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Savio, Nicolas Domingo. "Forecasting the effectiveness of policy implementation strategies." Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/forecasting-the-effectiveness-of-policy-implementation-strategies(7d560826-a9bf-4223-8658-02240934ade9).html.
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An important stage in the policy process involves deciding what strategy is to be adopted for implementation so that the objectives of the policy are met in the best way possible. A Policy Implementation Strategy (PIS) adopts a broad view of implementation, which is argued to transcend formulation and decision-making, thereby offering a more realistic view of the policy process. Governmental decision-makers are often faced with having to choose one PIS amongst several possible alternatives, at varying cost levels. In order to aid in such a decision-making process, PIS effectiveness forecasts are proposed as a decision-support tool.Current methods for such a purpose are found to include ex-ante evaluative techniques such as Impact Assessment (IA) and Cost-Benefit Analysis (CBA). However, these approaches are often resource-intensive and such an investment is not always rewarded with accurate predictions. Hence, a judgmental forecasting approach for making PIS effectiveness predictions is proposed as a means for screening the different PIS under contention to provide a shortlist of candidates with particular potential. The selected few can then be further analysed via the quantitative evaluative techniques such as IA and CBA. Judgmental approaches to forecasting are considered ideal for such a role because they are relatively quick and inexpensive to implement. More specifically, a structured analogies approach is proposed as information about analogous PIS is believed to be useful for such a purpose.The proposed structured analogies approach is tested over a series of experiments and the evidence suggests that a structured analogies approach is more accurate when compared to unaided judgment and the more support given to the expert the better. Furthermore, experts were seen to produce considerably more accurate predictions than non-experts. Level of experience and number of analogies recalled did not seem to affect accuracy. The expert forecasts were also comparable to those produced by governments. The thesis concludes with suggestions for future research in the area.
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Li, Mingfei. "Strategies in repeated games." Diss., Connect to online resource - MSU authorized users, 2008.
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Eguasa, Uyi Harrison. "Strategies to Improve Data Quality for Forecasting Repairable Spare Parts." ScholarWorks, 2016. https://scholarworks.waldenu.edu/dissertations/3155.
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Poor input data quality used in repairable spare parts forecasting by aerospace small and midsize enterprises (SME) suppliers results in poor inventory practices that manifest into higher costs and critical supply shortage risks. Guided by the data quality management (DQM) theory as the conceptual framework, the purpose of this exploratory multiple case study was to identify the key strategies that the aerospace SME repairable spares suppliers use to maximize their input data quality used in forecasting repairable spare parts. The multiple case study comprised of a census sample of 6 forecasting business leaders from aerospace SME repairable spares suppliers located in the states of Florida and Kansas. The sample was collected via semistructured interviews and supporting documentation from the consenting participants and organizational websites. Eight core themes emanated from the application of the content data analysis process coupled with methodological triangulation. These themes were labeled as establish data governance, identify quality forecast input data sources, develop a sustainable relationship and collaboration with customers and vendors, utilize a strategic data quality system, conduct continuous input data quality analysis, identify input data quality measures, incorporate continuous improvement initiatives, and engage in data quality training and education. Of the 8 core themes, 6 aligned to the DQM theory's conceptual constructs while 2 surfaced as outliers. The key implication of the research toward positive social change may include the increased situational awareness for SME forecasting business leaders to focus on enhancing business practices for input data quality to forecast repairable spare parts to attain sustainable profits.
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Ben, Taieb Souhaib. "Machine learning strategies for multi-step-ahead time series forecasting." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209234.
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How much electricity is going to be consumed for the next 24 hours? What will be the temperature for the next three days? What will be the number of sales of a certain product for the next few months? Answering these questions often requires forecasting several future observations from a given sequence of historical observations, called a time series. Historically, time series forecasting has been mainly studied in econometrics and statistics. In the last two decades, machine learning, a field that is concerned with the development of algorithms that can automatically learn from data, has become one of the most active areas of predictive modeling research. This success is largely due to the superior performance of machine learning prediction algorithms in many different applications as diverse as natural language processing, speech recognition and spam detection. However, there has been very little research at the intersection of time series forecasting and machine learning.
The goal of this dissertation is to narrow this gap by addressing the problem of multi-step-ahead time series forecasting from the perspective of machine learning. To that end, we propose a series of forecasting strategies based on machine learning algorithms.
Multi-step-ahead forecasts can be produced recursively by iterating a one-step-ahead model, or directly using a specific model for each horizon. As a first contribution, we conduct an in-depth study to compare recursive and direct forecasts generated with different learning algorithms for different data generating processes. More precisely, we decompose the multi-step mean squared forecast errors into the bias and variance components, and analyze their behavior over the forecast horizon for different time series lengths. The results and observations made in this study then guide us for the development of new forecasting strategies.
In particular, we find that choosing between recursive and direct forecasts is not an easy task since it involves a trade-off between bias and estimation variance that depends on many interacting factors, including the learning model, the underlying data generating process, the time series length and the forecast horizon. As a second contribution, we develop multi-stage forecasting strategies that do not treat the recursive and direct strategies as competitors, but seek to combine their best properties. More precisely, the multi-stage strategies generate recursive linear forecasts, and then adjust these forecasts by modeling the multi-step forecast residuals with direct nonlinear models at each horizon, called rectification models. We propose a first multi-stage strategy, that we called the rectify strategy, which estimates the rectification models using the nearest neighbors model. However, because recursive linear forecasts often need small adjustments with real-world time series, we also consider a second multi-stage strategy, called the boost strategy, that estimates the rectification models using gradient boosting algorithms that use so-called weak learners.
Generating multi-step forecasts using a different model at each horizon provides a large modeling flexibility. However, selecting these models independently can lead to irregularities in the forecasts that can contribute to increase the forecast variance. The problem is exacerbated with nonlinear machine learning models estimated from short time series. To address this issue, and as a third contribution, we introduce and analyze multi-horizon forecasting strategies that exploit the information contained in other horizons when learning the model for each horizon. In particular, to select the lag order and the hyperparameters of each model, multi-horizon strategies minimize forecast errors over multiple horizons rather than just the horizon of interest.
We compare all the proposed strategies with both the recursive and direct strategies. We first apply a bias and variance study, then we evaluate the different strategies using real-world time series from two past forecasting competitions. For the rectify strategy, in addition to avoiding the choice between recursive and direct forecasts, the results demonstrate that it has better, or at least has close performance to, the best of the recursive and direct forecasts in different settings. For the multi-horizon strategies, the results emphasize the decrease in variance compared to single-horizon strategies, especially with linear or weakly nonlinear data generating processes. Overall, we found that the accuracy of multi-step-ahead forecasts based on machine learning algorithms can be significantly improved if an appropriate forecasting strategy is used to select the model parameters and to generate the forecasts.
Lastly, as a fourth contribution, we have participated in the Load Forecasting track of the Global Energy Forecasting Competition 2012. The competition involved a hierarchical load forecasting problem where we were required to backcast and forecast hourly loads for a US utility with twenty geographical zones. Our team, TinTin, ranked fifth out of 105 participating teams, and we have been awarded an IEEE Power & Energy Society award.
Doctorat en sciences, Spécialisation Informatique
info:eu-repo/semantics/nonPublished
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Crespo, Cuaresma Jesus, Ines Fortin, and Jaroslava Hlouskova. "Exchange rate forecasting and the performance of currency portfolios." Wiley, 2018. http://dx.doi.org/10.1002/for.2518.
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We examine the potential gains of using exchange rate forecast models and forecast combination methods in the management of currency portfolios for three exchange rates: the euro versus the US dollar, the British pound, and the Japanese yen. We use a battery of econometric specifications to evaluate whether optimal currency portfolios implied by trading strategies based on exchange rate forecasts outperform single currencies and the equally weighted portfolio. We assess the differences in profitability of optimal currency portfolios for different types of investor preferences, two trading strategies, mean squared error-based composite forecasts, and different forecast horizons. Our results indicate that there are clear benefits of integrating exchange rate forecasts from state-of-the-art econometric models in currency portfolios. These benefits vary across investor preferences and prediction horizons but are rather similar across trading strategies.
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Aronsson, Henrik. "Modeling strategies using predictive analytics : Forecasting future sales and churn management." Thesis, KTH, Skolan för informations- och kommunikationsteknik (ICT), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-167130.
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This project was carried out for a company named Attollo, a consulting firm specialized in Business Intelligence and Corporate Performance Management. The project aims to explore a new area for Attollo, predictive analytics, which is then applied to Klarna, a client of Attollo. Attollo has a partnership with IBM, which sells services for predictive analytics. The tool that this project is carried out with, is a software from IBM: SPSS Modeler. Five different examples are given of what and how the predictive work that was carried out at Klarna consisted of. From these examples, the different predictive models' functionality are described. The result of this project demonstrates, by using predictive analytics, how predictive models can be created. The conclusion is that predictive analytics enables companies to understand their customers better and hence make better decisions.Detta projekt har utforts tillsammans med ett foretag som heter Attollo, en konsultfirma som ar specialiserade inom Business Intelligence & Coporate Performance Management. Projektet grundar sig pa att Attollo ville utforska ett nytt omrade, prediktiv analys, som sedan applicerades pa Klarna, en kund till Attollo. Attollo har ett partnerskap med IBM, som saljer tjanster for prediktiv analys. Verktyget som detta projekt utforts med, ar en mjukvara fran IBM: SPSS Modeler. Fem olika exempel beskriver det prediktiva arbetet som utfordes vid Klarna. Fran dessa exempel beskrivs ocksa de olika prediktiva modellernas funktionalitet. Resultatet av detta projekt visar hur man genom prediktiv analys kan skapa prediktiva modeller. Slutsatsen ar att prediktiv analys ger foretag storre mojlighet att forsta sina kunder och darav kunna gora battre beslut.
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Watkins, Arica. "Successful Demand Forecasting Modeling Strategies for Increasing Small Retail Medical Supply Profitability." ScholarWorks, 2019. https://scholarworks.waldenu.edu/dissertations/7576.
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The lack of effective demand forecasting strategies can result in imprecise inventory replenishment, inventory overstock, and unused inventory. The purpose of this single case study was to explore successful demand forecasting strategies that leaders of a small, retail, medical supply business used to increase profitability. The conceptual framework for this study was Winters's forecasting demand approach. Data were collected from semistructured, face-to-face interviews with 8 business leaders of a private, small, retail, medical supply business in the southeastern United States and the review of company artifacts. Yin's 5-step qualitative data analysis process of compiling, disassembling, reassembling, interpreting, and concluding was applied. Key themes that emerged from data analysis included understanding sales trends, inventory management with pricing, and seasonality. The findings of this study might contribute to positive social change by encouraging leaders of medical supply businesses to apply demand forecasting strategies that may lead to benefits for medically underserved citizens in need of accessible and abundant medical supplies.
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Hoover, Michael G. "Corn storage marketing strategies for Virginia." Thesis, This resource online, 1997. http://scholar.lib.vt.edu/theses/available/etd-08222008-063143/.
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Beckman, Charles V. "Multiple year pricing strategies for corn and soybeans using cash, futures, and options contracts." Thesis, This resource online, 1995. http://scholar.lib.vt.edu/theses/available/etd-06162009-063615/.
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Shao, Renyuan. "The Design and Evaluation of Price Risk Management Strategies in the U.S. Hog Industry." The Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=osu1051933573.
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Alvarez-Risco, Aldo, Christian R. Mejia, Jaime Delgado-Zegarra, Shyla Del-Aguila-Arcentales, Arturo A. Arce-Esquivel, Mario J. Valladares-Garrido, Portal Mauricio Rosas Del, et al. "The Peru approach against the COVID-19 infodemic: Insights and strategies." American Society of Tropical Medicine and Hygiene, 2020. http://hdl.handle.net/10757/655502.
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The COVID-19 epidemic has spawned an "infodemic,"with excessive and unfounded information that hinders an appropriate public health response. This perspective describes a selection of COVID-19 fake news that originated in Peru and the government's response to this information. Unlike other countries, Peru was relatively successful in controlling the infodemic possibly because of the implementation of prison sentences for persons who created and shared fake news. We believe that similar actions by other countries in collaboration with social media companies may offer a solution to the infodemic problem.Revisión por pares
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Alfadda, Abdullah Ibrahim A. "Strategies for Managing Cool Thermal Energy Storage with Day-ahead PV and Building Load Forecasting at a District Level." Diss., Virginia Tech, 2019. http://hdl.handle.net/10919/93509.
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In hot climate areas, the electrical load in a building spikes, but not by the same amount daily due to various conditions. In order to cover the hottest day of the year, large cooling systems are installed, but are not fully utilized during all hot summer days. As a result, the investments in these cooling systems cannot be fully justified.
A solution for more optimal use of the building cooling system is presented in this dissertation using Cool Thermal Energy Storage (CTES) deployed at a district level. Such CTES systems are charged overnight and the cool charge is dispatched as cool air during the day. The integration of the CTES helps to downsize the otherwise large cooling systems designed for the hottest day of the year. This reduces the capital costs of installing large cooling systems. However, one important question remains - how much of the CTES should be charged during the night, such that the cooling load for the next day is fully met and at the same time the CTES charge is fully utilized during the day.
