基于ARMA(1,1)需求的多级供应链牛鞭效应仿真

Bullwhip Effect Molding and Simulation Analysis in Multi-level Supply Chain for ARMA (1,1) Demand Model

在市场需求信息为ARMA(1,1)平稳可逆时间序列模型的前提下,首次建立了多级供应链各级成员以均方误差优化预测技术预测市场需求,以订货点法来确定订货量时多级供应链牛鞭效应理论及仿真模型,并利用仿真模型对多级供应链的整体牛鞭效应及其影响因素进行了详细的分析,研究表明供应链牛鞭效应和相关系数ρ与滑动平均系数θ之间的相互关系有关。

On the basis of ARMA （1, 1） model for demand, the bullwhip effect theory and simulation model of multi level supply chain were established when MSE-optimal forecasting scheme and order-up-to inventory policy were employed. And then, the influences of some parameters on multi level supply chain bullwhip effect were investigated by simulation method. The bullwhip value is mostly influenced by relationship between ρ and θ.