ارایه رویکرد غیرخطی مارکف سوئیچینگ در پیش‌بینی تقاضا برای مسئله برنامه ریزی تولید ادغامی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار گروه مکانیک، دانشکده فنی و مهندسی، دانشگاه زابل، زابل، ایران

2 دانشیار، گروه صنایع، دانشکده فنی و مهندسی، دانشگاه بوعلی سینا، همدان، ایران

چکیده

برنامه‌ریزی تولید ادغامی همواره یکی از ارکان غیرقابل‌تفکیک در امر تولید بوده است. امروزه، با پیچیده‌تر شدن شرایط تولید، برنامه‌ریزی تولید ادغامی تولید نقش بسزایی در موفقیت شرکت‌های بزرگ تولیدی ایفا می‌نماید. در این رابطه، پیش‌بینی تقاضا یکی از عوامل اثرگذار در کاهش هزینه‌های مسئله‌ی برنامه‌ریزی تولید ادغامی هست بطوریکه اشتباه در پیش‌بینی تقاضا می‌تواند منجر به کسری یا مازاد تولید می‌شود. از طرف دیگر پیش‌بینی صحیح کاهش ریسک و بهبود عملکرد تجاری یک شرکت را به دنبال خواهد داشت. به دلیل روند پر نوسان و غیرخطی تقاضا و متغیرهای مؤثر بر آن در دوره‌های مختلف مدل‌های خطی توانایی کمی در پیش‌بینی تقاضا دارند. ازاین‌رو در این مطالعه، برای اولین بار از مدل غیرخطی مارکف سوئیچینگ برای پیش‌بینی تقاضا در مسئله برنامه‌ریزی تولید ادغامی استفاده می‌شود. به این منظور و پس از پیش‌بینی تقاضا، متغیرهای تصمیم و هزینه‌های کل پیش‌بینی محاسبه و نتایج آن با هزینه‌های واقعی کل مقایسه می‌شوند. نتایج نشان داد که مدل مارکف سوئیچینگ با توجه به معیارهای قدرمطلق خطای پیش‌بینی تجمعی و هزینه‌های برنامه‌ریزی تولید ادغامی کارایی بهتری نسبت به مدل‌های خطی اتورگرسیو میانگین متحرک و خود رگرسیون برداری داشته است.

کلیدواژه‌ها

عنوان مقاله [English]

A nonlinear Markov switching approach in demand forecasting for aggregate production planning problem

نویسندگان [English]

  • Morteza Salehi Sarbijan 1
  • Javad Behnamian 2
1 Department of Mechanical Engineering, Faculty of Engineering, University of Zabol, P.B. 9861335-856, Zabol, Iran
2 Associate Professor, Department of Industry, Faculty of Engineering, Bu-Ali Sina University, Hamadan, Iran
چکیده [English]

The aggregate production planning has been constantly among the inseparable elements of the production. Regarding the complexity of production conditions, this planning plays a critical role in the success of large manufacturing companies. Demand forecasting is among the effective factors that lead to cost reduction in aggregate production planning. Since the forecast does not exactly match reality, it is necessary to minimize the prediction error as much as possible. A wrong forecast of demand leads to a production stock-out or backlog. On the other hand, the correct forecasting in the production planning leads to risk reduction and performance improvement in the company's business. Due to the fluctuating and nonlinear trend of demand and the variables affecting it in the different periods, the linear models have low efficiency in achieving asymmetric changes. Therefore, in this study, for the first time, the Markov switching model is applied to predict demand in the problem of aggregate production planning. In this regard, after demand predicting, the decision variables and total costs are estimated, and the results are compared with the actual total costs. The obtained results showed that the Markov switching model has better performance compared to the autoregressive moving average (ARMA) and vector autoregressive (VAR) models based on the cumulative absolute forecast error (CAFE) criteria and the aggregate production planning costs.

کلیدواژه‌ها [English]

  • Aggregate production planning
  • Forecasting method
  • Markov switching approach
  • Autoregressive Moving Average (ARMA)

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پژوهش های نوین در تصمیم گیری
دوره 8، شماره 2
تیر 1402
صفحه 72-96

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