The solution presented in this dissertation integrated the CTES with Photovoltaics (PV) power forecasting and building load forecasting at a district level for a more optimal charge/discharge management. A district comprises several buildings of different load profiles, all connected to the same cooling system with central CTES. The use of forecasting for both the PV and the building cooling load allows the building operator to more accurately determine how much of the CTES should be charged during the night, such that the cooling system and CTES can meet the cooling demand for the next day. Using this approach, the CTES would be optimally sized, and utilized more efficiently during the day. At the same time, peak load savings are achieved, thus benefiting an electric utility company.
The district presented in this dissertation comprises PV panels and three types of buildings – a mosque, a clinic and an office building. In order to have a good estimation for the required CTES charge for the next day, reliable forecasts for the PV panel outputs and the electrical load of the three buildings are required. In the model developed for the current work, dust was introduced as a new input feature in all of the forecasting models to improve the models' accuracy. Dust levels play an important role in PV output forecasts in areas with high and variable dust values.
The overall solution used both the PV panel forecasts and the building load forecasts to estimate the CTES charge for the next day. The presented method was tested against the baseline method with no forecasting system. Multiple scenarios were conducted with different cooling system sizes and different CTES capacities. Research findings indicated that the presented method utilized the CTES charge more efficiently than the baseline method. This led to more savings in the energy consumption at the district level.Doctor of Philosophy
In hot weather areas around the world, the electrical load in a building spikes because of the cooling load, but not by the same amount daily due to various conditions. In order to meet the demand of the hottest day of the year, large cooling systems are installed. However, these large systems are not fully utilized during all hot summer days. As a result, the investments in these cooling systems cannot be fully justified. A solution for more optimal use of the building cooling system is presented in this dissertation using Cool Thermal Energy Storage (CTES) deployed at a district level. Such CTES systems are charged overnight and the cool charge is dispatched as cool air during the day. The integration of the CTES helps to downsize the otherwise large cooling systems designed for the hottest day of the year. This reduces the capital costs of installing large cooling systems. However, one important question remains - how much of the CTES should be charged during the night, such that the cooling load for the next day is fully met and at the same time the CTES charge is fully utilized during the day. The solution presented in this dissertation integrated the CTES with Photovoltaics (PV) power forecasting and building load forecasting at a district level for a more optimal charge/discharge management. A district comprises several buildings all connected to the same cooling system with central CTES. The use of the forecasting for both the PV and the building cooling load allows the building operator to more accurately determine how much of the CTES should be charged during the night, such that the cooling system and CTES can meet the cooling demand for the next day. Using this approach, the CTES would be optimally sized and utilized more efficiently. At the same time, peak load is lowered, thus benefiting an electric utility company.
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Kornprobst, Antoine. "Financial crisis forecasts and applications to systematic trading strategies." Thesis, Paris 1, 2017. http://www.theses.fr/2017PA01E067/document.
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Cette thèse, constituée de trois papiers de recherche, est organisée autour de la construction d’indicateurs de crises financières dont les signaux sont ensuite utilisés pour l’élaboration de stratégies de trading algorithmique. Le premier papier traite de l’établissement d’un cadre de travail permettant la construction des indicateurs de crises financière. Le pouvoir de prédiction de nos indicateurs est ensuite démontré en utilisant l’un d’eux pour construire une stratégie de type protective-put active qui est capable de faire mieux en termes de performances qu’une stratégie passive ou, la plupart du temps, que de multiples réalisations d’une stratégie aléatoire. Le second papier va plus loin dans l’application de nos indicateurs de crises à la création de stratégies de trading algorithmique en utilisant le signal combiné d’un grand nombre de nos indicateurs pour gouverner la composition d’un portefeuille constitué d’un mélange de cash et de titres d’un ETF répliquant un indice equity comme le SP500. Enfin, dans le troisième papier, nous construisons des indicateurs de crises financières en utilisant une approche complètement différente. En étudiant l’évolution dynamique de la distribution des spreads des composantes d’un indice CDS tel que l’ITRAXXX Europe 125, une bande de Bollinger est construite autour de la fonction de répartition de la distribution empirique des spreads, exprimée sur une base de deux distributions log-normales choisies à l’avance. Le passage par la fonction de répartition empirique de la frontière haute ou de la frontière basse de cette bande de Bollinger est interprétée en termes de risque et permet de produire un signal de tradingThis thesis is constituted of three research papers and is articulated around the construction of financial crisis indicators, which produce signals, which are then applied to devise successful systematic trading strategies. The first paper deals with the establishment of a framework for the construction of our financial crisis indicators. Their predictive power is then demonstrated by using one of them to build an active protective-put strategy, which is able to beat in terms of performance a passive strategy as well as, most of the time, multiple paths of a random strategy. The second paper goes further in the application of our financial crisis indicators to the elaboration of systematic treading strategies by using the aggregated signal produce by many of our indicators to govern a portfolio constituted of a mix of cash and ETF shares, replicating an equity index like the SP500. Finally, in the third paper, we build financial crisis indicators by using a completely different approach. By studying the dynamics of the evolution of the distribution of the spreads of the components of a CDS index like the ITRAXX Europe 125, a Bollinger band is built around the empirical cumulative distribution function of the distribution of the spreads, fitted on a basis constituted of two lognormal distributions, which have been chosen beforehand. The crossing by the empirical cumulative distribution function of either the upper or lower boundary of this Bollinger band is then interpreted in terms of risk and enables us to construct a trading signal
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Sala, Cardoso Enric. "Advanced energy management strategies for HVAC systems in smart buildings." Doctoral thesis, Universitat Politècnica de Catalunya, 2019. http://hdl.handle.net/10803/668528.
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The efficacy of the energy management systems at dealing with energy consumption in buildings has been a topic with a growing interest in recent years due to the ever-increasing global energy demand and the large percentage of energy being currently used by buildings. The scale of this sector has attracted research effort with the objective of uncovering potential improvement avenues and materializing them with the help of recent technological advances that could be exploited to lower the energetic footprint of buildings. Specifically, in the area of heating, ventilating and air conditioning installations, the availability of large amounts of historical data in building management software suites makes possible the study of how resource-efficient these systems really are when entrusted with ensuring occupant comfort. Actually, recent reports have shown that there is a gap between the ideal operating performance and the performance achieved in practice.
Accordingly, this thesis considers the research of novel energy management strategies for heating, ventilating and air conditioning installations in buildings, aimed at narrowing the performance gap by employing data-driven methods to increase their context awareness, allowing management systems to steer the operation towards higher efficiency. This includes the advancement of modeling methodologies capable of extracting actionable knowledge from historical building behavior databases, through load forecasting and equipment operational performance estimation supporting the identification of a building’s context and energetic needs, and the development of a generalizable multi-objective optimization strategy aimed at meeting these needs while minimizing the consumption of energy.
The experimental results obtained from the implementation of the developed methodologies show a significant potential for increasing energy efficiency of heating, ventilating and air conditioning systems while being sufficiently generic to support their usage in different installations having diverse equipment. In conclusion, a complete analysis and actuation framework was developed, implemented and validated by means of an experimental database acquired from a pilot plant during the research period of this thesis. The obtained results demonstrate the efficacy of the proposed standalone contributions, and as a whole represent a suitable solution for helping to increase the performance of heating, ventilating and air conditioning installations without affecting the comfort of their occupants.L’eficàcia dels sistemes de gestió d’energia per afrontar el consum d’energia en edificis és un tema que ha rebut un interès en augment durant els darrers anys a causa de la creixent demanda global d’energia i del gran percentatge d’energia que n’utilitzen actualment els edificis. L’escala d’aquest sector ha atret l'atenció de nombrosa investigació amb l’objectiu de descobrir possibles vies de millora i materialitzar-les amb l’ajuda de recents avenços tecnològics que es podrien aprofitar per disminuir les necessitats energètiques dels edificis. Concretament, en l’àrea d’instal·lacions de calefacció, ventilació i climatització, la disponibilitat de grans bases de dades històriques als sistemes de gestió d’edificis fa possible l’estudi de com d'eficients són realment aquests sistemes quan s’encarreguen d'assegurar el confort dels seus ocupants. En realitat, informes recents indiquen que hi ha una diferència entre el rendiment operatiu ideal i el rendiment generalment assolit a la pràctica. En conseqüència, aquesta tesi considera la investigació de noves estratègies de gestió de l’energia per a instal·lacions de calefacció, ventilació i climatització en edificis, destinades a reduir la diferència de rendiment mitjançant l’ús de mètodes basats en dades per tal d'augmentar el seu coneixement contextual, permetent als sistemes de gestió dirigir l’operació cap a zones de treball amb un rendiment superior. Això inclou tant l’avanç de metodologies de modelat capaces d’extreure coneixement de bases de dades de comportaments històrics d’edificis a través de la previsió de càrregues de consum i l’estimació del rendiment operatiu dels equips que recolzin la identificació del context operatiu i de les necessitats energètiques d’un edifici, tant com del desenvolupament d’una estratègia d’optimització multi-objectiu generalitzable per tal de minimitzar el consum d’energia mentre es satisfan aquestes necessitats energètiques. Els resultats experimentals obtinguts a partir de la implementació de les metodologies desenvolupades mostren un potencial important per augmentar l'eficiència energètica dels sistemes de climatització, mentre que són prou genèrics com per permetre el seu ús en diferents instal·lacions i suportant equips diversos. En conclusió, durant aquesta tesi es va desenvolupar, implementar i validar un marc d’anàlisi i actuació complet mitjançant una base de dades experimental adquirida en una planta pilot durant el període d’investigació de la tesi. Els resultats obtinguts demostren l’eficàcia de les contribucions de manera individual i, en conjunt, representen una solució idònia per ajudar a augmentar el rendiment de les instal·lacions de climatització sense afectar el confort dels seus ocupants
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Gross, Peter. "Can a technical analysis-based trading strategy outperform a naive buy-hold strategy." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/8326.
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Thesis (MBA)--Stellenbosch University, 2008.ENGLISH ABSTRACT: Empirical research is done to determine whether trading strategies based on technical analysis can outperform a naive buy-and-hold strategy. A study is made of classical and contemporary academic literature. The central investigation is threefold. Firstly, the degree of randomness of a chosen basket of securities is determined vis-a-vis the Random Walk Hypothesis. Secondly, the effectiveness of stop loss orders is assessed. Lastly, a collection of chosen trading strategies is back-tested on security data ranging over 20 years. Performance of these systems is measured on net average and risk-adjusted gains in the absence of transaction and taxation costs. The finding of this report is that, in the absence of these costs, certain technical trading strategies can indeed outperform a buy-and-hold strategy. Although end-of-day data is used throughout the study, the techniques can also be applied to intra-day trading.
AFRIKAANSE OPSOMMING: Empiriese navorsing is gedoen om te bepaal of handelstrategiee wat op tegniese ontleding gebaseer is, beter kan presteer as 'n klassieke konserwatiewe koop-en-hou-strategie. Omvattende literatuurstudie is gedoen van klassieke en kontemporere literatuur, en die kruks van die navorsing is drieledig. Eerstens word die toevalligheidsgraad van 'n gekose aandelepakket ten opsigte van die hipotese van ewekansigce koersbeweging bepaal. Tweedens word die effektiwiteit van "stop-verlies" opdragte ontleed en laastens word 'n versameling historiese handelstrategiee getoets met die laaste 20 jaar se aandeledata. Die prestasie van die onledingstelsels word gemeet aan die hand van die netto gemiddelde en risiko aangepaste opbrengste met uitsluiting van die transaksie en belasting kostes. Die bevinding van die studie is dat met uitsluiting van die transakie en belasting kostes, die gebruik van tegniese ontledings inderdaad hoer opbrengste lewer as die klassieke koop-en-hou strategie. Alhoewel dag sluitingsdata deurlopend vir die studie gebruik was, kan die tegnieke ook op intradag data toegepas word.
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Silva, Malcon Fernandes Angelo da. "Modelo para planejamento de demanda de energia elétrica considerando o comportamento dos consumidores nos ambientes de contratação." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2007. http://hdl.handle.net/10183/10701.
