forecasting in industrial engineering
TRANSCRIPT
-
7/30/2019 Forecasting in industrial engineering
1/61
-
7/30/2019 Forecasting in industrial engineering
2/61
Ehpino~zbfg wmoz ofj wmr
Ehpino~zbfg b~ zmi {pijbnzbhf he wmoz wbddhnnyp bf eyzypi&
O ehpino~z he {phjynz jicofj b~ zmi `o~b~
ehp ch~z bc{hpzofz {doffbfg jinb~bhf~pigopjbfg ~nmijydbfg$ bfuifzhpr$ {phjynzbhf$eonbdbzr dorhyz ofj ji~bgf$ whpaehpni$
jb~zpb`yzbhf$ {ypnmo~bfg$ ofj ~h hf& Ehpino~zbfg b~ od~h uipr bc{hpzofz ehp
~zpozigbn {doffbfg
-
7/30/2019 Forecasting in industrial engineering
3/61
Ehpino~zbfg
O ehpino~z b~ of i~zbcozi he zmi diuid he jicofj i}{inzij bf zmi eyzypi&
Zwh zr{i~ he jicofj;
^i{zic`ip >>) ??;Hnzh`ip 9;) 2;
WCO> 3
>
b 3 ?Wb Jb
3 -;&9;"-2;" ! -;&>>"-??;" ! -;&?7"-?>;"
3 ?;>&: hpjip~
Fhuic`ip Ehpino~z
-
7/30/2019 Forecasting in industrial engineering
26/61
I}{hfifzbod ^chhzmbfg
@o~ij hf zmi {picb~izmoz zmi ch~z pinifz
h`~ipuozbhf~ cbgmz mouizmi mbgmi~z {pijbnzbuiuodyi
Zmipiehpi$ wi ~mhydj gbuichpi wibgmz zh zmi chpi
pinifz zbci {ipbhj~ wmifehpino~zbfg
Ouipogbfg cizmhj
Wibgmz~ ch~z pinifz
jozo chpi ~zphfgdr Pionz~ chpi zh pinifz
nmofgi~
Wbjidr y~ij$ onnypozi
cizmhj
-
7/30/2019 Forecasting in industrial engineering
27/61
Ez!? 3 Jz ! -? # "Ezwmipi;"->7" ! -;&7;"->7"
3 >7
E> 3 J0 ! -? # "E0
3 -;&>;"-:;" ! -;&7;"->7"
3 >7&2
E?> 3 J?0 ! -? # "E?0
3 -;&>;"-9:" ! -;&7;"-9;&=:"
3 9?&72
I}{hfifzbod ^chhzmbfg -3;&>;"
[IPBHJ CHFZM JICOFJ
? Lof >7
0 Ei` :;
> Cop :?: O{p >7
9 Cor :9
5 Lyf 9;
7 Lyd :>
= Oyg :72 ^i{ 95
?; Hnz 90
?? Fhu 99
?0 Jin 9:
-
7/30/2019 Forecasting in industrial engineering
31/61
EHPINO^Z$ Ez ! ?
[IPBHJ CHFZM JICOFJ - 3 ;&>" - 3 ;&9"
? Lof >7
0 Ei` :; >7&;; >7&;;
> Cop :? >7&2; >=&9;: O{p >7 >=&=> >2&79
9 Cor :9 >=&0= >=&>7
5 Lyf 9; :;&02 :?&5=
7 Lyd :> :>&0; :9&=:
= Oyg :7 :>&?: ::&:0
2 ^i{ 95 ::&>; :9&7?
?; Hnz 90 :7&=? 9;&=9
?? Fhu 99 :2&;5 9?&:0
?0 Jin 9: 9;&=: 9>&0?
?> Lof 9?&72 9>&5?
I}{hfifzbod ^chhzmbfg-nhfz&"
-
7/30/2019 Forecasting in industrial engineering
32/61
7;
5;
9;
:;
>;
0;
?;
; t t t t t t t t t t t t t
? 0 > : 9 5 7 = 2 ?; ?? ?0 ?>
Onzyod
Hpjip~
Chfzm
I}{hfifzbod ^chhzmbfg -nhfz&"
3 ;&9;
3 ;&>;
-
7/30/2019 Forecasting in industrial engineering
33/61
I}{hfifzbod ^chhzmbfg I}oc{di#0
_yi~zbhf Gbuif zmi ehddhwbfg jicofj~$ wmoz opi zmi i}{hfifzbod ~chhzmbfg ehpino~z~ ehp odd
{ipbhj~ y~bfg of i}{hfifzbod ~chhzmbfg eonzhp he 3 ;&?;8 O~~yci zmoz ehp {ipbhj ?< E?3 O?
