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題名:多重介入時間數列預測模式之個案研究
書刊名:輔仁管理評論
作者:邵曰仁林裕發
作者(外文):Shao, Yuehjen E.Lin, Yue-fa
出版日期:1998
卷期:5:2
頁次:頁127-153
主題關鍵詞:時間數列介入模式促銷活動Time seriesIntervention modelSales promotion
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:13
  • 點閱點閱:20
     在現今商業競爭激烈的環境中,如何有效地預估銷售量是一項很重要的商機。若 無法有效率預測未來銷售量,則庫存管理與未來行銷策略便會發生問題;亦即,庫存太多 ,則公司將付出高額的庫存成本,但如果庫存低於顧客訂單數,則無法滿足顧客的需求, 喪失了顧客對產品的信心,將付出的代價更是不可估計。本文以實務上,產品促銷活動常 遇到的問題為例,介紹如何應用修正之時間數列模式化的技術,將現有資料模式化,而得 到一個較可靠及較準確的預測模式。傳統的時間數列及介入模式的應用,大多數僅限於單 一或極少數的介入事件影響;本文探討了不同於傳統上的應用,但卻在實務上常遇到的預 測問題:多重介入事件影響及未來不可知的介入事件影響。在現有資料不是很充足下,本 文利用了修正技術,以解決預測模式化的困難點,本文並進而將之應用在一個實務例子上 ,其優異之結果亦在本文展示。
     The precise forecast of the sales is the key factor for surviving in today's tough competition. This study is concerned with the modeling of the sales promotion data which are autocorrelated. In contrast to the traditional time series intervention analysis, which focuses on the effects of single or few interventions, this study considers the cases in which multiple interventions and the unsure of future interventions exist in the system. In addition, this study utilizes a set of real sales promotion data to demonstrate the effecti- veness of the proposed approach.
期刊論文
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14.Hillmer, S. C.(1984)。Monitoring and Adjusting Forecasts in the Presence of Additive Outliners。Journal of Forecasting,3,205-215。  new window
15.Martin, C. A.、Witt, S. F.(1989)。Forecasting Tourism Demand: A Comparison of the Accuracy of Several Quantitative Methods。Internation Journal of Forecasting,5,7-19。  new window
16.Shao, Y. E.(1997)。Multiple interventions analysis with application to sales promotion data。Journal of Applied Statistics,24,181-191。  new window
17.Somers, T. M.、Gupta, S. R.(1994)。Assessing the effect of change in advertising strategy through use of intervention methods: a case study。Journal of Information & Optimization Sciences,15(2),79-193。  new window
18.Tsay, R. S.、Tiao, G. C.(1984)。Consistent estimates of autoregressive parameters and extended sample Autocorrelation function for stationary and nonstationary ARMA models。Journal of America Statistic Association,79(385),84-96。  new window
19.Tsay, R. S.、Tiao, G. C.(1985)。Use of canonical analysis in time series model identification。Biometrika,72,299-315。  new window
20.Tsay, R. S.(1988)。Outliners, Level Shifts and Variance Changes in Time Series。Journal of Forecasting,7,1-20。  new window
21.Woodward, W. A.、Gray, H. L.(1981)。On the relationship between the S array and the Box-Jenking Method of ARMA model identification。Journal of America Statistic Association,76,579-587。  new window
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圖書
1.吳柏林(1994)。時間數列分析導論。台北:雙葉書廊。  延伸查詢new window
2.Abraham, B.、Ledolter, J.(1983)。Statistical Method for Forecasting。New York:John Wiley。  new window
3.Pankratz, A.(1983)。Forescastimg with univariate Box-Jenkins Models。New York:John Wiley。  new window
4.Priestley, D. R.、Simpson, H. M.(1983)。Spectral Analysis and Time Series. Vol. 1: Univariate Series。New York:Academic Press。  new window
5.SAS Institute, Inc.(1993)。SAS/ETS User's Guide: Econometrics and Time Series Library。Cary, North Carolina。  new window
6.Box, G. E. P.、Jenkins, G. M.、Reinsel, G. C.(1994)。Time Series Analysis: Forecasting and Control。Prentice-Hall, Inc.。  new window
7.Box, George E. P.、Jenkins, Gwilym M.(1976)。Time Series Analysis: Forecasting and Control。San Francisco, CA:Holden-Day。  new window
 
 
 
 
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