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A reestruturação do Setor Elétrico Brasileiro foi iniciada na década de 90, passando por uma fase de transição até chegar ao atual modelo institucional, finalizada em 2004. Este modelo define um Ambiente de Contratação Regulado (ACR) e um Ambiente de Contratação Livre (ACL), onde consumidores qualificados podem optar por adquirir energia em ambos os ambientes. No ACR, os fornecedores de energia para consumidores finais são as distribuidoras, enquanto no ACL a escolha entre os agentes de oferta é livre. As distribuidoras, antes da reestruturação do setor, realizavam a projeção de sua demanda considerando todos os consumidores de sua área de concessão. Com a reestruturação, a decisão dos consumidores deve ser agregada ao processo de projeção de demanda de energia elétrica. A modelagem deste problema utilizando simulação dinâmica é adequada, uma vez que devem ser consideradas realimentações entre as decisões dos consumidores, as decisões da distribuidora e a projeção de demanda, caracterizando a dinâmica do problema. Este trabalho propõe um modelo de planejamento de demanda de energia elétrica que contempla o processo de decisão de consumidores e as atuais regras de comercialização na projeção da demanda de distribuidoras de energia elétrica, com aplicação na definição de estratégias destas empresas, dando suporte às decisões de contratação de energia. São realizados estudos de caso para diferentes estratégias das distribuidoras e diferentes cenários de preços, constatando-se a necessidade da consideração destas estratégias e da decisão dos consumidores no processo de planejamento da demanda. O modelo proposto objetiva complementar o modelo tradicionalmente em uso nas distribuidoras.The restructuring of the Brazilian Electrical Sector began in the 90’s and went through a transition phase until it reached the actual institutional model, defined in 2004. This model defines a Regulated Contracting Environment and a Free Contracting Environment, where qualified consumers may choose to acquire energy in both environments. In the regulated one, distribution companies are the suppliers for final consumers, while there is competition in the free environment. Before restructuring, distribution companies carried out the demand forecasting considering monopoly over all consumers of its concession area. After restructuring, consumers’ decisions must be considered in the demand forecasting process. Dynamic simulation techniques are good options to represent feedback among consumers’ decisions, distribution companies’ decisions and demand forecasting. This work proposes a demand forecasting model witch considers the consumer decision process and the actual trading rules in the distribution companies’ demand forecasting, that can be applied in strategies designing and as a base for energy contracting. There are some case studies with different distribution company’s strategies and different price scenarios. The results show that it is necessary to include consumers’ decision and distribution companies’ strategies in the demand planning process. The proposed model objective is to complement the traditional model in use by distribution companies.
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OLIVEIRA, Abdinardo Moreira Barreto de. "Estratégias de hedging para a fruticultura exportadora brasileira." Universidade Federal de Pernambuco, 2015. https://repositorio.ufpe.br/handle/123456789/16499.
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FACEPE
O objetivo deste estudo foi verificar as configurações nas quais as estratégias de hedging são efetivas na diminuição do risco de preço da fruticultura exportadora brasileira. Tal pesquisa é justificada pela seguinte problema: caso fosse possível os fruticultores serem usuários do mercado de derivativos, não se sabe como as estratégias de hedging seriam configuradas para melhor lhes atenderem. Assim, foram calculados os preços médios mensais US$ FOB/kg entre 1989 e 2013, a partir dos dados fornecidos pelo site AliceWeb2, para as seguintes frutas: manga, melão e uva. Elas foram escolhidas por representarem 62% do valor recebido em dólares e 48% do volume exportado das frutas brasileiras. Foram usados os modelos ARIMA/GARCH para obter os preços futuros e estimar o hedge próprio, e adotados os preços futuros WTI do petróleo para estimar o cross-hedge. Realizaram-se previsões para cada abordagem de hedging empregada no estudo: Variância Mínima, Média-Variância, BEKKGARCH, Dominância Estocástica e VaR/CVaR. Em relação ao hedge próprio, o contrato com vencimento em 07 meses e em posição vendida, pela abordagem BEKK-GARCH, foi o mais efetivo para a manga (H = -0,725; HE = 35,8%); em 06 meses e em posição comprada, pela abordagem U-MEG (n = 300), foi o mais efetivo para o melão (H = 0,557; HE = 17,9%); e em 06 meses e em posição vendida, pela abordagem U-MEG (n = 300), foi o mais efetivo para a uva (H = -0,272; HE = 34,8%). Considerando o cross-hedge, o contrato com vencimento em 11 meses e em posição comprada, pela abordagem BEKK-GARCH, foi o mais efetivo, para a manga (H = 0,018; HE = 22%); o contrato com vencimento em 12 meses e em posição vendida, pela abordagem da Variância Mínima, foi o mais efetivo para o melão (H = -0,003; HE = 8,7%); e o contrato com vencimento em 11 meses e em posição vendida, pela abordagem BEKK-GARCH, foi o mais efetivo, para a uva (H = -0,022; HE = 22,1%). Vale ressaltar a dificuldade do cross-hedge a ser feito para o melão, dado os diminutos valores de H a serem realizados em termos práticos, demandando a realização de investigações futuras para melhorar este resultado em particular.
The objective of this study was to verify the settings in which the hedging strategies are effective in reducing the price risk in the Brazilian export fruits. Such research is justified by the following problem: if it were possible fruit growers are users of the derivatives market, it is not known how hedging strategies would be configured to best meet them. Thus, they were calculated the monthly average prices FOB US$/kg between 1989 and 2013, based on data provided by AliceWeb2 site for the following fruits: mango, melon and grape. They were chosen because they represent 62% of the amount received in dollars and 48% of the exported volume of Brazilian fruits. They were used the ARIMA / GARCH models to get the future prices and estimate the own hedge, and adopted the WTI future price of oil to estimate the cross-hedge. It was conducted estimations for each hedging approach used in the study: Minimum Variance, Mean-Variance, BEKK-GARCH, Stochastic Dominance and VaR/CVaR. Regarding to own hedge, the contract maturing in 07 months and short position by BEKK-GARCH approach was the most effective for mango (H = -0.725; HE = 35.8%); in 06 months and long position, the U-MEG approach (n = 300), was the most effective for melon (H = 0.557; HE = 17.9%); and 06 months and short position for the U-MEG approach (n = 300), was the most effective for grape (H = -0.272; HE = 34.8%). Considering the crosshedge, the contract maturing in 11 months and long position, by BEKK-GARCH approach was the most effective for mango (H = 0.018; HE = 22%); the contract maturing in 12 months and short position, the approach of the Minimum Variance was the most effective for melon (H = -0.003; HE = 8.7%); and the contract maturing in 11 months and short position by BEKK-GARCH approach was the most effective for grape (H = -0.022; HE = 22.1%). It is worth mentioning the difficulty of cross-hedge to be made to the melon, given the tiny H values to be realized in practical terms, which demands the realization of further investigations to improve this particular result.
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Ruz, Estévez Lídia. "Improvement of strategies for the management of fire blight (Erwinia amylovora). Evaluation and optimization of physical and chemical control methods, and use of decision support systems." Doctoral thesis, Universitat de Girona, 2003. http://hdl.handle.net/10803/7923.
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El foc bacterià és una malaltia que afecta a plantes de la família de la rosàcies, causada pel bacteri Erwinia amylovora. El seu rang d'hostes inclou arbres fruiters, com la perera, la pomera o el codonyer, i plantes ornamentals de gran interès comercial i econòmic. Actualment, la malaltia s'ha dispersat i es troba àmpliament distribuïda en totes les zones de clima temperat del món. A Espanya, on la malaltia no és endèmica, el foc bacterià es va detectar per primer cop al 1995 al nord del país (Euskadi) i posteriorment, han aparegut varis focus en altres localitzacions, que han estat convenientment eradicats. El control del foc bacterià, és molt poc efectiu en plantes afectades per la malaltia, de manera que es basa en mesures encaminades a evitar la dispersió del patogen, i la introducció de la malaltia en regions no endèmiques. En aquest treball, la termoteràpia ha estat avaluada com a mètode d'eradicació d'E. amylovora de material vegetal de propagació asimptomàtic. S'ha demostrat que la termoteràpia és un mètode viable d'eradicar E. amylovora de material de propagació. Gairebé totes les espècies i varietats de rosàcies mantingudes en condicions d'humitat sobrevivien 7 hores a 45 ºC i més de 3 hores a 50 ºC, mentre que més d'1 hora d'exposició a 50 ºC amb calor seca produïa danys en el material vegetal i reduïa la brotació. Tractaments de 60 min a 45 ºC o 30 min a 50 ºC van ser suficients per reduir la població epífita d'E. amylovora a nivells no detectables (5 x 102 ufc g-1 p.f.) en branques de perera.
Els derivats dels fosfonats i el benzotiadiazol són efectius en el control del foc bacterià en perera i pomera, tant en condicions de laboratori, com d'hivernacle i camp. Els inductors de defensa de les plantes redueixen els nivells de malaltia fins al 40-60%. Els intervals de temps mínims per aconseguir el millor control de la malaltia van ser 5 dies pel fosetil-Al, i 7 dies per l'etefon i el benzotiadiazol, i les dosis òptimes pel fosetil-Al i el benzotiadiazol van ser 3.72 g HPO32- L-1 i 150 mg i.a. L-1, respectivament. Es millora l'eficàcia del fosetil-Al i del benzotiadiazol en el control del foc bacterià, quan es combinen amb els antibiòtics a la meitat de la dosi d'aquests últims. Tot i que l'estratègia de barrejar productes és més pràctica i fàcil de dur a terme a camp, que l'estratègia de combinar productes, el millor nivell de control de la malaltia s'aconsegueix amb l'estratègia de combinar productes.
Es va analitzar a nivell histològic i ultrastructural l'efecte del benzotiadiazol i dels fosfonats en la interacció Erwinia amylovora-perera. Ni el benzotiadiazol, ni el fosetil-Al, ni l'etefon van induir canvis estructurals en els teixits de perera 7 dies després de la seva aplicació. No obstant, després de la inoculació d'E. amylovora es va observar en plantes tractades amb fosetil-Al i etefon una desorganització estructural cel·lular, mentre que en les plantes tractades amb benzotiadiazol aquestes alteracions tissulars van ser retardades.
S'han avaluat dos models (Maryblyt, Cougarblight) en un camp a Espanya afectat per la malaltia, per determinar la precisió de les prediccions. Es van utilitzar dos models per elaborar el mapa de risc, el BRS-Powell combinat i el BIS95 modificat. Els resultats van mostrar dos zones amb elevat i baix risc de la malaltia. Maryblyt i Cougarblight són dos models de fàcil ús, tot i que la seva implementació en programes de maneig de la malaltia requereix que siguin avaluats i validats per un període de temps més llarg i en àrees on la malaltia hi estigui present.
Fire blight, caused by the bacterium Erwinia amylovora, is a serious disease of rosaceous plants that affects fruit trees such as pear, apple or quince, and ornamental plants with great commercial and economic interest. The disease is spread and well distributed in all temperate regions of the world. In Spain, where the disease is non endemic, fire blight was first detected in 1995 in the North of the country (Euskadi) and later, several new outbreaks have appeared in other locations that have been properly eradicated. Control of fire blight is very slightly effective in affected plants and is based on measures to avoid the spread of pathogen, and the introduction of disease in non-endemic regions.
In this work, thermotherapy has been evaluated as a method for eradication of E. amylovora from symptomless propagating plant material. It has been demonstrated that heat is a viable method for eradicating E. amylovora from the propagation material of the pear. Almost all rosaceous species and cultivars maintained under moist conditions survived 7 hours at 45 ºC and up to 3 hours at 50 ºC, while more than 1 hour of exposure at 50 ºC under dry heat injured plants and reduced shooting. However, 60 min at 45 ºC or 30 min at 50 ºC were enough to reduce epiphytic E. amylovora population on pear budwoods to non-detectable level (5 x 102 cfu g-1 f.w.).
Phosphonate derivatives and benzothiadiazole were effective in fire blight control in pear and apple, under laboratory, greenhouse and field conditions. Plant defense inducers reduced disease levels to 40-60%. The minimal time intervals to achieve the best control of disease were 5 days for fosetyl-Al, and 7 days for ethephon and benzothiadiazole, and the optimal doses of fosetyl-Al and benzothiadiazole were 3.72 g HPO32- L-1 and 150 mg a.i. L-1, respectively. The efficacy of fosetyl-Al and benzothiadiazole in fire blight control was improved when consecutively sprayed (combined strategy) with a half-reduced dose of antibiotics. Although the mixed strategy is more practical and easier to apply in the orchard than the combined one, the best level of fire blight control was achieved with the combined strategy.
The effect of benzothiadiazole and phosphonates in Erwinia amylovora-pear interaction was analyzed at histological and ultrastructural level. Neither benzothiadiazole, nor fosetyl-Al, nor ethephon induced structural changes in pear leaf tissues 7 days after their application. However, after E. amylovora inoculation structural cell disorganization was observed in fosetyl-Al and ethephon-sprayed plants, while in benzothiadiazole-sprayed plants these tissue alterations were delayed.
Two predictive models (Maryblyt and Cougarblight) were evaluated in an orchard naturally affected by fire blight in Spain, to determine the accuracy of the predictions. The combined BRS-Powell model and the modified BIS95 model were also evaluated. Results showed two clearly differentiated geographical areas with high and low fire blight risk. Maryblyt and Cougarblight are easy models to use, but their implementation in disease management programs must be evaluated and validated for more seasons and in areas where the disease is present.
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Shirahatti, Murughendra. "Business planning and forecasting application for Synopsys, Inc." [Chico, Calif. : California State University, Chico], 2009. http://csuchico-dspace.calstate.edu/xmlui/handle/10211.4/176.
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Grabrovaz, Meaghan. "An investigation into the forecasting of skills in nuclear decommissioning." Thesis, University of Central Lancashire, 2017. http://clok.uclan.ac.uk/23759/.
