# 臺灣博碩士論文加值系統

(44.192.254.173) 您好！臺灣時間：2023/10/02 05:54

:::

### 詳目顯示

:

• 被引用:0
• 點閱:206
• 評分:
• 下載:0
• 書目收藏:0
 存貨管理在製造業上是個很重要的議題，如何訂購最佳的訂購量並減少成本以得到最大獲利，一直都是此議題必須努力改善實現的目標。因此，本研究假設製造業上的需求屬於碎形布朗運動並驗證之，並根據碎形布朗運動的特性結合存貨模型，將赫斯特幂數應用於前置期間需求量，進行(Q, r)存貨模型的修正。最後利用碎形布朗運動產生不同赫斯特幂數的需求數列，發展存貨政策，與假設獨立的存貨模型作數值比較，發現本存貨模型改善後的效能更優於獨立模型，可獲得較小的總成本，因此可提供管理者進行生產決策或預測規劃。
 Inventory management is an important issue in the manufacture. The target of developing these inventory models is to determine optimal order quantity and gain the maximum profit. Hence, in this thesis, we assume the demand in the manufacture is under fractional Brownian motion. We also use fractional Brownian motion by Hurst exponent in the fixed lead-time demand to modify (Q, r) inventory model. Finally, we simulated fBm process by different H values for the lead time demand to develop inventory policy. We compare result with independent model. We could find out our model is better than assumed independent model. We hope that could provide managers to make a correct decision.
 中文摘要 IIABSTRACT IIIACKNOWLEDGEMENTS IVCONTENT VFIGURE LIST VITABLE LIST VII1. INTRODUCTION 11.1. Background and motivation 11.2. Objective 21.3. Organization of Thesis 22. LITERATURE REVIEW 32.1. The Hurst Phenomenon and Hurst law 32.2. The Brownian motion and The Fractional Brownian motion 62.2.1. The Brownian motion 72.2.2. The fractional Brownian motion 92.3. The fractional Gaussian noise 142.4. The dimension of the graph 162.5. The Quantile-Quantile Plot 172.6. The Chi-Square Goodness-of-Fit Test 193. VERIFICATION 213.1. Data research 213.2. Analysis result 364. INVENTORY MODEL 374.1. Introduction 374.2. Notations and assumptions 384.3. Continuous-review System 414.4. Numberical example 474.4.1. Parameters and assumption 475. SENSITIVITY ANALYSIS AND EFFECTS OF THE PARAMETERS 496. CONCLUSION 52REFERENCE 55
 [1]Apley, D.W. and Tsung, F. (2002). The autoregressive T2 chart for monitoring univariate autocorrelated processes. Journal of Quality Technology, 34, 80-96.[2]Bagchi, U., Hayya, J.C., and Ord, J.K (1982). The distribution of demand during lead time: A synthesis of the state of the use art. working paper, Pennsylvania State University.[3]B.B. Mandelbrot, Wallis, J.R. (1969a). Computer experiments with fractional Gaussian noises, Parts 1,2,3. Water Resource. 5, 228-267.[4]B.B. Mandelbrot, Wallis, J.R. (1969). Some long-run properties of geophysical records. Water Resource. 5(2), 321-340.[5]B.B. Mandelbrot and J.W. van Ness (1968). Fractional Brownian motions, fractional noises and applications. SIAM Review, 10, 422—437.[6]Chambers, John, William Cleveland, Beat Kleiner, and Paul Tukey (1983). Graphical Methods for Data Analysis. Wadsworth.[7]Crownover, R. M. (1995). Introduction to Fractals and Chaos. Jones and Bartlett Publishers, Boston.[8]Dueck, S. (2003). Synthesis of fractional Brownian motion: an evaluation of the simulation techniques of Mandelbrot-van Ness and Cholesky. Physica S 1,.1-29[9]Falconer, K. (1990). Fractal geometry. John Wiley & Sons, New York.[10]Feder, J. (1988). Fractals. Plenum Press, New York.[11]G.. Gallego, D.D. Yao and I. Moon (1993). The distribution free newsboy problem. The Journal of Operational Research Society, 44(8), 825-834.[12]H.E. Hurst (1956). Long-term storage capacity of reservoirs. American Society of Civil Engineers, 116, 770—808.[13]Heinz-Otto Peitgen and Dietmar Saupe (1998). The Science of FRACTAL IMAGES. Springer-Verlag, New York Inc.[14]Hogg, R.V. and Tanis, E.A. (2006). Probability and Statistical Inference, 7th edition. Pearson Prentice Hall: Upper Saddle River, NJ.[15]Hsieh, C.C., Hu, T.W. and Chang, H.K. (1997). Discussing the meaning of Hurst exponent. Construction and Building Activities and Water Conservancy. 7-18.[16]Kottas, J.F., and Lau, H.S. (1979). A realistic approach for modelling stochastic lead time distributions. AIlE Transactions, 11, 54-60.[17]Kottas, J.F., and Lau, H.S. (1980). The use of versatile Distribution families in some stochastic inventory calculations. Journal of the Operational Research Society, 31, 393-403.[18]Lau, H.S., and Wang, M.C. (1987). Estimating the lead time demand distribution when the daily demand is non-normal and autocorrelated. European Journal of Operational Research, 29, 60-69.[19]Magre, O. and Guglielmi, M. (1997). Modelling and analysis of fractional Brownian motions. Chaos, Solitons & Fractals, 8, 377-388.[20]Ouyang L.Y. & Yen N.C. & Wu K.S. (1996). Mixture inventory model with backordersand lost sales for variable lead time, Journal of the Operational Research Society, 47, 829-832.[21]Ravindran, A., Phillips, D. T., and Solberg, J. J. (1987). Operations Research: Principles and Practices ,New York: Wiley.[22]Ray, W.D. (1980). The significance of correlated demands and variable lead time for stock control policies. Journal of the Operational Research Society, 31, 187-190.[23]Ray, W.D. (1981). Computation of reorder level when the demands are correlated and the lead time random. Journal of the Operational Research Society, 32, 27-34.[24]Snedecor, George W. and Cochran, William G. (1989). Statistical Methods, Eighth Edition, Iowa State University Press.[25]Stergios Fotopoulos, Wang, Min-Chiang and S. Subba Rao (1988). Safety stock determination with correlated demands and arbitrary lead times. European Journal of Operational Research, 35(2), 172-181.[26]Stoev, S., Taqqu, M., Park, C., and Marron, J. S. (2005). On the Wavelet Spectrum Diagnostic for Hurst Parameter Estimation in the Analysis of Internet Traffic. Computer Networks, 48, 423-445.[27]Van Ness, P.D., and Stevenson, N.J. (1983). Reorder-point models with discrete probability distributions. Decision Sciences, 14, 363-369.[28]Wallis, J. R. and Matalas, N. C. (1970). Small Sample Properties of H and K-Estimators of the Hurst Coefﬁcient h. Water Resources Research, 6(6): 1583-1594.
 國圖紙本論文
 推文當script無法執行時可按︰推文 網路書籤當script無法執行時可按︰網路書籤 推薦當script無法執行時可按︰推薦 評分當script無法執行時可按︰評分 引用網址當script無法執行時可按︰引用網址 轉寄當script無法執行時可按︰轉寄