[ipbhj Jicofj
? :0
0 :;
> :>
: :;
9 :?
5 >2
7 :5
= ::
2 :9
?; >=
?? :;
?0
Ehpino~z Ipphp
:0&;; #0&;;
:?&=; ?&0;
:?&20 #?&20
:?&7> #;&7>
:?&55 #0&55
:?&>2 :&5?
:?&=9 0&?9
:0&;7 0&2>
:0&>5 #:&>5
:?&20 #?&20
:?&7>
#? #? #?z z z z E E O E
0 ? ? ?E E O E
:0 ;&? :0 :0
> 0 0 0E E O E
:0 ;&? :; :0
: > > >E E O E
:?&= ;&? :> :?&=
-
7/30/2019 Forecasting in industrial engineering
34/61
I}{hfifzbod ^chhzmbfg Nypui~
-
7/30/2019 Forecasting in industrial engineering
35/61
Zpifj Ieeinz~ bf I}{hfifzbod ^chhzmbfg
Y{wopj hp jhwfwopj zpifj~ bf jicofj noy~iehpino~z~ zh dog onzyod jozo&
Of i}{hfifzboddr ~chhzmij ehpino~z nof `i nhppinzij
`r ojjbfg o zpifj ojly~zcifz& Zmi ehpcydo~ ehp i}{hfifzbod ~chhzmbfg wbzm zpifj
ojly~zcifz~ opi zh `i y~ij&
-
7/30/2019 Forecasting in industrial engineering
36/61
OEz!? 3 Ez!? ! Zz!?wmipi
Z3 of i}{hfifzboddr ~chhzmij zpifj eonzhp
Zz!? 3 -Ez!? # Ez" ! -? # " Zzwmipi
Zz3 zmi do~z {ipbhj zpifj eonzhp
3 o ~chhzmbfg nhf~zofz ehp zpifj
Zpifj Ojly~zij I}{hfifzbod
^chhzmbfg
-
7/30/2019 Forecasting in industrial engineering
37/61
Zpifj Ojly~zij I}{hfifzbod
^chhzmbfg -3;&>;"
[IPBHJ CHFZM JICOFJ
? Lof >7
0 Ei` :;
> Cop :?: O{p >7
9 Cor :9
5 Lyf 9;
7 Lyd :>
= Oyg :72 ^i{ 95
?; Hnz 90
?? Fhu 99
?0 Jin 9:
Z> 3 -E> # E0" ! -? # " Z0
3 -;&>;"->=&9 # >7&;" ! -;&7;"-;"
3 ;&:9
OE> 3 E> ! Z> 3 >=&9 ! ;&:9
3 >=&29
Z?> 3 -E?> # E?0" ! -? # " Z?0
3 -;&>;"-9>&5? # 9>&0?" ! -;&7;"-?&77"3 ?&>5
OE?> 3 E?> ! Z?> 3 9>&5? ! ?&>5 3 9:&25
-
7/30/2019 Forecasting in industrial engineering
38/61
Zpifj Ojly~zij I}{hfifzbod ^chhzmbfg7 >7&;;
0 Ei` :; >7&;; ;&;; >7&;;
> Cop :? >=&9; ;&:9 >=&29: O{p >7 >2&79 ;&52 :;&::
9 Cor :9 >=&>7 ;&;7 >=&::
5 Lyf 9; >=&>7 ;&;7 >=&::
7 Lyd :> :9&=: ?&27 :7&=0
= Oyg :7 ::&:0 ;&29 :9&>7
2 ^i{ 95 :9&7? ?&;9 :5&75
?; Hnz 90 9;&=9 0&0= 9=&?>
?? Fhu 99 9?&:0 ?&75 9>&?2
