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Demand forecasting performance is subject to the uncertainty underlying the time series an organization is dealing with. There are many approaches that may be used to reduce uncertainty and thus to improve forecasting performance. One intuitively appealing such approach is to aggregate demand in lower‐frequency “time buckets.” The approach under concern is termed to as temporal aggregation, and in this article, we investigate its impact on forecasting performance. We assume that the nonaggregated demand follows either a moving average process of order one or a first‐order autoregressive process and a single exponential smoothing (SES) procedure is used to forecast demand. These demand processes are often encountered in practice and SES is one of the standard estimators used in industry. Theoretical mean‐squared error expressions are derived for the aggregated and nonaggregated demand to contrast the relevant forecasting performances. The theoretical analysis is supported by an extensive numerical investigation and experimentation with an empirical dataset. The results indicate that performance improvements achieved through the aggregation approach are a function of the aggregation level, the smoothing constant, and the process parameters. Valuable insights are offered to practitioners and the article closes with an agenda for further research in this area. © 2013 Wiley Periodicals, Inc. Naval Research Logistics 60: 479–498, 2013 相似文献
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在对备件需求时间序列研究的基础上,结合指数平滑法和Croston法的特点,分析了指数平滑法与两步法的原理,通过对指数平滑法和两步法方差的研究,得到两步法是指数平滑法的一般形式的结论,为两步法的进一步研究提供一定的理论支撑。 相似文献
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指数型数据环境因子工程计算方法 总被引:1,自引:0,他引:1
在可靠性工程实践中,对于技术状态处于稳定期的产品,环境因子是对不同试验条件下的可靠性数据进行综合利用的重要参数。由于环境因子理论计算方法在工程应用中存在着很多问题,缺乏工程实用性,因而在可靠性工程中如何确定环境因子一直是个争议较多的问题。主要探讨了指数型数据环境因子的工程确定方法,在理论计算公式的基础上对可靠性试验数据进行了工程上的处理,由此获得的环境因子具备较强的工程实用性。 相似文献
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MADM中不同属性的规范化研究 总被引:3,自引:0,他引:3
不同属性值的规范化是多属性决策问题中的重要过程.提出了一种属性值作为点到优区间和劣区间的距离的定义,依据该定义得到了属性值规范化新方法,并通过实例证明了新规范化方法的有效性. 相似文献
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光顺样条是散乱数据拟合的理想函数,是噪声数据最优平滑的重要工具。因此,光顺样条的数学表示和计算的研究具有重要的意义。本文在一般的线性微分算子和线性泛函的情况下讨论光顺样条函数的构造和计算,通过构造一个适当的再生核Hilbert空间,使得所讨论的微分算子光顺样条成为该空间中的最小范数问题,再利用投影理论建立了光顺样条函数的再生核表示方法,并得到了插值偏差表达式。作为特例,还给出了奇次多项式光顺样条函数新的简洁的计算方法。 相似文献
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根据无标度网络理论对军事信息网络进行分析,认为军事信息网的逻辑层应为符合幂指数分布的无标度网络,传统的以泊松分布为理论基础的随机网络分析方法已不再适用,并通过构建随机网络和无标度网络的实例进行了对比分析,进一步论证了这个结论.根据无标度网络理论,对军事信息网的抗毁性特点进行了分析,得出了"对随机攻击鲁棒性强,对智能攻击脆弱性高"的结论,并提出了以网络连通性为标准,判定节点重要性的一般方法.参照国外的先进网络应用经验,针对军事信息网节点间非常不均衡的无标度特性,给出了"关键节点热备份"和"物理节点分散配置"的抗毁策略. 相似文献
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In this article the effect of defense spending on aggregate output is discussed. Recent publications in this area are reviewed and new additional evidence is provided. The findings presented in this paper are supportive of the positive effect of defense spending. However, in light of the contrary evidence presented in other papers, empirical evidence taken as a whole, suggests that a definitive conclusion about the effect of defense spending at this time should be avoided. 相似文献
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