An Empirical Study on Supply Chain Demand Forecasting Using Adaptive Exponential Smoothing |
Kim, Jung-Il
(Graduate School of Management, KAIST)
Cha, Kyoung-Cheon (Forbizone Inc.) Jun, Duk-Bin (Graduate School of Management, KAIST) Park, Dae- Keun (Graduate School of Management, KAIST) Park, Sung-Ho (Graduate School of Management, KAIST) Park, Myoung-Whan (Department of Industrial and Mechanical System Engineering, Hansung University) |
1 | Jun, D. B. and R M. Oliver (1985), Bayesian Forecasts Following a Major Level Changes in Exponential Smoothing, Journal of Forecasting, 4, 293-302 DOI |
2 | Trigg, D. W. and A. G. Leach (1967), Exponential Smoothing with an Adaptive Response Rate, Operations Research Quarterly, 18, 132-141 |
3 | Gardner, L. A. Jr. (1969), On Detecting Changes in the Mean of Normal Variates, Annals of Mathematical Statistics, 40, 116-126 DOI ScienceOn |
4 | Tsay, R S. (1986), Time Series Model Specification in the Presence of Outlier, Journal of the American Statistical Association, 81, 132-141 DOI ScienceOn |
5 | Zhao, X., Xie, J., and Leung, J. (2002), The Impact of Forecasting Model Selection on the Value of Information Sharing in a Supply Chain, European Journal of Operational Research, 142,321-344 DOI ScienceOn |
6 | Jun, D. B. (1989), On Deteering and Estimating a Major Level of Slope Change in General Exponential Smoothing, Journal of Forecasting, 8(1), 55-64 DOI |
7 | Chen, C. and L. K. Liu (1993), Forecasting Time Series with Outlier, Journal of Forecasting, 12, 13-35 DOI |
8 | Chernoff, H. and S. Zacks (1964), Estimation the Current Mean of a Normal Distribution Which is Subjected to Changes Over Time, Annals of Mathematical Statistics, 35, 999-1089 DOI ScienceOn |
9 | Jun, D. B. (1992), A Design of Adaptive Exponential Smoothing Using A Change Detection Statistic, Journal of the Operatiom Research Society of Japan, 35(2), June |
10 | Hartison, P. J. and C. F. Stevens (1976), Bayesian Forecasting, journal of the Royal Statistical Society, Series B, 38, 205-247 |