以即時產業指標於最佳化安全庫存量研究

Abstract

長鞭效應讓需求的變異程度越往上游月被放大，而此肇因於需求資訊的遲滯與不協調也就是前置時間的冗長及缺乏彈性，而本研究即意圖導入產業指標整合技術分析工具解決這樣的需求不確定性問題。尤其是2008年的金融海嘯之後，更可發現海嘯橫掃時讓需求急凍、海嘯過後突然湧現大量的訂單，讓許多企業的產能與庫存，就在這波海嘯的前仆後繼之下即產生庫存過多與產能不足的問題，讓企業窮於應付，造成龐大的損失。許多企業雖然用裁員、放無薪假，讓產能、營運成本減至最低，但可能依舊有龐大庫存的羈押，造成庫存成本的提高；更出乎意料的，是大陸訂單的湧現，讓沒有庫存、沒有人力的企業，驚慌失措、無以為繼。為了解決前述問題，本研究的產業指標整合技術分析模型將利用費城半導體指數做為產業指標、做為觀察景氣循環的依據，並整合傳統股市中的MACD技術分析工具，讓產業的庫存水準調整可以跳脫純以歷史訂單做為預測依據傳統被動預測模式，進而改以產業指標在技術分析的模型下，能夠主動且動態地進行前置時間與庫存水準的調整，讓景氣熱絡的時期能夠不斷的補足需求而不發生缺貨；讓需求減縮、降低的時期能夠持續消化庫存，不讓存貨增加額外的庫存成本，甚至是停止新一批訂單的產生，以達到供應鏈成本降低、企業營運成本下降與服務水準提高的目的。

Bullwhip effect is always the key problem that supply chain management want to handle. But the uncertainty of demand even worse the bullwhip effect. Especially during the financial tsunami in 2008, the uncertainty had frustrated all kinds of industry. Many enterprises didn’t slow down the production speed in the first time that cause a high inventory level and high inventory cost. Some enterprises lay off employees and compel employees to have no paid holiday. But when the order arrived suddenly, they still had no resources to fulfill the orders.The research introduce the Philadelphia Semiconductor Index to help to observe the business cycle. Then, using the technical analysis tool used in stock market to analysis the demand cycle and forecast the future demands. All of above is going to reduce the impact of bullwhip effect and adjust the inventory level by adjust the lead time.