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This study explores the nature of skills forecasting in nuclear decommissioning and that which makes skills forecasting information useful. The study adopts a pragmatic approach using an interpretative, qualitative case study research design and draws on aspects of a critical realist approach to uncover, deconstruct and challenge some ‘norms’ in skills forecasting. The study makes an original contribution to knowledge through the identification of nineteen factors that influence skills forecasting in the nuclear industry. It also generates a baseline of knowledge on the theory and practice of skills forecasting and management through a review of the literature on skills, forecasting, skills forecasting and workforce planning and relevant aspects of public sector management and HRM. The study documents and compares current skills forecasting practice amongst UK site licensed companies and selected supply chain companies. Such research has not previously been conducted in the nuclear decommissioning industry. This answers research questions about why, and how, different groups in the sector perform skills forecasting and how variations in approaches affect the information produced. It also answers research questions about who uses skills forecasting information, and how. Together with a review of current problems with skills information, this contributes to an understanding of what makes skills information useful. The research evidences that while the industry has some common features with other High Reliability Organisations, there are unique dimensions which make this research significant. Some ‘norms’ operating in skills forecasting were challenged including how it is being used, eg as an agent for change by some groups, and assumptions about the potential availability of skills from the supply chain. The literature review was used to construct a practical-ideal type, an approach derived from classical pragmatism offering a version of a nearly ideal process, on the understanding that this is socially constructed and subject to continual change. Existing practice is evaluated against this practical-ideal type in a unique application of this methodology in the nuclear decommissioning context.
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Donaghy, Kevin. "An investigation of the awareness, current impact and potential implications of YM among hotel managers." Thesis, University of Ulster, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.390117.
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Cho, Yonghee. "Exploring Technology Forecasting and its Implications for Strategic Technology Planning." PDXScholar, 2018. https://pdxscholar.library.pdx.edu/open_access_etds/4224.
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As the importance of R&D has been growing in economic growth, the accountability and effectiveness of R&D programs are highly emphasized. Especially, in times of economic downturn, the evaluation of performance in a firm is needed to justify R&D investment. In response, various attempts have been made to improve success rates of R&D projects, gain competitive advantage, and achieve a firm's growth in profitability. In particular, in industries where technological innovation is significant, strategic technology planning and R&D capabilities may be the lead ones in defining the dynamic capabilities of a firm. In addition, technology forecasting (TF) in technology planning is a crucial step to follow before developing technologies/products/processes in need.
In this regard, researchers have an abiding interest in enhancing methods to forecast emerging technology, while practitioners have a considerable interest in selecting appropriate tools to apply in their field for better forecasting results. Nevertheless, so far it is not well documented how appropriately the current research responds to this need. Thus, a thorough review on TF techniques is conducted to help researchers and practitioners capture methodologies in a tangible way and identify the current trends in the TF arena. Moreover, there is still a lack of clear guidance as to where and how particular TF methods are useful in strategic planning based on technology characteristics as well as the nature of industry. The purpose of this study is to enrich the stream of research on TF activities in a firm for practitioners and researchers, a unique context where TF could lead to technological innovation. This research offers a classification of the approaches, and presents technological, industrial, methodological, and organizational aspects of TF methods that are inherent in TF activities. Furthermore, this study provides empirical evidences to support organizational and managerial implications regarding TF activities associated with technology planning in a firm. Research findings in regimes of technological change suggest insights on technological, organizational, and managerial processes within the firm.
On the other hand, research on the effects on business performance of "best practices" of strategic planning, which enable firms to articulate their plans to develop, acquire, and deploy resources for accomplishing firms' financial growth, has so far ignored the roles of strategic technology planning associated with TF. In this regard, this study explores a set of indicators, discusses, and presents the findings from the literature in such a way that they become useful for researchers or managers who are in charge of measuring the R&D performance and business performance from innovation activity. Next, this research tested the hypothetical framework proposed not only to provide a current snapshot of how firms across industries implement best practices in strategic technology planning, but also to improve the effectiveness of strategic planning. The results present the positive linkages between TF, technology planning, and superior business performance. The findings in this research help policy makers, universities, research institutes/national labs, and companies to enhance their decision making process on technology development.
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Brooks, Lonny J. "Working in the future tense : materializing stories of emerging technologies and cyberculture at the Institute for the Future /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3144308.
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Choi, Jeong-Gil. "The Restaurant Industry: Business Cycles, Strategic Financial Practices, Economic Indicators, and Forecasting." Diss., Virginia Tech, 1999. http://hdl.handle.net/10919/27181.
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The essential characteristic of the future is uncertainty. A basic feature of the economy, and life in general, is that decisions are made under conditions of uncertainty-the future is unknowable. Having reliable guidelines or indicators that provide discipline and signposts to the future is required for the process of successful investing. Conditions are constantly changing, and there are no rewards for replaying the same old game over and over. To answer for this demand, continued from the previous studies (Choi, 1996; Choi et al., 1997a; Choi et al., 1997b; Choi et al., 1999), this study developed the restaurant industry business cycle models and examined financial practices of the high and low performing firms over the industry cycles.
The U.S. restaurant industry demonstrated three cycles (peak to peak or trough to trough) for the period of 1970 through 1998. The restaurant industry peaked in 1973, 1979, and 1989. The industry troughed in 1970, 1974, 1980, and 1991. The mean duration of the restaurant industry cycles is 8 years (SD: 2) calculated by peak to peak and 6.5 years (SD: 2.08) calculated by trough to trough. Expansion takes an average of 6 years in the restaurant industry but declines sharply after it reaches the peak taking average 1.33 years.
The restaurant industry experienced high growth (boom) every five years on average. The troughs of the growth cycles, contrasted to the peaks of the growth cycles, coincided with those of the restaurant industry business cycles in each case except one (1985). During that year a low growth phase interrupted industry business expansion but did not terminate it. Restaurant industry growth cycles, then, tend to be relatively symmetrical: since 1970 the average duration was about 2.25 years for both expansion (L-H) and contraction (H-L). In contrast, the restaurant industry business cycles in the same period show a strong asymmetry: the expansions lasted on the average 6 years; the contractions, 1.33 years. The expansions have varied in duration much more than the high growth phases have (the respective standard deviations are 2.58 and 0.95 years).
This study supports the view that the cyclical fluctuations of the growth of the restaurant industry can be projected by measuring and analyzing series of economic indicators and each economic indicator has specific characteristics in terms of time lags, and thus can be classified into leading, coincident, and lagging indicators. This study formed a set of composite indices with twelve indicators classified in the leading category, six as coincident, and twenty as lagging.
The high performing firms' financial practices regarding investment decisions measured by capital spending, and price earning ratio, and part of financing and dividend decisions measured by market value of common share outstanding are independent of the cyclical fluctuations of the industry cycles. But, their practices regarding dividend decisions measured by the earning per share, investment decision measured by cash flow per share, and financing decisions measured by asset value per share and long term debt level are dependent on the events (Expansion/Contractions) in the Restaurant Industry Cycles. Conclusively, high performers exercise their capital investment (reflected by capital spending) and equity management (reflected by common share outstanding and P/E ratio) independently while being less influenced by the industry swings. They exercise, however, their working capital management (reflected by cash flow per share), earning management (reflected by EPS), asset management, and long term debt management quite dependently while being more influenced by the industry swings.
The financial practices exercised by the low performing firms are independent from the events in the industry cycle. Although some financial practices are related to the events in the industry cycle, the directions are opposite to the events in the industry cycle. Specifically, for all of the selected financial strategies except common share outstanding and long-term debt, the low performers practice them independently from the cyclical fluctuations of the industry cycles. Even for common share outstanding and long-term debt strategies, they practiced their strategies in opposite directions to the events (Expansion/Contractions) in the Restaurant Industry Cycles.
It is expected that the above results can be used for improving investment performance through understanding the cyclical behavior of the economy and the restaurant industry. With that model, investors should be able to take part in the upswings while avoiding the cyclical downturns, and to structure a portfolio that keeps risk to a minimum. This should then presumably result in competitive investment decisions of firms, thereby improving the effectiveness of resource allocation.Ph. D.
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Andersen, Frans, and David Fagersand. "Forecasting commodities : - A study of methods, interests and preception." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-230411.
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This study aims to investigate reasons for variation in accuracy between different forecast methods by studying the choice of methods, learning processes, biases and opinions within the firms using them; enabling us to provide recommendations of how to improve accuracy within each forecast method. Eleven Swedish and international companies that are regularly forecasting commodity price-levels have been interviewed. Since there is a cultural aspect to the development of forecast methods; the authors have chosen to conduct a qualitative study, using a semi-structured interview technique that enables us to illustrate company-specific determinants. The results show that choice of methods, learning processes, biases and opinions all have potentially substantial implications on the accuracy achieved. The phenomena’s individual implication on accuracy varies amongst method-group.
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SILVA, David Augusto. "Otimização da função de fitness para a evolução de redes neurais com o uso de análise envoltória de dados aplicada à previsão de séries temporais." Universidade Federal Rural de Pernambuco, 2011. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/4875.
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David Augusto Silva.pdf: 1453777 bytes, checksum: 4516b869e7e749b770a803eb7e91a084 (MD5)Made available in DSpace on 2016-06-28T16:05:18Z (GMT). No. of bitstreams: 1 David Augusto Silva.pdf: 1453777 bytes, checksum: 4516b869e7e749b770a803eb7e91a084 (MD5) Previous issue date: 2011-07-01
The techniques for Time Series Analysis and Forecasting have great presence on the literature over the years. The computational resources combined with statistical techniques are improving the predictive results, and these results have been become increasingly accurate. Computational methods base on Artificial Neural Networks (ANN) and Evolutionary Computing (EC) are presenting a new approach to solve the Time Series Analysis and Forecasting problem. These computational methods are contained in the branch of Artificial Intelligence (AI), and they are biologically inspired, where the ANN models are based on the neural structure of intelligent organism, and the EC uses the concept of nature selection of Charles Darwin. Both methods acquire experience from prior knowledge and example of the given problem. In particular, for the Time Series Forecasting Problem, the objective is to find the predictive model with highest forecast perfomance, where the performance measure are statistical errors. However, there is no universal criterion to identify the best performance measure. Since the ANNs are the predictive models, the EC will constantly evaluate the forecast performance of the ANNs, using a fitness functions to guide the predictive model for an optimal solution. The Data Envelopment Analysis (DEA) was employed to predictive determine the best combination of variables based on the relative efficiency of the best models. Therefore, this work to study the optimization Fitness Function process with Data Envelopment Analysis applied the Intelligence Hybrid System for time series forecasting problem. The data analyzed are composed by financial data series, agribusiness and natural phenomena. The C language program was employed for implementation of the hybrid intelligent system and the R Environment version 2.12 for analysis of DEA models. In general, the perspective of using DEA procedure to evaluate the fitness functions were satisfactory and serves as an additional resource in the branch of time series forecasting. Researchers need to compute the results under different perspectives, whether in the matter of the computational cost of implementing a particular function or which function was more efficient in the aspect of assessing which combinations are unwanted saving time and resources.
As técnicas de análise e previsão de séries temporais alcançaram uma posição de distinção na literatura ao longo dos anos. A utilização de recursos computacionais, combinada com técnicas estatísticas, apresenta resultados mais precisos quando comparados com os recursos separadamente. Em particular, técnicas que usam Redes Neurais Artificiais (RNA) e Computação Evolutiva (CE), apresenta uma posição de destaque na resolução de problemas de previsão na análise de séries temporais. Estas técnicas de Inteligência Artificial (AI) são inspiradas biologicamente, no qual o modelo de RNA é baseado na estrutura neural de organismos inteligentes, que adquirem conhecimento através da experiência. Para o problema de previsão em séries temporais, um fator importante para o maior desempenho na previsão é encontrar um método preditivo com a melhor acurácia possível, tanto quanto possível, no qual o desempenho do método pode ser analisado através de erros de previsão. Entretanto, não existe um critério universal para identificar qual a melhor medida de desempenho a ser utilizada para a caracterização da previsão. Uma vez que as RNAs são os modelos de previsão, a CE constantemente avaliará o desempenho de previsão das RNAs, usando uma função de fitness para guiar o modelo preditivo para uma solução ótima. Desejando verificar quais critérios seriam mais eficientes no momento de escolher o melhor modelo preditivo, a Análise Envoltória de Dados (DEA) é aplicada para fornecer a melhor combinação de variáveis visando a otimização do modelo. Portanto, nesta dissertação, foi estudado o processo de otimização de Funções de Fitness através do uso da Análise Envoltória de Dados utilizando-se de técnicas hibridas de Inteligência Artificial aplicadas a área de previsão de séries temporais. O banco de dados utilizado foi obtido de séries históricas econômico- financeiras, fenômenos naturais e agronegócios obtidos em diferentes órgãos específicos de cada área. Quanto à parte operacional, utilizou-se a linguagem de programação C para implementação do sistema híbrido inteligente e o ambiente R versão 2.12 para a análise dos modelos DEA. Em geral, a perspectiva do uso da DEA para avaliar as Funções de Fitness foi satisfatório e serve como recurso adicional na área de previsão de séries temporais. Cabe ao pesquisador, avaliar os resultados sob diferentes óticas, quer seja sob a questão do custo computacional de implementar uma determinada Função que foi mais eficiente ou sob o aspecto de avaliar quais combinações não são desejadas poupando tempo e recursos.
