基于指数加权分位数回归预测的CPFR成本模型

针对某些商品的高易变性、不对称性的需求模式,基于预测方法高精确度的要求,采用计量经济学前沿预测研究方法指数加权分位数回归预测法,建立了由零售商、制造商的成本模型和供应链系统总成本模型构成的CPFR供应链系统成本模型,为基于多层次CPFR的三级库存协调与优化研究中提高需求预测精度探索新的视角.该模型通过直接预测销售序列的分位数,避免既存研究中基于假设的预测失误,使预测结果更加贴近需求模式的真实值.数值分析表明指数加权分位数回归预测模型的预测精度较高.

Study on Forecasting Models with CPFR-Exponentially Weighted Quantile Regression

Considering the high volatility and skewness of real sales series,the latest forecasting method in statistics,exponential weighted quantile regression,was applied to get higher forecast accuracy.The cost model for supply chain system based on CPFR was built,which includes the retailer's cost,the manufacturer's cost and the supply chain total cost.This model forecasts directly the quantile of the sales series,which not only avoids the forecast mistakes based on hypothesis of research at present,but also make...