基于预测模型决策树的时间序列模型选择方法研究*

文中提出了一种新的时间序列辨识的智能方法,采用预测模型决策树(FMDT)确定ARMA模型的阶数.文中给出了FMDT的结构及FMDT的每一个非叶结点的决策函数的基于遗传算法求解方法.该方法降低了时间序列辨识的复杂性,并经实例证明对时间序列辨识具有很高的辨识率.     

顾客可能取消订单的MTO企业订单定价策略

研究了顾客下订单后可能取消订单的按订单生产型企业的定价策略。顾客到达后向企业询问订单报价,如果价格合适,顾客将下订单,否则选择离开。引入了顾客接受概率模型,以最大化订单期望利润为目标,得出了订单最优定价和最大期望利润。通过分析最优定价和最大期望利润对于各参数的敏感性得出:最优定价是系统积压订单数的增函数,是订单取消概率和取消订单赔偿比例的减函数;而最大期望利润是系统积压订单数的减函数,是取消订单赔偿比例的增函数。通过数值分析发现,在顾客确实可能取消订单的背景下,如果决策者在对订单进行定价时不考虑这一可能性,将会减小企业获得的最大期望利润。     

突发疫情环境下考虑订单释放时间的零售物流配送路径优化研究

“新冠肺炎”疫情突发严重危及了人们的生活安全,而物流保障在疫情防控、保民生活、稳定社会方面却起到了重要支撑作用。以保证民生的零售物流配送为背景,本文研究考虑订单释放时间的车辆路径优化问题,以配送完工时间与运输成本的加权之和最小为目标,构建了线性规划模型,并设计了改进的迭代局部搜索求解算法。该算法采用基于多种邻域结构和改进的US算法的局部搜索过程以增强算法的寻优能力,通过引入大路径和最优分割过程获得高质量的初始解和打破机制以增强算法的搜索效率。同时,提出一些性质用于拉格朗日松弛算法,为本文研究问题提供高质量的下界。最后,数值实验部分通过求解标杆算例和文中算例验证了模型和算法的有效性,并对订单释放时间和模型参数进行灵敏度分析,结果表明本文模型和算法能够为零售物流配送的效率提升和成本控制提供有效的决策支持。     

基于EMSR方法的订单接受策略研究

选择性的订单接受策略对于按订单生产的制造型企业具有重要意义。本文在单一资源的情况下,采用收益管理中常用的期望边际座位收益EMSR-a和EMSR-b方法,分别得出了利润最大化的订单接受策略。然后,把这两种策略运用到一个算例,与FCFS策略进行比较。数据结果显示在企业利润方面,这两种策略都明显优于FCFS,利润均提高20%以上。     

基于多维时间序列的灰色模糊信用评价研究

传统信用评价技术多在孤立时间点上对受评目标数据进行评价分析,但受评目标由于某些原因可能产生数据"突变",导致评价结果失真,产生信用风险.针对这一问题,本文提出应用多维时间序列数据对受评样本进行信用评价.该方法首先对多维时间序列数据使用灰色关联分析方法进行分割处理,解决"维数灾难"带来的严重影响,并将得到的灰色关联度值作...     

可变产能的按订单装配系统库存和生产决策研究

本文基于一个ATO 生产商的实践,考虑一个需求不确定并具有子装配件的单周期ATO 系统,为了应对较长的采购提前期和有限产能的挑战,生产商可以在得到确定的需求之前提前采购零件,装配子装配件以至于最终产品。由于产品物料清单结构中存在子装配件作为可选的中间件,因此完全使用零件和使用子装配件装配最终产品的不同,造成装配能力在时间上具有可变性。我们对此问题建立了利润最大化模型,分析在上述ATO 环境中的最优库存和生产决策。通过一系列最优解的性质,我们得到了该问题的有效解决方法。     

订单不确定条件下的供应链协同决策研究

在产品客户化程度较高的装配生产中,制造商在获得客户的订单需求信息,但订单尚未签订的情况下,往往就要求供应商开始生产订单所需的零部件,以便客户订单签订后可以立刻开始产品的装配生产,从而实现尽快向客户交付订单的目的。但是,在客户订单不确定条件下,供应商提前生产零部件存在着一定的风险。一旦客户订单最终未能签订,由于零部件客户化程度一般也比较高,在相当长一段时间内很难被其它订单消化,从而形成呆滞库存。本文基于这样的运作环境,通过数学建模分析,研究了制造商何时向供应商下达零部件订单最优,以及供应商的最优生产决策问题,并给出了具体的决策方法。最后通过算例验证了模型的结论,并分析了生产延滞成本分担系数对供应商和制造商双方期望利润的影响。     