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Lou, Sam Cheong. "Forecasting and decision-making : from demand forecast to strategic planning : a case study of Macau's telecommunications industry." Thesis, University of Macau, 1998. http://umaclib3.umac.mo/record=b1636751.
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Bechtle, Scott Edward. "Crimson Eagle Global Enterprise." CSUSB ScholarWorks, 2003. https://scholarworks.lib.csusb.edu/etd-project/2340.
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This project for Crimson Eagle Global Enterprise is the initial step in developing a strategic business plan. The traditional business plan contains many sections (business description, marketing, competition, operating procedures, personnel, business insurance, and finacial data). Using a different style, this project simply highlights those sections, rather than going into detail.
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Bogie, G. M. "The role of questions in futures thinking." Thesis, Stellenbosch : Stellenbosch University, 2010. http://hdl.handle.net/10019.1/18179.
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Thesis (MPhil)--Stellenbosch University, 2010.The opportunity identified is to develop further breadth and depth of inquiry in futures work by making explicit the use of questions throughout the process of futures work. The focus of this study is therefore process related rather than subject matter specific. Common sense suggests that all research methods apply questions and inquiry at some point in the process. The proposition put forward is that many research projects only imply questions and do not deliberately articulate the underlying inquiry process. This study therefore focuses on those methods that explicitly apply questions as a deliberate process or as a specific element in a process of futures work. The primary objectives are to identify the extent to which questions are used in existing futures work; to consider how other disciplines could inform the study; and to identify, adapt or create a framework of inquiry specifically for futures thinking, where the framework establishes explicit and deliberate use of questions in the inquiry process. The review of futures literature identified that questions are often used in a specific manner and it is notable the number of futures methods that use questions in a primary role. This becomes most evident in the paradigmatic and exploratory methods. The practitioners who stand out as strong proponents of questions are Inayatullah, Ulrich, Senge, Godet and Sardar. The study then focuses on thinking processes that have relevance to futures work, drawing from other disciplines including psychology, social psychology, philosophy and the social sciences. It explores the use of questions in individual thinking, conversation, collective thinking and learning processes. The process framework is a synthesis of ideas, combining futures thinking with these different perspectives. The concepts are used to generate a framework of futures thinking using positive questions with conversation; and these are the central ideas that distinguish the process. Using all the components concurrently and collectively reflects the systemic nature of futures projects. The preparation and appropriation components define context, identify meaning, create challenges and compel commitment. Positive energy is generated by focusing on positive intentions and positive questions. Individual thinking may be critical, reflective or creative; values, virtues and ethics act as standards for evaluating the wisdom of actions of the individual within a social context. The process is multi dimensional, operating simultaneously and sequentially, within and in conjunction with other methods. Learning is pursued as a collaborative endeavour through conversations that matter. The process framework aims at creating meaningful futures through active engagement in positive questioning and conversation with the aim of taking collective action that is both innovative and wise.
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Nyewe, Papomile Mphathi. "Design of a framework for implementing strategic foresight at South African state owned enterprises." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/18163.
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Thesis (MPhil)--Stellenbosch University, 2011.In many spheres of life, humanity is finally coming to terms with the fact that our world has changed beyond the limits of our industrial-era ways of thinking. Linear and reductionist approaches to strategy and problem-solving are no longer sufficient for dealing with the realities of our modern world, which are characterised by the certainty of change; not least of all due to technological change and environmental factors such as resource scarcity and global warming. Some of the changes that humanity has experienced include; • Uncertainty about the magnitude and direction of the changes; • Difficulty of visualising contexts and options in an increasingly complex environment, where many of the parts are interdependent, and where the knowledge requirements increasingly transcend traditional disciplines; • Serious and possibly irrevocable consequences of errors in decision-making; • The ability of humanity to adapt and respond to change. Living in sustainable harmony with itself and the biosphere requires that we use systems thinking to mediate between the need for action and the awareness of complexity. These aspects require that we adopt a continuous and adaptive mode of strategy and development, enabling us to shape a better future. As South Africa enters its sixteenth year of democracy, the challenges of unemployment, scarcity of critical skills, a poor education system, growing crime levels and perennial poverty, continue to confront both the state and civil society alike. This study seeks to map the South African government’s long-term and short-term planning frameworks that guide the planning processes and timeframes for all government departments. While the purpose is to determine the long-term planning methodologies and techniques of both Development Finance Institutions (DFIs) and State Owned Enterprises (SOEs), these are informed by the response to the national government planning frameworks, such as the Medium-Term Strategic Framework (MTSF) and the Medium Term Expenditure Framework (MTEF). The National Planning Commission was established specifically to perform the long-term planning function of government. It is against this background that the researcher examines the long-term planning processes and methodologies of selected DFIs and SOEs, using the Environmental Scanning and Literature Review methodologies. Environmental scanning and literature review methodologies were used to gain a high-level understanding of the long-term planning processes of the national government. A literature review of current and previous long-term planning processes using scenario planning (by Eskom and the CSIR) and foresight (by the CSIR) have provided an indication that, although long-term planning is a desired goal, it is not widely practiced and where it is practiced the results and related impacts are not yet known. A survey of selected SOEs and DFIs was conducted to determine the nature and extent of long range planning undertaken by each of these bodies, as well as the methodologies that were used. The aim was to determine whether foresight tools such as systems thinking and/or scenario planning have been used in the past and what results have been achieved. Without this information, it would not be possible to identify the gaps that exist in the longterm planning frameworks of these entities. The results of the survey revealed that the concept of long-term planning using methodologies such as foresight, scenario planning and systems thinking does not enjoy wide awareness amongst the SOEs, who reported that they do not engage in long-term planning. The study concludes that a need exists for a formal well structured framework for the use of scenario planning and systems thinking as part of the foresight long-term planning methodology in South Africa’s state-owned enterprises. An ideal framework for the introduction and use of long-term planning methodologies is needed in order to seek an answer to the following question: what combination of thinking and planning tools, drawn from Foresight, Scenario Planning and systems thinking could be brought together to create and ideal framework for the introduction and use of long-term planning methodologies at state-owned-enterprises? The study proposes a Six Phase – Foresight and Scenario Planning Framework for longterm planning. This proposed new framework suggests the use of foresight tools such scenario planning and systems thinking. Exposure by the author to multiple foresight driven processes served to provide real life experiences of the potency of the use of these tools in combination during the different phases of the proposed framework. In using the proposed framework, executives at SOEs and DFIs should be able to cope with planning in an environment of uncertainty, while carrying the stakeholders along with them on the journey. The six phases of the process have, in the experience of the researcher, offered tangible benefits to a variety of institutions during the past three years. More than any other benefits, foresight loses its mystic and it becomes easy and accessible to everyone. Action planning, flowing from the foresight process becomes a genuine exercise that impacts on the short to medium term strategic planning taking into account the probable effects of emerging trends, driving forces and likely breakthroughs that leaders in SOEs and DFIs can bring about as they strive to create their preferred future.
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Karlsson, Frida. "The opportunities of applying Artificial Intelligence in strategic sourcing." Thesis, KTH, Industriell ekonomi och organisation (Inst.), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-281306.
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Artificial Intelligence technology has become increasingly important from a business perspective. In strategic sourcing, the technology has not been explored much. However, 67% of CPO:s in a survey showed that AI is one of their top priorities the next 10 years. AI can be used to identify patterns, predict prices and provide support in decision making. A qualitative case study has been performed in a strategic sourcing function at a large size global industrial company where the purpose has been to investigate how applicable AI is in the strategic sourcing process at The Case Company. In order to achieve the purpose of this study, it has been important to understand the strategic sourcing process and understand what AI technology is and what it is capable of in strategic sourcing. Based on the empirical data collection combined with literature, opportunities of applying AI in strategic sourcing have been identified and key areas for an implementation have been suggested. These include Forecasting, Spend Analysis & Savings Tracking, Supplier Risk Management, Supplier Identification & Selection, RFQ process, Negotiation process, Contract Management and Supplier Performance Management. These key areas have followed the framework identified in the literature study while identifying and adding new factors. It also seemed important to consider factors such as challenges and risks, readiness and maturity as well as factors that seems to be important to consider in order to enable an implementation. To assess how mature and ready the strategic sourcing function is for an implementation, some of the previous digital projects including AI technologies have been mapped and analysed. Based on the identified key areas of opportunities of applying AI, use cases and corresponding benefits of applying AI have been suggested. A guideline including important factors to consider if applying the technology has also been provided. However, it has been concluded that there might be beneficial to start with a smaller use case and then scale it up. Also as the strategic sourcing function has been establishing a spend analytics platform for the indirect team, there might be a good start to evaluate that project and then apply AI on top of the existing solution. Other factors to consider are ensuring data quality and security, align with top management as well as demonstrate the advantages AI can provide in terms of increased efficiency and cost savings. The entire strategic sourcing function should be involved in an AI project and the focus should not only be on technological aspect but also on soft factors including change management and working agile in order to successfully apply AI in strategic sourcing.Artificiell Intelligens har blivit allt viktigare ur ett affärsperspektiv. När det gäller strategiskt inköp har tekniken inte undersökts lika mycket tidigare. Hursomhelst, 67% av alla tillfrågade CPO:er i en enkät ansåg att AI är en av deras topprioriteringar de kommande tio åren. AI kan exempelvis identifiera mönster, förutspå priser samt ge support inom beslutsfattning. En kvalitativ fallstudie har utförts i en strategisk inköpsfunktion hos ett globalt industriföretag där syftet har varit att undersöka hur tillämpbart AI är i strategiskt inköp hos Case-Företaget. För att uppnå syftet med denna studie har det varit viktigt att förstå vad den strategiska inköpsprocessen omfattas av samt vad AI-teknologi är och vad den är kapabel till inom strategiskt inköp. Därför har litteraturstudien gjorts för att undersöka hur man använt AI inom strategiskt inköp tidigare och vilka fördelar som finns. Baserat på empirisk datainsamling kombinerat med litteratur har nyckelområden för att applicera AI inom strategiskt inköp föreslagits inkluderat forecasting, spendanalys & besparingsspårning, riskhantering av leverantörer, leverantörsidentifikation och val, RFQ-processen, förhandlingsprocessen, kontrakthantering samt uppföljning av leverantörsprestation. Dessa nyckelområden har följt det ramverk som skapats i litteraturstudien samtidigt som nya faktorer har identifierats och lagts till då de ansetts som viktiga. För att tillämpa AI i strategiska inköpsprocessen måste Case-Företaget överväga andra aspekter än var i inköpsprocessen de kan dra nytta av AI mest. Faktorer som utmaningar och risker, beredskap och mognad samt faktorer som ansetts viktiga att beakta för att möjliggöra en implementering har identifierats. För att bedöma hur mogen och redo den strategiska inköpsfunktionen hos Case-Företaget är för en implementering har några av de tidigare digitala projekten inklusive AI-teknik kartlagts och analyserats. Det har emellertid konstaterats att det kan vara fördelaktigt för strategiskt inköp att börja med ett mindre användningsområde och sedan skala upp det. Eftersom strategiska inköpsfunktionen har implementerat en spendanalys plattform kan det vara en bra start att utvärdera det projektet och sedan tillämpa AI ovanpå den befintliga lösningen. Andra faktorer att beakta är att försäkra datakvalitet och säkerhet, involvera ledningen samt lyfta vilka fördelar AI kan ge i form av ökad effektivitet och kostnadsbesparingar. Därtill är det viktigt att inkludera hela strategiska inköps-funktionen samt att inte endast beakta den tekniska aspekten utan också mjuka faktorer så som change management och agila metoder.
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Boström, Emma, and Julia Lundell. "Availability vs. Cost Efficiency : A Case Study Taking on an Integrated Approach to Spare Part Distribution in the High-Tech Industry." Thesis, KTH, Skolan för industriell teknik och management (ITM), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-279641.
