使用資料探勘的技術探討景氣波動與產業銷售彼此之間的關聯

Using Data Mining Technique to Study the Relation between Economic Fluctuation and Business Sales

10.6338/JDA.201210_7(5).0005

李建邦(Chien-Pang Lee)；林汶鑫(Wen-Shin Lin)；楊至中(Chih-Chung Yang)

景氣循環 ； 景氣對策燈號 ； 複因子設計 ； 動態時間校正演算法 ； Economic Fluctuation ； Monitoring Indicator ； Factorial Design ； Dynamic Time Warping

Journal of Data Analysis

7卷5期（2012 / 10 / 01）

89 - 106

繁體中文

由於經濟已經步入全球化的時代，世界各國的經濟發展，彼此之間皆會互相影響，已經很難再有某一國家的經濟發展可以一支獨秀。近年來國際間陸續發生許多重大經濟事件，如：2008年的金融海嘯及2011年的歐債危機，每一次皆重創了國際的經濟發展，使得景氣循環呈現劇烈的波動，所有產業都面臨了極大的挑戰。為了探討景氣波動對產業銷售影響的程度，並找出在不同景氣的狀況下，影響產業的銷售情形，進而協助產業進行正確的決策。因此，本研究以汽車產業為例，探討汽車銷售量與景氣波動的關係，首先以複因子設計（factorial design）探討不同的「汽車廠商」、不同「季節」及不同的「景氣對策燈號」是否會影響汽車銷售量。爾後再利用動態時間校正法（dynamic time warping）判斷「景氣對策指數」與「汽車銷售量」是否存在時間延遲的問題，最後探討股市漲跌與景氣波動的關係。研究結果顯示，不同「汽車廠商」及不同的「景氣對策燈號」皆會影響汽車銷售量，且「景氣對策指數」與「汽車銷售量」是存在時間延遲的問題，最後確認股市漲跌與景氣波動亦存在時間延遲的關係。因此，未來汽車相關產業人員能夠參考本研究的結果，藉由預測股市漲跌來判斷未來的景氣狀況，進而根據景氣狀況做出正確的銷售決策，以增加公司的獲利或減少整體的損失。

Recently, the economic development will be affected by the other countries. It has been very difficult that a country's economic development can be a single show. In recent years, the international community has been incidents involving many major economic events, such as the financial tsunami of 2008 and the European debt crisis of 2011. All of them hit the economic development of the international business. Hence, all of industries are facing great challenges. Owing to the business sales is caused by economic development, this paper want to research the relation between economic fluctuation and business sales, Hence, this paper, first, uses factorial design to study the effect of car sales by three factors: car manufacturers, season and monitoring indicators. Secondly, this paper uses dynamic time warping to study the time delay problem between monitoring indicators and car sales. Finally, this paper confirms the relation between economic fluctuation and stock market. The results of experiment show that (1) both of car manufacturers and monitoring indicators can affect the sales of car. (2) Monitoring indicators and sales of car are existence the time delay problem. (3) The economic fluctuation and stock market are also existence the time delay problem. Hence, according to the results, researchers can use the forecasting method to predict the index of stock for inferring the fluctuation of economic and then propose a decision on different economic to increase or decrease profits.

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