?0 Jin 9: 9>&0? ?&77 9:&2=
?> Lof 9>&5? ?&>5 9:&25
-
7/30/2019 Forecasting in industrial engineering
39/61
Zpifj Ojly~zij I}{hfifzbod ^chhzmbfgEhpino~z~
7;
5;
9;
:;
>;
0;
?;
; t t t t t t t t t t t t t
? 0 > : 9 5 7 = 2 ?; ?? ?0 ?>
Onzyod
Jicofj
[ipbhj
Ehpino~z - 3 ;&9;"
Ojly~zij ehpino~z - 3 ;&>;"
-
7/30/2019 Forecasting in industrial engineering
40/61
r 3 o ! `}
wmipio 3 bfzipni{z
` 3 ~dh{i he zmi dbfi
} 3 zbci {ipbhj
r 3 ehpino~z ehpjicofj ehp {ipbhj}
Pigpi~~bhf < Dbfiop Zpifj Dbfi
` 3
o 3r # ` }
wmipif 3 fyc`ip he {ipbhj~
} 3 3 ciof he zmi} uodyi~
r 3 3 ciof he zmir uodyi~
}r # f}r
}0# f}0
}f
rf
-
7/30/2019 Forecasting in industrial engineering
41/61
Dio~z ^qyopi~ I}oc{di
}-[IPBHJ" r-JICOFJ" }r }0
? 7> >7 ?0 :; =; :> :? ?0> 2: >7 ?:= ?59 :9 009 095 9; >;; >57 :> >;? :2
= :7 >75 5:2 95 9;: =?
?; 90 90; ?;;?? 99 5;9 ?0??0 9: 5:= ?::
7= 997 >=57 59;
-
7/30/2019 Forecasting in industrial engineering
42/61
} 3 3 5&9
r 3 3 :5&:0
` 3 3 3?&70
o 3r #`}
3 :5&:0 # -?&70"-5&9" 3 >9&0
>=57 # -?0"-5&9"-:5&:0"
59; # ?0-5&9"0
}r #f}r
}0 #f}0
7=?0
997?0
Dio~z ^qyopi~ I}oc{di
-nhfz&"
-
7/30/2019 Forecasting in industrial engineering
43/61
Dbfiop zpifj dbfi r 3 >9&0 ! ?&70}
Ehpino~z ehp {ipbhj ?> r 3 >9&0 ! ?&70-?>" 3 97&95 yfbz~
7;
5;
9;
:;
>;
0;
?;
;
t t t t t t t t t t t t t
? 0 > : 9 5 7 = 2 ?; ?? ?0 ?>
Onzyod
Jicofj
[ipbhj
Dbfiop zpifj dbfi
-
7/30/2019 Forecasting in industrial engineering
44/61
^io~hfod Ojly~zcifz~
Pi{izbzbui bfnpio~i( jinpio~i bf jicofj
Y~i ~io~hfod eonzhp zh ojly~z ehpino~z
^io~hfod eonzhp 3 ^b 3Jb
J
-
7/30/2019 Forecasting in industrial engineering
45/61
^io~hfod Ojly~zcifz -nhfz&"
0;;0 ?0&5 =&5 5&> ?7&9 :9&;
0;;> ?:&? ?;&> 7&9 ?=&0 9;&?
0;;: ?9&> ?;&5 =&? ?2&5 9>&5
Zhzod :0&; 02&9 0?&2 99&> ?:=&7
JICOFJ -?;;;^ [IP _YOPZIP"RIOP ? 0 > : Zhzod
^? 3 3 3 ;&0=J?