随机订单干扰下考虑合并决策的供应链网络调度研究

为满足客户个性化需求的快速响应,企业需具备柔性的外部供应链网络结构,以协同方式共同完成产品生产。本文考虑具有交互特征的多个不同类型协同供应链网络,构建生产成本、库存成本、等待成本以及订单延期交货成本最小化的目标函数,并设计合并决策判断变量构建同类订单在相同协同企业处的开始时间约束。此外,模型中考虑确定订单以及随机订单两种类型订单,并设计随机订单在区间时间段中离散时间点的到达概率。为获取协同供应链网络生产调度优化策略,基于随机订单到达与否的场景构建四个子决策模型,并进一步设计判断提前安排随机订单协同生产和不提前安排随机订单协同生产不同调度策略下成本差异的主决策模型。仿真结果表明合并决策在带来生产成本效益的同时也引起了部分订单的延期交货,且不同类型的协同供应链网络对随机订单的抗干扰能力存在一定程度的差异。     

考虑多因素关联情形的企业发展战略选择的SDV方法

提出了考虑多因素关联情形的企业发展战略选择的SDV方法。该方法基于SWOT矩阵模型确定考虑多因素关联情形的企业发展战略选择框架;然后运用DEMATEL法确定战略选择框架中诸多因素的重要性程度;进一步地,运用VIKOR法选择适合的企业发展战略。通过对一个中小企业发展战略选择的实例分析,来说明运用SDV方法进行企业战略选择的可行性和有效性。     

基于时间序列和线性规划的人力资源配置研究

对迪卡侬体育用品超市的人力资源配置和排班进行案例研究.通过调研获取数据,然后采用时间序列模型预测出下一周期的销售额,结合工作效率计算出每月所需工时数;再考虑实际的轮班情况,以人力成本最小为目标,构建了相应的数学模型;最后基于Excel和Solver对模型进行优化求解,并给出了实际排班规则.优化方案在满足相关需求的同时节约了人力成本投入,为企业的实际人力资源配置提供了借鉴.     

An integrated multiobjective decision making process for supplier selection and order allocation

Supplier selection is a multi-criteria problem which includes both tangible and intangible factors. In these problems if suppliers have capacity or other different constraints two problems will exist: which suppliers are the best and how much should be purchased from each selected supplier? In this paper an integrated approach of analytic network process (ANP) and multi-objective mixed integer linear programming (MOMILP) is proposed to consider both tangible and intangible factors in choosing the best suppliers and define the optimum quantities among selected suppliers to maximize the total value of purchasing and minimize the budget and defect rate. The priorities are calculated for each supplier by using ANP. Four different plastic molding firms working with a refrigerator plant are evaluated according to 14 criteria that are involved in the four clusters: benefits, opportunities, costs and risks (BOCR). Also the priorities of suppliers will be used as the parameters of the first objective function. This multi-objective real-life problem was solved by using ε$\epsilon$-constraint method and a reservation level driven Tchebycheff procedure. Finally, the most preferred nondominated solutions were determined by considering decision maker's (DM) preferences and the results obtained by these techniques are compared.     

二分群体决策规则的序性质研究

Karotkin等发现二分群体决策的加权多数决策规则集具有序性质,但未能解释其原因.文章提出了规则链和规则距离函数的概念,指出当一组决策规则构成规则链时这组规则便具有序性质,从而解释了这一现象.而判断一组规则是否构成规则链则可以通过计算各规则间的规则距离来实现.随后通过对具体实例的分析进一步阐述了得到的结论.     

考虑决策偏好的城市群应急协调超网络模型

针对跨城市灾害或单个城市资源紧缺的情况,提出由出救点、中转点和受灾点构成的多层级城市群应急协调超网络模型.考虑应急响应时间和成本等因素,确立模型的整体优化目标;运用随机均衡配流理论,研究决策偏好下多种应急调配方式的随机选择问题;分别将优化目标和应急方式的随机选择转化成等价的变分不等式形式;设计数值算例求解并仿真分析,验证模型的合理性和有效性,并对关键参数讨论其决策指导意义.     

