ARMA供应链模型研究

Research on ARMA supply chain model

在基于ARMA时间序列的需求和目标库存最大策略的假定条件下,建立了供应链系统模型。利用时间序列分析方法推导了库存序列、订货序列和库存残差序列的方程表达式,证明库存序列、订货序列和库存残差序列同样为ARMA时间序列,自回归和移动平均的阶数依赖于需求时间序列的阶数和提前期的大小,且订货序列和库存残差序列的自回归部分与需求的自回归部分相同。

To presents a supply chain model based on autoregressive moving average （ARMA） times-series. Given an ARMA model of consumer and ＂order up to a target＂ policy, the times series analysis method is adopted to identify the ARMA supply chain models that the order series, inventories and its remainders series are also ARMA times-series. Their terms depend on the terms of demand times-series and the lead time. In addition, the autoregressive part of order series and remainder series are as same as that of guests; demand series.