J
:0&;
?:=&7
^0 3 3 3 ;&0;J0
J
02&9
?:=&7^: 3 3 3 ;&>7
J:
J
99&>
?:=&7
^> 3 3 3 ;&?9J>
J
0?&2
?:=&7
-
7/30/2019 Forecasting in industrial engineering
46/61
^io~hfod Ojly~zcifz -nhfz&"
^E? 3 -^?" -E9" 3 -;&0="-9=&?7" 3 ?5&0=
^E0 3 -^0" -E9" 3 -;&0;"-9=&?7" 3 ??&5>
^E> 3 -^>" -E9" 3 -;&?9"-9=&?7" 3 =&7>
^E: 3 -^:" -E9" 3 -;&>7"-9=&?7" 3 0?&9>
r 3 :;&27 ! :&>;} 3 :;&27 ! :&>;-:" 3 9=&?7
Ehp 0;;9
-
7/30/2019 Forecasting in industrial engineering
47/61
Ehpino~z Onnyponr
Ehpino~z ipphp
jbeeipifni `izwiif ehpino~z ofj onzyod jicofj
COJ ciof o`~hdyzi jiubozbhf
CO[J
ciof o`~hdyzi {ipnifz jiubozbhf
Nycydozbui ipphp Ouipogi ipphp hp `bo~
-
7/30/2019 Forecasting in industrial engineering
48/61
Ciof O`~hdyzi Jiubozbhf
-COJ"
wmipi
z3 {ipbhj fyc`ip
Jz 3 jicofj bf {ipbhj z
Ez 3 ehpino~z ehp {ipbhj z
f 3 zhzod fyc`ip he {ipbhj~
3 o`~hdyzi uodyi
Jz # Ez
fCOJ 3
J E
-
7/30/2019 Forecasting in industrial engineering
49/61
COJ I}oc{di
? >7 >7&;; 0 :; >7&;; >&;; >&;;
> :? >7&2; >&?; >&?;
: >7 >=&=> #?&=> ?&=>
9 :9 >=&0= 5&70 5&70
5 9; :;&02 2&52 2&527 :> :>&0; #;&0; ;&0;
= :7 :>&?: >&=5 >&=5
2 95 ::&>; ??&7; ??&7;
?; 90 :7&=? :&?2 :&?2
?? 99 :2&;5 9&2: 9&2:
?0 9: 9;&=: >&?9 >&?9
997 :2&>? 9>&>2
[IPBHJ JICOFJ$ Jz Ez - 3;&>" -Jz # Ez" tJz # Ezt
Jz # Ezf
COJ 3
3 :&=9
9>&>2
??
-
7/30/2019 Forecasting in industrial engineering
50/61
Hzmip Onnyponr Cio~ypi~
Ciof o`~hdyzi {ipnifz jiubozbhf -CO[J"
CO[J 3
tJz # Ezt
Jz
Nycydozbui ipphp
I 3iz
Ouipogi ipphp
I 3iz
f
-
7/30/2019 Forecasting in industrial engineering
51/61
Nhc{opb~hf he Ehpino~z~
EHPINO^Z COJ CO[J I -I"
I}{hfifzbod ~chhzmbfg - 3 ;&>;" :&=9 2&5) :2&>? :&:=
I}{hfifzbod ~chhzmbfg - 3 ;&9;" :&;: =&9) >>&0? >&;0
Ojly~zij i}{hfifzbod ~chhzmbfg >&=? 7&9) 0?&?: ?&20
- 3 ;&9;$ 3 ;&>;"
Dbfiop zpifj dbfi 0&02 :&2)
-
7/30/2019 Forecasting in industrial engineering
52/61
^zozb~zbnod Nhfzphd Nmopz~ ehpEhpino~z Ipphp
3-Jz # Ez"0
f # ?
Y~bfg wi nof nodnydozi ~zozb~zbnodnhfzphd dbcbz~ ehp zmi ehpino~z ipphp
Nhfzphd dbcbz~ opi zr{bnoddr ~iz oz >
-
7/30/2019 Forecasting in industrial engineering
53/61
^zozb~zbnod Nhfzphd Nmopz~
Ipphp~
?=&>2
?0&0:
5&?0
;
#5&?0
#?0&0:
#?=&>2
t t t t t t t t t t t t t
; ? 0 > : 9 5 7 = 2 ?; ?? ?0
[ipbhj
YND 3 !>
DND 3 #>
-
7/30/2019 Forecasting in industrial engineering
54/61
Dbfiop Pigpi~~bhf
r 3o !`} o 3r # ` }
` 3
wmipi
o 3 bfzipni{z
` 3 ~dh{i he zmi dbfi
} 3 3 ciof he zmi} jozo
r 3 3 ciof he zmir jozo
}r #f}r
}0
#f}0
}f
r
f
-
7/30/2019 Forecasting in industrial engineering
55/61
Dbfiop Pigpi~~bhf I}oc{di
} r
-WBF^" -OZZIFJOFNI" }r }0
: >5&> ?:9&0 ?5
5 :;&? 0:;&5 >5
5 :?&0 0:7&0 >5= 9>&; :0:&; 5:
5 ::&; 05:&; >5
7 :9&5 >?2&0 :2
9 >2&; ?29&; 09
7 :7&9 >>0&9 :2
:2 >:5&7 0?57&7 >??
