re-order points, installation re-order points, and the value of centralized demand information.Management Science,44(12),221-234.
13. Chen, Y. M.,Lin, C. T.(2007).Dynamic parameter optimization of evolutionary computation for on-line prediction of time series with changing dynamics.Journal of Applied Soft Computing,7(4),1170-1176.
14. De Kok, T.,Inderfurth, K.(1997).Nervousness in inventory management: comparison of basic control rules.European Journal of Operational Research,103(1),55-82.
15. Disney, S.(2001).UK,Cardiff Business School, Cardiff University.
16. Engle, R. F.(1982).Autoregressive conditional heteroskedasticity.Journal of Econometrics,31,307-327.
17. Eppen, G. D.,Martin, R. K.(1988).Determining safety stock in the presence of stochastic lead time and demand.Management Science,34(11),1380-1390.
18. Europe, E.(2002).European CPFR Insights, facilitated by Accenture, ECR Europe.Brussels, Belgium:
19. Europe, E.(2001).A Guide to CPFR Implementation, facilitated by Accenture, ECR Europe.Brussels, Belgium:
20. Fama, E. F.(1965).The behavior of stock market prices.Journal of Business,38(1),34-105.
21. Forrester, J. W.(1961).Industrial dynamics.Cambridge, MA:MIT Press.
22. Graves, S. C.(1999).A single-item inventory model for a nonstationary demand process.Manufacturing and Service Operation Management,1(1),50-61.
23. Haykin, S.(1994).Neural Networks: A Comprehensive Foundation.Upper Saddle River, New Jersey:Prentice Hall.
24. Inderfurth, K.(1994).Nervousness in inventory control: analytical results.OR Spektrum,16(2),113-123.
25. Kahn, J. A.(1987).Inventories and the volatility of production.American Economic Review,77(4),667-679.
26. Lee, H. L.(2002).Unleashing the power of intelligence.ECR Journal,2(1),61-73.
27. Lee, H. L.,Padmanabhan, V.,Whang, S.(1997).The bullwhip effect in supply chains.Sloan Management Review,38(3),93-102.
28. Lee, H. L.,Padmanabhan, V.,Whang, S.(1997).Information distortion in a supply chain: the bullwhip effect.Management Science,43(4),546-558.
29. Lee, H. S.,So, K. C.,Tang, C. S.(2000).The value of information sharing in a two-level supply chain.Management Science,46(5),626-643.
30. Lin, F. R.,Huang, S. H.,Lin, S. C.(2002).Effects of information sharing on supply chain performance in electronic commerce.IEEE Transactions on Engineering Management,49(3),258-268.
31. Mandelbrot, B.(1966).Forecast of future prices, unbiased markets, and martingale models.Journal of Business,39,242-255.
32. Tarim, S. A.,Kingsman, B. G.(2004).The stochastic dynamic production/inventory lot-sizing problem with service level constraints.International Journal of Production Economics,88(1),105-119.
33. Towill, D. R.,Naim, M. M.,Wikner, J.(1992).Industrial dynamics simulation models in the design of supply chains.International Journal of Physical Distribution and Logistics Management,22(5),3-13.
34. Towill, D.,McCullen, P.(1999).The impact of agile manufacturing on supply chain dynamics.International Journal of Logistics Management,10(1),83-96.
35. Zhang, G. P.(2003).Time series forecasting using a hybrid ARIMA and neural network model.Neurocomputing,50,159-175.

1. 陳秋妙,莊建富,梁慧玫(2012).Exploring the Effects of Sharing Information on Expected Cost under the VMI Model.電子商務學報,14(2),329-352.