 1 音樂及DNA序列之多重碎形分析 2 利用最適樣本自我回歸T2管制圖監控碎形布朗運動製程 3 應用碎形布朗運動需求模式在多產品與投資限制下(Q,r)存貨系統之研究 4 以碎形布朗運動為基礎之製程管制圖設計 5 碎形布朗運動在(Q,r)存貨模型的應用 6 應用隨機產生器於裂隙中之傳輸

 無相關期刊

 1 碎形布朗運動在(Q,r)存貨模型的應用 2 含開口時鋼筋混凝土深梁之剪力強度 3 單側外力引致SRC梁柱交會區之剪力行為及強度 4 使用MEMS電感之壓控振盪器及注入鎖定除頻器之設計 5 消費者對虛擬社群推薦商品購買意願之研究 6 供應鏈需求預估任務分派之實務探討 7 ERP軟體廠商定位策略分析 8 布朗運動隨機微分方程模型與風險保費信賴區間 9 房屋結構之黏性阻尼器阻尼係數分配法比較 10 創新經營模式個案研究—以連接器通路商為研究對象 11 微型化合成共平面波導結構及其電路元件實現 12 跨產業導入企業資源規劃的績效指標之比較研究 13 客服平台營運模式探討 14 3D建築原型拼貼 15 統計式的彩色空間分割方法應用於影像註解之研究

 簡易查詢 | 進階查詢 | 熱門排行 | 我的研究室