https://scholars.lib.ntu.edu.tw/handle/123456789/612387
標題: | A hybrid SARIMA wavelet transform method for sales forecasting | 作者: | TSAN MING CHOI Yu Y. Au K.-F. |
關鍵字: | Decision support system; Sales forecasting; SARIMA model; Wavelet transform | 公開日期: | 2011 | 卷: | 51 | 期: | 1 | 起(迄)頁: | 130-140 | 來源出版物: | Decision Support Systems | 摘要: | Time series forecasting, as an important tool in many decision support systems, has been extensively studied and applied for sales forecasting over the past few decades. There are many well-established and widely-adopted forecasting methods such as linear extrapolation and SARIMA. However, their performance is far from perfect and it is especially true when the sales pattern is highly volatile. In this paper, we propose a hybrid forecasting scheme which combines the classic SARIMA method and wavelet transform (SW). We compare the performance of SW with (i) pure SARIMA, (ii) a forecasting scheme based on linear extrapolation with seasonal adjustment (CSD + LESA), and (iii) evolutionary neural networks (ENN). We illustrate the significance of SW and establish the conditions that SW outperforms pure SARIMA and CSD + LESA. We further study the time series features which influence the forecasting accuracy, and we propose a method for conducting sales forecasting based on the features of the given sales time series. Experiments are conducted by using real sales data, hypothetical data, and publicly available data sets. We believe that the proposed hybrid method is highly applicable for forecasting sales in the industry. ? 2010 Elsevier B.V. All rights reserved. |
URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-79951508907&doi=10.1016%2fj.dss.2010.12.002&partnerID=40&md5=3ace2ebd7ca1f03ae5b9d0eaa6720c1f https://scholars.lib.ntu.edu.tw/handle/123456789/612387 |
DOI: | 10.1016/j.dss.2010.12.002 | SDG/關鍵字: | Data sets; Evolutionary neural network; Forecasting accuracy; Forecasting methods; Hybrid forecasting; Hybrid method; Linear extrapolation; Real sales data; Sales forecasting; SARIMA model; Seasonal adjustments; Time series forecasting; Decision making; Decision support systems; Decision theory; Extrapolation; Mathematical transformations; Neural networks; Sales; Time series; Wavelet transforms; Forecasting |
顯示於: | 工商管理學系 |
在 IR 系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。