HHT轉換法在採購價格不穩態下之應用;Application of Hilbert-Huang Transform Under a Non-stationary Purchasing Price

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Title:	HHT轉換法在採購價格不穩態下之應用;Application of Hilbert-Huang Transform Under a Non-stationary Purchasing Price
Authors:	劉柏君;Liu,Po-Chun
Contributors:	工業管理研究所
Keywords:	存貨策略;價格不穩態波動;採購原物料;HHT;Inventory policy;Non-stationary process;Procurement problem
Date:	2016-07-20
Issue Date:	2016-10-13 12:11:32 (UTC+8)
Publisher:	國立中央大學
Abstract:	在現今，管理原物料存貨以及成本控制已經成為公司的核心問題之一，亦即採購被認定為企業最主要的核心競爭力，如何提升競爭力是企業以及採購人員需要面對的問題，其中最困難的就是在面對未知的價格時需如何採購以達到滿足需求以及不花費過多的成本。而採購成本占總公司的成本大多數，當面對價格未知且波動的情況下，如何採購變成一項重要的決策。然而，原物料價格在未來總是不確定的，有可能會持續上漲或持續下跌呈現不穩態的波動，造成決策的複雜性，因此，決策者除了以上期的市場價格判斷之外，本篇研究也嘗試使用希爾伯特-黃轉換（Hilbert-Huang transform, HHT），使決策者能夠刪去影響預測未來價格波動的干擾，並藉由重組後的訊息預測未來的價格，以建立合適的存貨策略。最後，在此篇研究中，我們將預測出來的價格與我們的存貨策略結合，並在單期且價格不穩態的情況下探討不同的存貨策略成本之差異，以提供決策者建議以及參考。 ;Nowadays, raw material inventory management and cost control has become one of the core issues of the company. It means the procurement was identified as the most important enterprise core competitiveness. Enterprises and procurement people must to face the problem are how to enhance the competitiveness. How to purchase and meet the needs and not spend too much cost are the most difficult problem. The purchase cost is the most of total cost in the company. When we face of the unknown price fluctuations, how to make purchasing decisions is an important question. However, raw material prices in the future is always uncertain, is likely to continue to go up or fall, it is not assume a stationary fluctuations and let make decisions become more difficult. Therefore, for decision-maker, the information of the inventory in previous period can help us to determine the appropriate lot size in each period. We use Hilbert-Huang transform help us forecasting future price and let decision makers to predict in advance how the future price fluctuations in order to establish an appropriate inventory strategy. Finally, in this research, we combined the predicted price and our inventory polices, comparison inventory policies differences in multiple-period and price fluctuation non-stationary. Provide advice and reference for decision-maker.
Appears in Collections:	[Graduate Institute of Industrial Management] Electronic Thesis & Dissertation

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