基于arima模型的供应链突变风险测度.doc

基于arima模型的供应链突变风险测度.doc基于AR I MA模型的供应链突变风险测度
摘要：本文利用系统动力学和ARIMA干预分析法，提岀了一种新 的供应链突变风险的测度方法。以包含一个制造商和一个零售商的二级供 应链为研究对象，并在假设制造商与零售商之间的运输发生突变的基础 上，根据对供应链系统反馈结构的分析结果，构建了供应链系统的动态仿 真模型。然后，选取总库存、需求短缺量和总利润为供应链绩效指标，根 据对仿真结果的描述性统计分析了运输突变风险对供应链绩效的影响。进 一步，构建了供应链绩效指标的时间序列ARIMA模型，并利用干预分析法 研究了测度运输突变风险的方法。研究表明，运输突变风险使得供应链的 %,%,而 总利润平均每周期降低172. 41%。
关键词：供应链管理；系统动力学；ARIMA模型；突变风险
中图分类号：：A文章编号： 1003-5192(2012)02-0050-07
Measurement of Supply Chain Disruption Risks Based on ARIMA Model
MA Zhi-qiang?l, CHEN Jing-xian?2, SHI Guo-hong?l
of Management, Jiangsu University, Zhenjiang 212013,
China; of Business, Nantong University, Nantong 226019,
China )
Abstract:Combined system dynamics and
ARIMA一intervention-analysis method, this paper developed a new approach to measure supply chain disruption risks・ We investigated a two~echelon supply chain system that consists of a manufacturer and a retailer where the transportation between two firms may be disrupted・ We propose a system dynamic model to depict the supply chain system， s behavior under transportation risk・ Then, we obtain the descriptive statistics' resuIts of supply chain
performance(total inventories, total profits and backorders)based on the Simulation data that output by Venple・ Moreover, we developed the ARIMA models of supply chain performance series, and used intervention analysis approach to study the method that measures the transportation disruption risk. Our resuIts show that the transportation risk between manufacturer and retailer make total inventories and backorders of the supply chain increase % and % per period, respectively. However, total profits of the supply chain decrease 172. 41% per period・
Key words: supply chain management; system dynamics; ARIMA model; disruption risks
1引言
突变管理(Disruption Management)是由丹麦学者Clausen等人于 2001年首次提出［1］,也有国内学者将突变管理称为干扰管理［2］或中 断管理［3］。供应链管理作为运作管理的重要研究领域，供应链突变风险 管理也受到了相应的重视，目前的研究侧重于应对供应链突变风险的相关 策略研究，女口： Qi等学者研究了两级供应链生产成本突变