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Finding the proper balance between availability and cost efficiency is an important concern within spare part management. Spare part suppliers need to respond quickly to customer demand as a stock-out can have severe consequences for both the customer and the supplier. It is critical to identify what items to keep in stock and where to allocate the inventory to avoid stock-outs. This case study was performed at a large high-tech company producing manufacturing equipment to be used in the electronics industry. The aim was to lower the stock-levels of spare parts while not impairing the availability by combining item classification, demand forecasting, and distribution network optimization. A decision diagram for classifying spare parts was constructed using the analytical hierarchy process. Twenty items were classified using the diagram, and the demand for them was forecasted using the Syntetos Boylan Approximationmethod. The shipping cost for spare parts within one region was minimized using a linear optimization model. The analysis showed that equipment criticality, annual usage value, and installed base are critical when classing spare parts. Instead of using five distribution centers in the European region, it was discovered that the shipping costs would decrease if only three warehouses made up the distribution network. The spare parts investigated appeared to follow the typical characteristics for spare parts, showing a low and irregular demand. Hence, demand forecasting seemed to be unnecessary, considering the difficulties in getting satisfactory results. Instead of combining the results from classification, forecasting, and inventory allocation, we suggest that the processes affecting stocking decisions should cooperate and work towards a common objective, namely to satisfy the customer demand in a cost-efficient way. Thus, widening the meaning of taking on an integrated approach to spare part management.Inom hanteringen av reservdelar är det en stor utmaning att hitta rätt avvägning mellan tillgänglighet och kostnadseffektivitet. Leverantörer av reservdelar måste snabbt kunna möta kundefterfrågan eftersom uteblivna leveranser av kritiska reservdelar kan få allvarliga konsekvenser för både kund och leverantör. Vilka artiklar som ska lager-hållas och var de ska lagerhållas är avgörande beslut för att undvika att artiklar rest-noteras. I den här fallstudien, som utfördes på ett stort teknikföretag som tillverkarproduktionsutrustning till elektronikindustrin, var syftet att sänka lagernivåerna av reservdelar utan att göra avkall på tillgängligheten. Detta genom att kombineragruppering av artiklar, beräkning av kommande efterfrågan och optimering av distributionsnätverket. För att klassificera artiklar i grupper med liknande egenskaper skapades ett schematiskt beslutsdiagram med hjälp av metoden AHP. Tjugo artiklar ur sortimentet valdes ut som beslutsdiagrammet testades på. För samma tjugo artiklar gjordes prognoser för den kommande efterfrågan med metoden Syntetos-Boylan-Approximation. Distributionsnätverket i den europeiska regionen optimerades medavseende på fraktkostnad genom att applicera en linjär optimeringsmodell. Hur kritisk en reservdel är för den relaterade maskinens funktionalitet, reservdelensårliga förbrukningsvärde och den geografiska placeringen av installerade maskinervisade sig vara kritiska för att kunna klassificera artiklarna effektivt. Analysen av distributionsnätverket i Europa visade att fraktkostnaderna kan minskas om nätverket utgjordes av tre lager istället för fem som det gör i dagsläget. De tjugo undersökta reservdelarna uppvisade de typiska egenskaperna för reservdelar som har rapporterats i litteraturen som låg och oregelbunden efterfrågan. Att sätta prognoser på efterfrågan verkar obefogat med tanke på komplexiteten i beräkningarna och att de ger få tillfredsställande resultat. Istället för att kombinera resultaten från klassificering, prognoser på efterfrågan och lageroptimering föreslår vi att alla de funktioner i ett företag som arbetar med att tillgodose kundefterfrågan bör samarbeta i högre grad och jobba mot ett gemensamt mål, nämligen att tillgodose kundernas efterfrågan på ett kostnadseffektivt sätt. Således vill vi utvidga betydelsen av att ta en integrerad strategi för reservdelshantering
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Lima, Sidarta Ruthes de. "Análise prospectiva de políticas públicas (A3P): o caso do setor de software do Paraná." Universidade Tecnológica Federal do Paraná, 2016. http://repositorio.utfpr.edu.br/jspui/handle/1/2030.
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Existem muitas evidências da efetividade dos estudos prospectivos na iniciativa privada, no entanto, esta afirmação não pode ser extrapolada para a realidade do setor público. Atualmente, pesquisadores da área prospectiva buscam compreender como os estudos de futuro são utilizados na análise de políticas públicas, e qual sua efetividade em todo o processo. Hipóteses relacionadas aos ciclos políticos não explicam totalmente os resultados não alcançados com a prospectiva, pois alguns governos que perduraram no poder também não obtiveram resultados satisfatórios. Evidencia-se que os estudos prospectivos são utilizados na etapa inicial da análise de políticas públicas, ou seja, na formação de agenda, não avançando de forma mais veemente para as demais etapas do processo. Diante deste contexto, o problema que norteou esta tese pode ser assim caracterizado: como a abordagem prospectiva poderia ser mais efetiva no desenvolvimento de políticas públicas? Nesse sentido, esta tese tem como objetivo propor uma abordagem prospectiva que seja mais efetiva no desenvolvimento de políticas públicas. Trata-se de um estudo exploratório-descritivo, na forma de um estudo de caso (Setor de Software da Região Metropolitana de Curitiba). Ao todo foram entrevistados 68 atores, sendo 34 empresários e empreendedores do setor de software e 34 atores relacionados à política setorial (policy makers). Como resultado, destaca-se a necessidade de uma abordagem mais concreta, baseada no conceito da Proatividade Realista, ou seja, uma prospectiva factível e alinhada ao contexto político-institucional. O estudo evidencia que há a necessidade de aproximação entre os grupos de interesse (policy makers e policy users), reduzindo as divergências de entendimento do processo de desenvolvimento de políticas públicas setoriais. A falta de conhecimento das questões institucionais que envolvem as políticas públicas cria uma prospectiva idealista, baseada em anseios e lamentações. Finalmente, sugere-se uma alteração no modelo prospectivo, com a inserção de uma etapa de validação do estudo junto aos policy makers e o estabelecimento de um processo de governança.There is much evidence of the effectiveness of prospective studies (Foresight) in the private sector. However, this statement may not be extrapolated to the reality of the public sector. Currently, researchers from prospective area want to understand how future studies are used in the policy analysis, and what is its effectiveness in the whole process. Hypothesis related to political cycles do not fully explain the not achieved results with Foresight because some governments that remained in power also did not obtain satisfactory results. Prospective studies are used in the initial stage of policy analysis, in other words, on the agenda setting, not advancing consistently to the remaining steps of the process. Given this context, the issue that guided this thesis can be characterized as: how the prospective approach could be more effective in developing public policies? In this sense, this thesis aims to propose a prospective approach more effective in the development of public policies. This is an exploratory-descriptive study, in the form of a case study (Software Sector of the Metropolitan Region of Curitiba). Sixty-eight actors were interviewed: 34 business owners and entrepreneurs of the software sector and 34 actors related to sectoral policy (policy makers). The results indicated the need for a more concrete approach based on the Realistic Proactivity concept, in other words, a foresight approach feasible and aligned with the political and institutional context. The study also shows that there is a need of approach stakeholders (policy makers and policy users), reducing differences in understanding the development process of sectoral public policies. Lack of knowledge of institutional issues involving public policies creates an Idealistic Foresight approach, based on wishes and lamentations. Finally, a change in the prospective model is suggested, with the insertion of a study validation stage by the policy makers and the establishment of a governance process.
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Křivánek, Jan. "Evoluční predikce časových řad." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2009. http://www.nusl.cz/ntk/nusl-412811.
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This thesis summarizes knowledge in the field of time series theory, method for time series analysis and applications in financial modeling. It also resumes the area of evolutionary algorithms, their classification and applications. The core of this work combines these knowledges in order to build a system utilizing evolutionary algorithms for financial time series forecasting models optimization. Various software engineering techniques were used during the implementation phase (ACI - autonomous continual integration, autonomous quality control etc.) to ensure easy maintainability and extendibility of project by more developers.
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Юрьева, Е. С., and E. S. Yureva. "Подходы к стратегическому планированию в высшем образовании : магистерская диссертация." Master's thesis, б. и, 2021. http://hdl.handle.net/10995/100865.
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В работе рассматривается применение стратегического планирования в образовании, его методы, этапы и технологии. В первой части работы рассматривается понятие «стратегическое планирование», его инструменты и этапы. Также изучаются методы и технологии стратегического планирования, говорится о значении и реализации стратегического планирования в образовании. Во второй части работы изучается и анализируется опыт России в стратегическом планировании в высшем образовании. Рассматриваются стратегии развития высшего образования, как в целом, так и на примере НИУ ВШЭ и КФУ – вузов участников программы 5-100, проводится сравнительный анализ стратегических планов данных вузов. Пользуясь результатами данного исследования, можно изучить и проанализировать картину условий развития высшего образования в РФ, выявить проблемы или преимущества использования технологий стратегического планирования в высшем образовании. Опыт применения стратегического планирования в высшем образовании может служить основой для поиска теоретических решений многих существующих проблем в высшем образовании России.The paper examines the use of strategic planning in education, its methods, stages and technologies. The first part of the work examines the concept of "strategic planning", its tools and stages. Methods and technologies of strategic planning are also studied; the importance and implementation of strategic planning in education are discussed. The second part of the work examines and analyzes Russia's experience in strategic planning in higher education. Strategies for the development of higher education are considered, both in general and on the example of the HSE and KFU - universities participating in the 5-100 program, a comparative analysis of the strategic plans of these universities is carried out. Using the results of this study, one can study and analyze the picture of the conditions for the development of higher education in the Russian Federation, identify problems or advantages of using strategic planning technologies in higher education. The experience of using strategic planning in higher education can serve as a basis for finding theoretical solutions to many existing problems in higher education in Russia.
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Cararo, Nilton Luiz. "Metodologia para a seleção dos modos de gestão de projetos e inovação." Universidade Tecnológica Federal do Paraná, 2014. http://repositorio.utfpr.edu.br/jspui/handle/1/976.
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O desenvolvimento de projetos tecnológicos em uma empresa, utilizando a inovação aberta, é, por definição, uma atividade complexa. Atender às necessidades dos clientes, desenvolver projetos em parcerias, reduzir riscos e custos do projeto, utilizar escritórios virtuais e inserir novas tecnologias são algumas características da inovação aberta, que a tornam complexa. O desenvolvimento de projetos com estas características exige uma metodologia mais aprimorada. As metodologias tradicionais de gestão de projetos não suportam o gerenciamento de projetos complexos, sendo necessário utilizar metodologias e técnicas específicas para sua gestão. Torna-se importante para a empresa saber qual a metodologia de projeto utilizar e qual a estratégia de inovação (aberta ou fechada) utilizar no desenvolvimento de seus projetos. O objetivo deste trabalho é a elaboração de uma metodologia para a seleção de modos de gestão de projetos e inovação, em função das necessidades do cliente, dos requisitos e especificação do projeto, e da capacidade da empresa em desenvolver o projeto. Os dados utilizados na pesquisa são secundários, obtidos por meio de pesquisa bibliográfica. A metodologia utilizada para este trabalho foi a análise de conteúdo, aplicada sobre as técnicas e os métodos de elaboração e análise de cenários. O desenvolvimento da análise de cenários, utilizando técnicas e métodos propostos na revisão bibliográfica, teve como produto a correlação entre as necessidades do cliente, gestão de projetos (complexos e tradicionais) e inovação (aberta e fechada). O resultado final desta análise foi um quadro-resumo, indicando a metodologia de seleção das estratégias de inovação e gestão de projetos. A verificação da consistência da metodologia de seleção foi realizada por meio da comparação com projetos reais, desenvolvidos em empresa do ramo agrícola.The development of the technological projects into a company, using open innovation, by definition, is a complex task. Attend the customer needs, develop project using partners, reduce risk and cost of the project, using virtual offices and insert new technologies, are some characteristics of open innovation, which make it complex. The development of the projects with those characteristics require an enhanced methodology. The traditional methodologies of project management not support the complex project management, being necessary to use methodologies and specific technics for its management It became important for the company know what kind of project methodology to use and what innovation strategy (open or closed) to use at the development of their projects. The objective of this dissertation is the elaboration of the one methodology to select modes of project management and innovation, in function of customer needs, project specification and requirements, and the capacity of the company to development the project. The data used on the research are secondary, obtained by means of bibliographic research. The methodology used on this dissertation was content analysis, applied on methods and techniques of analysis and scenarios building. The development of scenarios analysis, using methods and techniques proposal at the bibliographic research, had as product the correlation between customer needs, project management (complex and traditional) and innovation (closed and open). The result of this analysis it was a summary frame, indicating the methodology to select innovation strategy and project management. The verification of the consistency of the methodology to select was realized by means of comparison of real projects, developed into an agricultural company.
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Le, Berre Sylvain. "L'investissement politique du futur : un mode de légitimation et de gouvernement : une comparaison Bretagne, Pays de Galles, Québec." Thesis, Rennes 1, 2017. http://www.theses.fr/2017REN1G018/document.