Application of support vector machines in financial time series forecasting

This paper deals with the application of a novel neural network technique, support vector machine (SVM), in financial time series forecasting. The objective of this paper is to examine the feasibility of SVM in financial time series forecasting by comparing it with a multi-layer back-propagation (BP) neural network. Five real futures contracts that are collated from the Chicago Mercantile Market are used as the data sets. The experiment shows that SVM outperforms the BP neural network based on the criteria of normalized mean square error (NMSE), mean absolute error (MAE), directional symmetry (DS) and weighted directional symmetry (WDS). Since there is no structured way to choose the free parameters of SVMs, the variability in performance with respect to the free parameters is investigated in this study. Analysis of the experimental results proved that it is advantageous to apply SVMs to forecast financial time series.     

The importance of lead time control in the order fulfilment process

This paper reports a study of the order fulfilment process, with a particular emphasis on internal and external lead times, in a speciality chemical manufacturer. Amongst the main findings are that the company has inadequate control of its external lead times. For example, it was discovered that there is no policy on lead times, lead timesare rarely negotiated, lead times are only reviewed once per year and when a supplier gives a flexible lead time it is always the longest one which is entered into the system. It is also pointed out that internal lead timesare affected by a number of inefficient departmental practices, amongst these are those found in the finished goods warehouse, i.e. order picking, product rotation, product shelf life, working environment, communication and performance monitoring.     

生产商规模不经济的双渠道供应链协调策略选择

供应链协调是提高供应链整体利润、改善供应链各方利益的根本手段.旨在探讨生产商具有生产规模不经济特性的双渠道供应链协调策略.给出了集中决策下双渠道供应链的市场价格与整体利润,以及分散决策下批发价契约与收益共享契约的设计方法.提出了协调度的概念,即契约使供应链协调的程度.证明了批发价契约的协调度小于1,不能实现供应链的协调;而收益共享契约的协调度等于1,但相对于批发价契约,收益共享契约不能同时改善零售商和生产商的利润,导致收益共享契约不可实施.为找到双渠道供应链可实施的协调策略,提出了带固定补偿的收益共享契约的设计方法和用纳什讨价还价协商模型确定固定补偿的方法.结果表明,该契约的协调度等于1,并且相对于批发价契约能同时改善零售商和生产商的利润.另外,研究还表明:生产不经济的弹性系数与销售价格成正比、与供应链的整体利润成反比,并且不同渠道间的竞争越激烈,双渠道供应链的销售价格和需求反而越高,双渠道供应链的总利润也越高,并且,带固定补偿的收益共享契约同样可以协调线性成本下的双渠道供应链.最后用算例验证了本文结论的正确性和有效性.     

Changes in the association between job decision latitude and work engagement at different levels of work experience: A 10-year longitudinal study

ABSTRACT

This study set out to explore the effects of accumulating work experience on the association between job decision latitude and its interaction with job demands and work engagement. Our ten-year longitudinal study followed 333 junior physicians in postgraduate training at baseline. We used self-report measures in four assessment waves, and we conducted path analyses to investigate linear and curvilinear regression effects. Results show that high job decision latitude was associated with high work engagement at all levels of work experience, with strongest associations at baseline and after ten years. Only for novices did job decision latitude buffer the negative association between job demands and work engagement. At the stage of high work experience, low levels of job decision latitude were weakly associated with work engagement, whereas with higher levels of job decision latitude, the positive association seemed to strengthen. Our findings indicate that job decision latitude is a key job resource at all stages of work experience, with stronger effects among novices and experts. Organisations’ work design efforts should include job decision latitude to promote work engagement across employees’ different career stages, with consideration to job entrants and experts in order to tailor specific work design solutions.     

A decision support system for the selection of a casting process using analytic hierarchy process

This paper presents an Analytic Hierarchy Process (AHP) based decision support system to select the most suitable casting process for a given product. The hierarchical structure of the proposed method allows the decision maker to compare the different casting processes using the material suitability and flexibility, geometrical complexity, dimensional tolerance and surface finish of the casting, and the cost as the criteria for selection. Judgemental inconsistency of the decision maker in selecting the casting process is taken care by ensuring that the value of consistency ratio is below (0.1). A numerical example is presented to illustrate the effectiveness of the proposed methodology for selecting the suitable casting process.     

An investigation of order release and flow time allowance policies for assembly job shops

The effects of a number of essentially different work order release and flow time allowance policies on the assembly order flow times and assembly order due date performance are investigated. Work orders within an assembly order have different routing length. The assembly order flow time is the time that elapses between the release of the first work order and the completion of the last work order of the assembly order. The timing of the release of work orders, and the distribution of the flow time allowance over the work orders in an assembly order were varied, and used systematic computer simulation to investigate the effects on performance. The results show that the best performance is obtained with simultaneous work order release, an average operation flow time allowance equal to the average operation waiting time and equalized flow time allowances per work order in an assembly order.