基于ES预测技术的煤炭供应链牛鞭效应抑制方法  

Method of Bullwhip Effect Suppression in the Coal Supply Chain Based on ES Prediction Technology

作　　者：云小红[1,2] 张金锁[3] YUN Xiao-hong;ZHANG Jin-suo(School of Management,Xi'an University of Science&Technology,Xi'an 710054,China;Research Center of Energy economic&Management,Xi'an University of Science&Technology,Xian 710054,China;School of Economics&Management,Yan'an University,Yan'an 716000,China)

机构地区：[1]西安科技大学管理学院,陕西西安710054 [2]西安科技大学能源经济管理研究中心,陕西西安710054 [3]延安大学经济管理学院,陕西延安716000

出　　处：《数学的实践与认识》2020年第19期1-8,共8页Mathematics in Practice and Theory

基　　金：陕西省教育厅重点科学研究计划(17JZ049)。

摘　　要：考虑煤炭市场需求过程带有明显的季节性波动趋势的SARMA季节时间序列,并且运用指数平滑(ES)技术预测市场需求和Order-up-to库存策略确定订货量的简单两级季节性煤炭供应链牛鞭效应量化模型,通过数值算例,讨论了权值α、提前订货的备货期L、季节性自回归系数ρ、季节性移动平均系数θ、季节性循环周期s和预测展开次数m对煤炭供应链牛鞭效应的影响规律.结果表明:减少权值α、备货期L和季节性循环周期s,总是可以有效抑制煤炭供应链牛鞭效应,而减少季节性自回归系数ρ总体趋势上可以有效地抑制煤炭供应链牛鞭效应;与之相反,增大季节性移动平均系数θ和预测展开次数m,可以有效抑制煤炭供应链牛鞭效应.In the case of considering the coal market demand follows SARMA time series process,and the coal sales and transport enterprise uses ES technique to predict the market demand and order-up-to inventory policy to determine the coal quantity in a two stage coal supply chain.The paper not only establishes a quantitative bullwhip effect model in two stage supply chain,but also numerical examples validate the size of the bullwhip effect including its six influence factors such as Weight,seasonal cycle,seasonal autoregressive coefficients,seasonal moving average coefficients,order lead time,forecasting expansion times.The research shows that:weight α,order lead time L and seasonal cycle s can always be effectively suppressed the bullwhip effect of the coal supply chain.However,decreasing the seasonal autoregressive coefficient can overall trend effectively suppress the bullwhip effect in the coal supply chain.On the contrary,increasing the seasonal mobile average coefficient and forecasting expansion times m can effectively suppress the bullwhip effect in the coal supply chain.

关 键 词：牛鞭效应 煤炭供应链 季节性 

分 类 号：F274[经济管理—企业管理] F426.21[经济管理—国民经济] O213[理学—概率论与数理统计]