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Le recours croissant à des anticipations stratégiques territorialisées, participatives et mobilisatrices comme étapes du processus d’élaboration des politiques publiques territoriales, par le Conseil régional de Bretagne, le Gouvernement du Pays-de-Galles et le Gouvernement du Québec, peut être analysé comme un investissement, par ces pouvoirs territoriaux « intermédiaires », d'un champ jusqu'alors réservé à l’État central et aux élus nationaux : la promesse du futur. Dans un contexte de remise en question du modèle de l’État-Providence centralisé, accentué par la crise économique et la crise de la dette de la fin des années 2000, la capacité et la légitimité politique des États centraux à garantir la prospérité territoriale et l'espoir d'un futur meilleur se sont étiolées. Les administrations régionales – au sens large – investissent donc cet espace désormais disponible pour mettre en avant une vision infranationale du futur et du territoire, tant auprès de la population que des partenaires de l'action publique. Les démarches d’anticipation stratégique étudiées produisent et reproduisent des discours sur la vision du futur et du territoire, sur le sens de l’action publique et des institutions régionales. Ces registres participent tous d’un investissement de l’avenir par le pouvoir politique, c’est-à-dire d’une économie politique du temps. L’approche par l’investissement politique du futur permet donc d’étudier la fabrique et le gouvernement d’un territoire politique. Les récits projectifs territorialisés que nous avons pu étudier articulent en effet plusieurs dimensions de la légitimation d’un espace politique : un processus de circonscription du territoire (territory making process), un processus de mobilisation d’une communauté territoriale (community making process), et un processus de redéfinition de la dynamique et de l’espace de la légitimité (polity defining process). Cette perspective de recherche permet d’étudier plusieurs dimensions du changement : la transformation interne des espaces politiques nationaux, la convergence internationale de l’action publique infranationale, et enfin la redistribution de l’autorité politique dans des États Nations en recompositionThe increasing use of spatialized, collaborative and mobilizing strategic anticipations as steps of the public policy process by the Regional Council of Brittany, the Welsh Government and the Government of Quebec can be seen as an investment, by these "intermediate" territorial powers, of a field hitherto monopolized by central States and national representatives: the promise of the future. In a context of reconfiguration of centralized Welfare State’s model, accentuated by the economic crisis and the debt crisis of the late 2000s, the central states' capacity and political legitimacy to guarantee territorial prosperity and the hope for a better future has subsided. Regional administrations - in a broad sense - are therefore investing this space now available to put forward a sub-national vision of the future and of the territory, both among the population and the partners of the public action. The strategic anticipation processes studied produce and reproduce discourses on the vision of the future and territory, on the meaning of public action and regional institutions. These narratives are all caracterized by a political investment of the future, that is to say, a political economy of time. The approach by the notion of political investment of the future therefore helps to achieve a better understanding of the making-process and governing-process of a political space. Spatialized projective narratives that we have been able to study articulate several dimensions of the legitimization process: a territory-making process, a community-making process, and a polity defining process. This research perspective helps to study several dimensions of change: the internal transformation of national political spaces, the international convergence of subnational public action, and finally the redistribution of political authority in changing Nation-States
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Bolzani, Júnior Geraldo Morcel. "Avaliação em estudos de futuros de setores industriais na perspectiva da teoria ator-rede. Estudo de caso: Observatórios da Indústria do Sistema Federação da Indústria do Estado do Paraná (FIEP)." Universidade Tecnológica Federal do Paraná, 2017. http://repositorio.utfpr.edu.br/jspui/handle/1/2555.
Full textAbstract:
Dados os resutados de pesquisa bibliométrica que demonstram escassez de pesquisas sobre avaliação em Estudos de Futuros, esta tese tem como objetivo propor um método de avaliação em Estudos de Futuros de setores industriais fundamentado em elementos da Teoria Ator-Rede. A revisão bibliográfica mostra que, no contexto dos Estudos de Futuro, o conceito de ontologia atribuído às imagens e visões de futuro permite propor o conceito de tradução do futuro. Com o conceito de tradução e a partir da observação de projetos prospectivos dos Observatórios da Indústria do Sistema FIEP, se definiram três etapas fundamentais do processo de tradução do futuro que devem ser consideradas: a tradução dos futuros esperados onde se analisa a produção, o consumo e o descarte de futuros esperados, a tradução dos futuros planejados onde se planejam os futuros dos setores industriais a serem articulados e a tradução dos futuros avaliados, objeto desta tese. Para realizar esta última etapa, o passo metodológico executado foi o desenho e a realização de um painel de especialistas com foco na avaliação do projeto prospectivo do setor de energia do estado do Paraná, a partir de conceitos da Sociologia da Expectativa, da Prospectiva Estratégica e da teoria Ator-Rede. As abordagens metodológicas da teoria Ator-Rede, especialmente o método Assemblage, embasaram a análise dos resultados do painel. Aplicado o processo de tradução à avaliação, esta se adensa olhando não apenas para resultados e impactos, mas também para questões de constituição do processo a ser avaliado. A avaliação se expande ao se considerar todas as fases do método prospectivo. O objetivo geral da pesquisa foi atingido na medida em que se apresentou como resultado o método Fundamentos Ontológicos Utilizados em Redes de Mediadores Industriais (FOURMI) para avaliações traduzidas em projetos de prospectiva estratégica. O método FOURMI propõe três etapas: a avaliação externa, para convocação dos atores que irão constituir o ator-rede, a avaliação interna para construção dos processos de formação e desenvolvimento do ator-rede e a avaliação relacional para avaliação das consequências políticas daquilo que se realizou. Da proposta do método também surgem os conceitos de expressão máxima dos atores e de avaliação traduzida que é a avaliação onde os actantes no processo de tradução do futuro têm a sua expressão garantida e registrada.As it is difficult to find many researches and publications about future studies evaluation, this thesis has as its objective the proposal of a future studies evaluation method for industrial sectors based on some elements of the actor-network theory. The bibliographic review shows that, in the context of future studies, the concept of ontology given to future images and visions allow the proposal of the concept of future translation. With the translation concept and observing the prospective projects of the Industry Observatory of the FIEP System, three fundamental steps of the future translation process must be considered: the expected future translation where the production, consume and discharge of expected future are analyzed, the planned future translation where the sectorial industry futures are planned and will be implemented, and the evaluated futures translation, object of this thesis. In order to accomplish this last step, the next methodological step was the design and realization of an expert panel focused on the evaluation of the prospective project of Paraná energy sector, using the sociology of expectation, strategic prospective and actornetwork theory. The actor-network methodological approaches, specially the Assemblage method were used to analyze the panel results. As the translation process was applied to the evaluation, it became dense, looking not only to the results and impacts, but also to the constitution questions of the process that will be evaluated. The evaluation expands as considering all the steps of the prospective method. The general objective of the research was accomplished as the (in the sense that was presented the) FOURMI (Ontological Fundaments Used in Industrial Mediators Networks) method was presented to produce translated evaluation in strategic prospective projects. The FOURMI method brings forward three stages: the external evaluation to summon actors that will form the actor-network, the internal evaluation to construct the formation and development processes of the actor-network, the relational evaluation to evaluate the political consequences of what was accomplished. From the method proposal, the concepts of maximum expression of actors and translated evaluation can also be extracted. Translated evaluation is the evaluation where the actants in the future translation process have their manifestations guaranteed and registered.
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Yang, Yu Chuang, and 莊楊裕. "Computer server sales forecasting using cluster-based forecasting model with different linkage strategies." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/41152233888692300027.
Full textAbstract:
碩士健行科技大學
工業管理系碩士班
103
Sales forecasting is crucial for every company since it is an important task for manufacturing, inventory management and marketing. In this study, a computer server sales forecasting model using clustering method with support vector regression (SVR) and extreme learning machine (ELM) with different linkage strategies is proposed. The proposed scheme first uses k-means algorithm to partition the whole training sales data into several disjoint clusters. Then, for each group, the SVR and ELM is applied to construct forecasting model. Finally, for a given testing data, three linkage methods are used to find the cluster which the testing data belongs to and then employee the corresponding trained SVR model and ELM model to generate prediction result. A real data of computer server sales collected from a Taiwanese multinational electronics company is used as illustrative examples to evaluate the performance of the proposed model. Experimental results revealed that the proposed clustering-based sales forecasting scheme outperforms the single method and seasonal naive forecasting models and hence is an effective alternative for sales forecasting.
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ZHANG, YAN-LING, and 張晏玲. "The Options Trading Strategies With Volatility Forecasting Recruiting Sentiment Indicators." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/g7k58n.
Full textAbstract:
碩士國立高雄應用科技大學
金融系金融資訊碩士班
105
This study adopts Engle and Gallo（2006） historical volatility model using TXO data and also recruiting the five indicators as investor sentiment indexes included: ARMS index, Turnover ratio(TO), Put-call trading volume ratio(PCV), Put-call option interest ratio(PCO), and Option volatility index(VIX) in order to forecast future volatility and using MAPE to evaluate the accuracy of future volatility for different model, finally we apply to forecasting future volatility to construct recruiting different sentiment indexes of options trading strategies to compare its performance. Our research uses TXO daily data from 2012 to 2016 before h days of settlement date (h=5,10,15,20) to construct options straddle and one call(put) strategies. The empirical results find that recruiting sentiment indexes of TO and VIX can decline MAPE effectively, followed by PCV, ARMS and PCO. In terms of average return, the straddle strategy recruiting ARMS index and executed on 20 days before the settlement day achieves the best return of 28.96% among all straddle strategies. The second best return is 27.39% obtained by the straddle strategy recruiting ΔTO or PCO and executed on 20 days before the settlement day. Both returns exceed the benchmark model（MHV）return of 25.72%. For call option strategy the one recruiting PCO and ΔTO, executed on 20 days before the settlement day generates the best and the second best return of 53.51% and 26.75%, respectively. Both are larger than their benchmark return 12.28%. For put option strategy the one recruiting ΔVIX and TO, executed on 15 days before the settlement day generates the best and the second best return of 11.93% and 10.65%, respectively. Both are greater than their benchmark return 9.00%. In terms of Reward-to-risk ratio（RRR）, the straddle strategy recruiting ΔPCO and executed on 15 days before the settlement day achieves RRR of 2.00 which has the largest incremental improvement relative to its benchmark RRR of 0.92. The straddle strategy recruiting ΔPCO and executed on 10 days before the settlement day generates RRR of 3.26 which exceeds its benchmark RRR by 0.49 and is the highest RRR among all straddle strategies. For call option strategy the one recruiting ΔPCO and executed on 15 days before the settlement day generates the best RRR of 0.78, larger than its benchmark RRR of 0.23. The second best RRR is 0.38 obtained by the strategy recruiting PCO and executed on 20 days before the settlement day, which is also bigger than its benchmark RRR of 0.09. For put option strategy the one recruiting VIX index and executed on 20 days before the settlement day achieves RRR of 0.70 that exceeds its benchmark RRR of 0.6. The strategy recruiting ΔPCO and executed on 10 days before the settlement day brings RRR of 0.92, which exceeds its benchmark RRR by 0.09 and is the best RRR among all put option strategies.
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Hsueh, Shih-Ying, and 薛詩穎. "Demand Forecasting and Inventory Strategies for Digital Camera Critical Spare Parts." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/00277134199751964282.
Full textAbstract:
碩士國立交通大學
管理學院運輸物流學程
100
The current commercial environment is rapidly changed and diversified.In order to meet the request of customers, forecasting is important in the response to dynamic changes of market demand and to effectively curtail the inventory cost. However, it is well recognized that demand forecasting for different products is dramatically different. Especially, the successful inventory management of the spare parts of short-lived digital products extremely rely on the accurate forecast and dynamic inventory adjustment mechanism. Based on this, this study aims to propose effective inventory management strategies for the critical spare parts of digital cameras, Printed Circuit Board (PCB), based on an integrated demand forecasting model and dynamic stock adjustment mechanism. According to the real maintenance records (quantity demanded of PCB) of a digital camera maintenance center, three regression models under various planning horizons: weekly, monthly, and seasonal, are respectively estimated by regressing quantity demanded of PCB on the sales quantity of digital cameras in previous periods. These models are then further compared in terms of MAPE (mean absolute percentage error). Furthermore, a dynamic stock adjustment model based on the forecasted demand is then developed along with the related parameters optimally tuned by evolutionary computation so as to minimize the total inventory cost, including the holding cost, ordering cost, shortage cost, and transportation cost. The results show that the integrated inventory model based on the monthly forecasting technique performs best, which can effectively curtail inventory cost, suggesting the applicability of the proposed model.
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Lee, Tung-Yu, and 李童宇. "Sales Forecasting for New Items with Short Histories: Comparing Strategies for Time-Series Matching and Forecasting using Time-Series Clusters." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/6h3buq.
Full textAbstract:
碩士國立清華大學
服務科學研究所
105
Time-series forecasting is a popular technique and is used for different purposes in many fields. However, one big problem exists in many common forecasting algorithms is the short-history problem. Our study presents a 3-step method that can automatically provide forecasts for items with very short histories. This 3-step method composes of time-series clustering, time-series matching, and forecasting methods. There are several different strategies in each step, so 12 combinations are conducted in our study. We compare the forecasting performance of different combinations using real sales data from iCHEF, a Taiwanese platform company. The results show that time-series matching methods influence forecasting performance significantly. Besides, similar historical data is useful information while forecasting for items with short histories.
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Shin-Yi, Lin, and 林欣怡. "Demand Aggregation and Disaggregation Strategies to Improve Demand Forecasting Efficiency and Accuracy." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/52752264837753693299.
Full textAbstract:
碩士國立臺灣大學
商學研究所
90
Demand forecasting plays a very important role in supply chain management. Nowadays, supply chain managers try to reduce forecasting burden and get more accurate forecasts by aggregating and disaggregating product demands. But there aren’t sufficient rules about how to aggregate and disaggregate demands appropriately. This research explores the contribution of demand aggregation and disaggregation strategies to forecasting efficiency and accuracy. This thesis defines demand patterns as time series models, and then studies stationary and non-stationary time series respectively. After developing the performance index to evaluate forecasting accuracy, we investigate the relationship between the characteristics of series and the performance of demand aggregation and disaggregation strategies. The characteristics of stationary series discussed are: coefficient of correlation, mean value, and standard deviation. The characteristics of non-stationary series discussed are: slope, coefficient of correlation of error terms, standard deviation of error term. Some conclusions are obtained from the analysis: 1. Aggregation strategies applied to multiple stationary time series will improve demand forecasting accuracy except when every coefficient of correlation between two series equals to 1. 2. Aggregation strategies applied to multiple non-stationary time series will improve demand forecasting accuracy except when every coefficient of correlation between the error terms of two series equals to 1. 3. Aggregation and disaggregation strategies applied to two stationary time series will work better as the two series getting less correlated and the coefficients of variation of two series getting closer. 4. Aggregation and disaggregation strategies applied to two non-stationary time series will work better as the slopes of two series getting closer and the error terms of two series getting more correlated.
