ARMA(1,1)需求条件下供应链需求提前承诺的影响效果分析  

Impact of Avanced Cstomer Dmand Cmmitment on a Supply Chain Wth ARMA(1,1)Dmand

作　　者：汪传旭[1] 崔建新[1] 

机构地区：[1]上海海事大学经济管理学院,上海200135

出　　处：《运筹与管理》2009年第6期37-41,共5页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(70573068);上海市曙光计划基金资助项目(06SG48)

摘　　要：为了分析供应链需求提前承诺的影响效果,考虑供应链所面临的顾客需求满足ARMA(1,1)过程。首先从理论上建立正常顾客需求与顾客需求提前承诺时零售商订单量波动程度和平均库存的定量描述模型,通过两种情形下的比较分析,得出在顾客需求自回归系数大于零时,顾客需求提前承诺将减小牛鞭效应和平均库存水平;同时得出在顾客需求提前承诺时,如果顾客需求自回归系数大于零,顾客提前承诺的需求比例越高,则牛鞭效应和平均库存水平越低;顾客需求提前承诺的时间跨度越长,则牛鞭效应和平均库存水平也越低。反之亦然。其次运用仿真方法分析了顾客需求提前承诺对零售商平均库存成本的影响,得出在顾客需求自回归系数大于零时,顾客需求提前承诺将有效降低零售商的平均库存成本。To analyze the impact of advanced customer demand commitment on a supply chain, the customer demand with ARMA（ 1,1 ） process is considered. Firstly, the expressions for quantifying the retailer＇ s order variation and average inventory are developed respectively when customer demand information is regular, and when is advanced. It can be shown from comparison analysis between regular demand information and advanced demand information that advanced demand commitment can reduce the bullwhip effect and average inventory level when the demand auto-regression coefficient is positive. Meanwhile, it can be shown that the retailer＇ s order variation and average inventory level are decreasing in the time in advance of regular commitment time and in the fraction of demand that can be committed in advance when demand auto-regression coefficient is positive. Secondly, the simulation analysis is conducted to compare the retailer＇ s average inventory cost between regular demand information and advanced demand commitment. It can be also shown that the advanced customer demand commitment can reduce the retailer＇s average inventory cost when demand auto-regression coefficient is positive.

关 键 词：供应链管理 需求提前承诺 ARMA(1 1)需求 牛鞭效应 库存成本 

分 类 号：F253.4[经济管理—国民经济]