Validation and Selection between Machine Learning Technique and Traditional Methods to Reduce Bullwhip Effects: a Data Mining Approach

作者: Hamid R. S. Mojaveri , Mojtaba Heydar , Seyed S. Mousavi , Ahmad Aminian

DOI: 10.5281/ZENODO.1060156

关键词:

摘要: The aim of this paper is to present a methodology in three steps forecast supply chain demand. In first step, various data mining techniques are applied in order prepare data for entering into forecasting models. second the modeling an artificial neural network and support vector machine presented after defining Mean Absolute Percentage Error index measuring error. structure artificial selected based on previous researchers' results article accuracy of network increased by using sensitivity analysis. best forecast for classical methods (Moving Average, Exponential Smoothing, Exponential Smoothing with Trend) resulted based on prepared compared result support vector proposed network. results show that can more precisely in comparison other methods. Finally, methods' stability analyzed raw even effectiveness of clustering analysis measured.

参考文章(29)
Min Qi, 18 Financial applications of Artificial Neural Networks Handbook of Statistics. ,vol. 14, pp. 529- 552 ,(1996) , 10.1016/S0169-7161(96)14020-7
Peter A. Silhan, Keith A. Shriver, Michael T. Dugan, How to Forecast Income Statement Items for Auditing Purposes The Journal of Business Forecasting Methods & Systems. ,vol. 13, pp. 22- ,(1994)
Guoqiang Zhang, B. Eddy Patuwo, Michael Y. Hu, Forecasting with artificial neural networks: International Journal of Forecasting. ,vol. 14, pp. 35- 62 ,(1998) , 10.1016/S0169-2070(97)00044-7
S. Mukherjee, E. Osuna, F. Girosi, Nonlinear prediction of chaotic time series using support vector machines Neural Networks for Signal Processing VII. Proceedings of the 1997 IEEE Signal Processing Society Workshop. pp. 511- 520 ,(1997) , 10.1109/NNSP.1997.622433
Min Qi, Nonlinear Predictability of Stock Returns Using Financial and Economic Variables Journal of Business & Economic Statistics. ,vol. 17, pp. 419- 429 ,(1999) , 10.1080/07350015.1999.10524830
Tim Hill, Marcus O'Connor, William Remus, Neural Network Models for Time Series Forecasts Management Science. ,vol. 42, pp. 1082- 1092 ,(1996) , 10.1287/MNSC.42.7.1082
Ramesh Sharda, Rajendra B. Patil, Connectionist approach to time series prediction: an empirical test Journal of Intelligent Manufacturing. ,vol. 3, pp. 317- 323 ,(1992) , 10.1007/BF01577272
Constantinos S. Hilas, Sotirios K. Goudos, John N. Sahalos, Seasonal decomposition and forecasting of telecommunication data: A comparative case study Technological Forecasting and Social Change. ,vol. 73, pp. 495- 509 ,(2006) , 10.1016/J.TECHFORE.2005.07.002
Karl A. Krycha, Udo Wagner, Applications of artificial neural networks in management science: a survey Journal of Retailing and Consumer Services. ,vol. 6, pp. 185- 203 ,(1999) , 10.1016/S0969-6989(98)00006-X