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Hsu, Hao-Hsin, and 許顥馨. "Forecasting Taiwan Stock Index Futures Trends and ConstructingTrading Strategies Using Machine Learning." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/r8rws4.
Full textAbstract:
碩士國立臺灣大學
資訊工程學研究所
107
Forecasting the dynamics of financial market has always been a problem that many investors and researchers try to solve. In this research, we tried to build a stable model to predict market trends through machine learning, and used this model to design a strategy that can make profits in Taiwan stock index futures. First, we selected three different machine learning models: logistic regression, random forest and LSTM, and divided the trend into three categories: upward trend, downward trend and consolidation trend. Next, we selected the most suitable model from them. Afterwards, we tried to find the timings of buying in these trends. Therefore, we used dynamic programming to label all of the best timings of buying from historical data. Then, we used the aforementioned three models for training to predict the timings of buying and chose the model with the best performance. Finally, we combined the two models together to build a profitable strategy, and used several technical indicator strategies to compare the model designed in this study.
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Yan, Jr-Hung, and 顏志泓. "Volatility Forecasting Recruiting Sentiment Indicators and Its Application on Volatility Trading Strategies." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/gn5847.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士班
96
The forecast of volatility play an important role in the asset allocation, hedge, risk management, derivative pricing and volatility trading strategy. This research based on the historical volatility model (daily high-low range, daily realized volatility and absolute daily returns) by referring to Engle and Gallo (2006), and Wang, Keswani and Taylor (2006) analyzed the relationships between stock market returns, volatility and indicators of investor sentiment. Our study is to answer the question whether sentiment indicators can be used to improve the forecasting efficiency of future volatility. This research construct the sentiment indicators in the spot and derivatives markets of Taiwan including the ARMS index, option volatility index(VIX), put-call trading volume ratio(PCV) and put-call open interest ratio(PCO). The data was quoted the intra data on the TXO from Jan,2,2003 to Dec,31,2007. Forecasting the variation of volatility at 5, 10, 15 ahead of settlement day. In accordance with the forecasting result built the buying/selling strangle strategy. The empirical results show that the volatility-forecast model using sentiment indicators can not reduce the forecasting error observably, but built the option trading strategy based on the result could has accumulation return. This result confirms the volatility-forecast model using sentiment indicators can improve the performance of volatility-forecast and volatility Trading Strategies.
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Migliorino, Angelo. "Econometric approach for forecasting stock indices price." Master's thesis, 2017. http://hdl.handle.net/10362/28421.
Full textAbstract:
This work proposes to build a profitable dynamic trading strategy. In order to
do that it is necessary to forecast the future stock indices prices. First we exploit
the forecast power of stock indices assuming that they follow a Geometric Brownian
motion. Next, we present an alternative forecasting model that involves cross sectional
regression between indices. The latter proves to be more profitable on average
than the former.
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Yeh, Hsiu-Wei, and 葉修為. "Are trading strategies, stock price, and oil price helpful in exchange rate forecasting?" Thesis, 2018. http://ndltd.ncl.edu.tw/handle/v6m22r.
Full textAbstract:
碩士國立清華大學
經濟學系所
106
In order to improve the exchange rate forecasting ability, we use the Bayesian Treed Gaussian Process model with different methods to obtain different trading strategies, and employ some kinds of economic variables as fundamentals for exchange rate forecasting. Therefore, the aspects of our research is divided into two parts. The first part is whether there is any difference in exchange rate forecasting ability when the trading strategies obtained by the different classification standards of countries. The second part is whether economic variables as fundamentals will help increase the exchange rate forecasting ability. Directional Accuracy、Excess Predictability、 Annual Percentage Rate and Sharpe Ratio are used to measure the exchange rate forecasting ability. The paper finds that different classification standards of countries does not affect the exchange rate forecasting ability; economic variables all help to improve the exchange rate forecasting ability. We also find that t he forecasting results of the Bayesian Treed Gaussian Process model dominate those of Random Walk and Random Walk with Drift. In particular, the exchange rate forecasting ability is the best when we employ trading strategies, stock prices and oil prices as fundamentals.
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Tsai, Chih-Hung, and 蔡志宏. "Evaluating the impact of the forecasting and replenishing strategies on the cost of suppliers." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/17026614252657136054.
Full textAbstract:
碩士國立清華大學
工業工程與工程管理學系
97
The present study discusses the two-stage inventory system within Vendor Managed Inventory and evaluates the effect of hybrid forecasting and replenising strategies towards the supplier’s cost under the plant supply constraint. It is anticipated that the supplier’s cost of stock and outstock at HUB warehouse can be gradually decreased within the fast supply environment. Our concerns fall amongst the supplier’s plant, middle HUB warehouse, and the forecast of the customer’s demand, involving the areas of demand pattern and variation, forecasting method, replenishing strategy, inventory allocation decision, and plant supply constraint. By adopting simulation methodology, we establish a model. Moreover, we attempt to seek a general suggestive conclusion by selecting the best performance for the supplier’s HUB warehouse cost from various strategy combinations along with the multi-factor experimental design. Based on the results, there is indeed a significant difference between the forecasting method and the replenishing strategies. It is advised that the supplier firstly evaluate the forecasting bias between the forecast and demand-supply history offered by customers before adopting the corresponding replenishing strategy. By doing so, it is hoped to benefit the lower- cost circumstance. On one hand, when a plant has limited goods in stock that cannot meet multiple demands, it should strike a balance regarding the constrained stock allocation. The plant is supposed to meet the partial demand of all the downstream HUB warehouses. For instance, by applying the rule of equal stock allocation can overcome the negative impact resulted from the finite stock allocation to the cost. On the other end, the amount of stock allocated in plant should be in harmony with the customer’s demand, which can diminish the Bullwhip Effect caused by the replenishing strategy. Moreover, the allocated amount in plant, whether over or below the standard, would affect the increase of the supplier’s cost. Therefore, the present study offers suggestions about parameters and decisions combination in terms of replenishing strategy, stock from plant supply constraint, and inventory allocation decision for the supplier’s supply and forecasting for customer’s demand end, with a purpose to lower the cost gradually.
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Gonçalves, João N. C. "Towards enhanced safety stock estimation: Exploring machine learning strategies for supply chain demand forecasting." Doctoral thesis, 2021. http://hdl.handle.net/1822/73399.
Full textAbstract:
Tese de Doutoramento em Engenharia Industrial e de SistemasIn supply chain management, the dimensioning of safety stocks is deemed to be a key strategy to soften demand and supply uncertainties, while maintaining customer service levels. The required amount of safety stocks is strongly influenced by the ability to accurately forecast demand. Several techniques have been increasingly developed for demand forecasting, but obtaining accurate demand forecasts remains a challenging problem in the classical and modern theory of supply chain management. In this context, machine learning based models and techniques have gained widespread attention in recent years given their flexibility and increased tolerance to noise. However, further research is necessary to better understand the (predictive/financial/operational) benefits that supply chain players may experience through the adoption of machine learning approaches against conventional statistical-based forecast techniques. The underlying thread of this PhD thesis is the development of machine learning approaches, with real-world applicability, for enhancing demand forecasting processes. Contrary to common practice, we address this goal with a specific focus on the upstream-end of the supply chain (manufacturer side), naturally subject to distorted demand signals stemming from downstream players. The contributions of our research are spelt out in three main parts. First, we started by conducting a systematic review of the existing operations research models and methods to investigate the safety stock dimensioning problem. This allows us to highlight current literature gaps and discuss the research directions and trends that motivated us to conduct this work. Second, we researched a combined unsupervised learning approach in order to understand how to identify and flag components with inventory-related risk profiles in multi-item/multi-supplier supply chains. In particular, we studied the combination of a data dimensionality reduction technique with a partitional clustering algorithm based on quadratic errors to leverage knowledge about the risk patterns co-existing in multiple subgroups of components. The obtained results and observations have the potential to help upstream-end supply chain practitioners to select potential business objects for demand forecasting optimization more easily. Finally, we developed a multivariate supervised learning approach that can be used to forecast manufacturer’s demand throughout the component’s life-cycle. The model makes use of different leading of manufacturer’s demand shifts without merely considering historical demand patterns. We demonstrated that the proposed model leads to improvements, in both statistical accuracy and mainstream logistics performance indicators, over the traditional univariate forecasting benchmark methods. In its turn, the proposed approach allowed to derive better estimations of the forecast error variance, and thereby cost-effective empirical safety stocks.
Em gestão da cadeia de abastecimento (GCA), o dimensionamento de stocks de segurança (SS) é uma estratégia central para absorver incertezas ao nível da oferta e procura por um determinado produto, mantendo o nível de serviço ao cliente. A quantidade necessária de SS é altamente influenciada pela capacidade de prever a procura com precisão. Várias técnicas para previsão da procura têm sido progressivamente desenvolvidas, porém a obtenção de previsões precisas continua a ser um desafio nas teorias clássica e moderna de GCA. Neste contexto, os modelos de aprendizagem automática ganharam popularidade dada a sua flexibilidade e elevada tolerância ao erro. São, contudo, necessárias mais atividades de investigação para uma melhor compreensão dos benefícios preditivos, financeiros e operacionais que as partes integrantes da CA podem obter por via da adoção de abordagens de aprendizagem automática, face a técnicas estatísticas convencionais de previsão. A linha de investigação desta tese passa pelo desenvolvimento de abordagens de aprendizagem automática, com aplicabilidade prática, com vista à melhoria do processos de previsão da procura. Contrariamente à prática comum, abordamos este objectivo com particular enfoque na parte a montante da cadeia, naturalmente sujeita a amplificações da procura oriundas das dimensões a jusante. As contribuições da investigação encontram-se concretizadas em três partes. Primeiro, realizou-se uma revisão sistemática sobre os modelos e métodos de investigação operacional estudados para tratar do problema de dimensionamento de SS. Esta ação permitiu identificar lacunas existentes na literatura corrente, bem como discutir as direções e tendências de investigação que motivam a realização desta tese. Segundo, investigou-se uma abordagem combinada de aprendizagem automática não supervisionada de forma a identificar produtos com perfis de inventário de risco em cadeias com múltiplos produtos e fornecedores. Em particular, estudou-se a combinação de uma técnica de redução da dimensionalidade de dados com um algoritmo de agrupamento baseado em erros quadráticos de forma a extrair conhecimento sobre padrões de risco que coexistem em múltiplos subgrupos de produtos. Os resultados e observações decorrentes facilitaram o processo de seleção de potenciais objetos de estudo para otimização dos processos de previsão. Finalmente, desenvolveu-se uma abordagem multivariada de aprendizagem automática supervisionada para previsão da procura ao longo do ciclo de vida de produtos. O modelo proposto tira partido de diferentes indicadores em avanço das variações da procura. Quando comparado com métodos de previsão tradicionais, o modelo proposto resulta numa melhoria quer nos níveis de precisão estatística, quer nos principais indicadores de desempenho logístico. Por sua vez, a abordagem proposta permitiu a obtenção de estimativas mais precisas para a variância dos erros de previsão e, portanto, SS mais económicos e eficientes.
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Kruse, Marc Ian. "Individual differences in subjective response to alcohol : associated factors and alternative assessment strategies." 2008. http://hdl.handle.net/2152/17925.
Full textAbstract:
Individual differences in subjective response to alcohol have been implicated as a risk factor for the development of alcohol use disorders. There are, however, a variety of ethical, legal, and practical considerations surrounding alcohol administration studies which limit the extent to which this marker can be used to identify those believed to be at greater risk. The current research contains two related laboratory studies with the overall goal of identifying valid and reliable correlates of individual differences in subjective response to alcohol that can be used to discern emerging adults at greater risk for problematic drinking. Study 1 evaluated the associations between the actual subjective experience of a moderate dose of alcohol (BAC .08%) and three domains of potential correlates: anticipated subjective response based on a hypothetical drinking scenario (targeted .08% BAC); response to other physiological and perceptual challenges (e.g., CO₂ challenge, spinning challenge); and indices of cognitive impairment implicated as risk factors for the development of alcohol use disorders. Study 2 examined each of these domains in relation to transitions in heavy drinking from high school to college to determine whether they were associated with changes in relative risk during this developmental period. Overall, the results provide support for the utility of examining individual differences in subjective response to alcohol based on a hypothetical drinking scenario. The evidence suggests that experienced drinkers are capable of reliably and accurately estimating their subjective response to alcohol, that these anticipated effects are distinct from general beliefs about the effects of alcohol on behavior (i.e., alcohol expectancies), and that they are associated with patterns of drinking in emerging adults. There was little evidence to suggest that individual differences in subjective response to alcohol were associated with subjective response to other physiological or perceptual challenges, or patterns of cognitive impairment previously shown to be related to an increased risk for alcohol dependence. The results of the current study support the utility of using measures of anticipated subjective response as a proxy for individual differences in subjective response to alcohol when the administration of alcohol is either not appropriate or feasible.text