改良式非等間距灰預測模型

An improved non-equigap grey forecasting model

陳嘉聲

灰預測 ； 非等間距 ； 小樣本 ； 時間數列 ； Non-equigap ； Grey forecasting ； Small data set ； Time series

成功大學工業與資訊管理學系碩士在職專班學位論文

2009年

碩士

利德江

繁體中文

世界經濟潮流導致經濟的競爭加劇，產品開始由大量規格化生產轉變為少量多樣 及客製化的生產，產品生命週期變的短暫且快速，在高投資成本的電子產業需求不再 是容易預測的長期線性趨勢，企業經營與獲利必須因應環境快速的變動做調整。在產 品生產初期由於成本考量及縮短開發階段時間，普遍只能獲得有限的資料，而傳統的 預測技術大多需要大量的資料分析再給予決策，已經無法符合現有的緊迫需求，因此 決策者在有限的樣本下做出迫切性判斷已是無法迴避，而小樣本資料的預測也變成重 要的分析工具。 灰預測模型為小樣本預測的重要方法之一，其中大多採用固定時間間距的建模方 式，而限制了模型的廣泛應用。本研究透過趨勢潛力追蹤法分析資料行為，以擷取非 等間距資料的隱含資訊找出趨勢潛力值，在灰色系統理論的架構下，發展出一種良好 適應性的灰預測模型，做為小樣本資料的分析預測工具。經過實例驗證，在本研究所 提出的方法能依照樣本特性建構適合的模型，更可同時成功地提高小樣本資料的預測 準確度。 關鍵字：灰預測、非等間距、小樣本、時間數列。

The trend of global economy increases industrial competition. Products experience great changes from mass production into customization and lean production. The life cycle of products is shortened and rapid. Demand is no longer a long-term linear trend easily forecasted in high cost electronics industry. Industrial management and profits are in need to adjust to the rapid change in the business nature. In the early stage of manufacturing, it is ordinary that only limited data can be obtained due to the consideration of cost and time spent on invention. However, traditional forecasting skills always require mass data for analysis before making any decisions, which cannot meet current urgent demands. As a result, it is unavoidable that decision makers are forced to make rush decisions with limited samples. Therefore, the forecasting of small data sets is being valued as a vital analytical method. Grey forecasting model is one of the important approaches of small-data-set forecasting. It always establishes models by fixing time span, which leads to the models’ limited application. This study analyzed data with trend and potency tracking method and discovered the generation of trend and potency value by collecting extra information of unequal span data. The study was aimed at developing an adaptive grey forecasting model under the scheme of grey system theory to serve as a forecasting tool of small-data-set analysis. Empirical evidence proved that the approach proposed in the study could not only establish adaptive models in accordance with the characteristics of samples but successfully improve the forecasting precision of small data sets. Key words: Grey forecasting, Non-equigap, Small data set, Time series

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