-
7/30/2019 Forecasting in industrial engineering
56/61
Dbfiop Pigpi~~bhf I}oc{di -nhfz&"
} 3 3 5&?09
r 3 3 :>&>5
`3
3
3 :&;5
o3 r # `}
3 :>&>5 # -:&;5"-5&?09"
3 ?=&:5
:2=
>:5&2
=
}r # f}r0
}0 # f}0
-0$?57&7" # -="-5&?09"-:>&>5"
->??" # -="-5&?09"0
-
7/30/2019 Forecasting in industrial engineering
57/61
t t t t t t t t t t t
; ? 0 > : 9 5 7 = 2 ?;
5;$;;;
9;$;;;
:;$;;;
>;$;;;
0;$;;;
?;$;;;
Dbfiop pigpi~~bhf dbfi$r 3 ?=&:5 ! :&;5}
Wbf~$}
Ozzifjofni$r
Dbfiop Pigpi~~bhf I}oc{di -nhfz&"
r 3 ?=&:5 ! :&;5} r 3 ?=&:5 ! :&;5-7"3 :5&==$ hp :5$==;
Pigpi~~bhf iqyozbhf Ozzifjofni ehpino~z ehp 7 wbf~
-
7/30/2019 Forecasting in industrial engineering
58/61
Nhppidozbhf ofj Nhieebnbifz he
Jizipcbfozbhf
Nhppidozbhf$ p
Cio~ypi he ~zpifgzm he pidozbhf~mb{
Uopbi~ `izwiif #?&;; ofj !?&;;
Nhieebnbifz he jizipcbfozbhf$ p0
[ipnifzogi he uopbozbhf bf ji{ifjifz
uopbo`di pi~ydzbfg ephc nmofgi~ bf zmi
bfji{ifjifz uopbo`di
-
7/30/2019 Forecasting in industrial engineering
59/61
Nhc{yzbfg Nhppidozbhf
f}r # }r
Qf}0 # -}"0S Qfr0 # -r"0Sp3
Nhieebnbifz he jizipcbfozbhf
p0 3 -;&2:7"0 3 ;&=27
p3-="-0$?57&7" # -:2"->:5&2"
Q-="->??" # -:2"0S Q-="-?9$00:&7" # ->:5&2"0S
p3 ;&2:7
-
7/30/2019 Forecasting in industrial engineering
60/61
Cydzb{di Pigpi~~bhf
^zyjr zmi pidozbhf~mb{ he jicofj zh zwh hpchpi bfji{ifjifz uopbo`di~
r 3 ; ! ?}? ! 0}0 ! a}awmipi
; 3 zmi bfzipni{z?$ $ a3 {opocizip~ ehp zmi
bfji{ifjifz uopbo`di~
}?$ $ }a3 bfji{ifjifz uopbo`di~
-
7/30/2019 Forecasting in industrial engineering
61/61
Ehpino~zbfg [phni~~
5& Nmina ehpino~z
onnyponr wbzm hfi hp
chpi cio~ypi~
:& ^idinz o ehpino~z
chjid zmoz ~iic~
o{{ph{pbozi ehp jozo
9& Jiuidh{(nhc{yzi
ehpino~z ehp {ipbhj he
mb~zhpbnod jozo
=o& Ehpino~z huip
{doffbfg mhpb|hf
2& Ojly~z ehpino~z `o~ij
hf ojjbzbhfod qyodbzozbui
bfehpcozbhf ofj bf~bgmz
?;& Chfbzhp pi~ydz~
ofj cio~ypi ehpino~z
onnyponr
=`& ^idinz fiw
ehpino~z chjid hp
ojly~z {opocizip~ he
i}b~zbfg chjid
7&
B~ onnyponr he
ehpino~z
onni{zo`di8
?& Bjifzber zmi{yp{h~i he ehpino~z
>& [dhz jozo ofj bjifzber{ozzipf~
0& Nhddinz mb~zhpbnodjozo
Fh
Ri~