| 摘要 |
A fluctuation value forecasting system having a fluctuation value forecasting unit to output a future forecasting value from time series data of fluctuation values by using an ARIMA model, includes a first forecasting unit to have the fluctuation value forecasting unit calculate first forecasting values, by using multiple ARIMA models, respectively, the ARIMA models being determined by using the time series data; an index value calculation unit to calculate first and second index values, for each of the ARIMA models, by using the first forecasting values; a model selection unit to select an ARIMA model among the ARIMA models, based on the first and second index values; and a second forecasting unit to have the fluctuation value forecasting unit calculate a second forecasting value as the future forecasting value of the time series data, by using the selected ARIMA model. |
| 主权项 |
1. A stock management system, including a fluctuation value forecasting unit configured to output a future forecasting value from time series data of fluctuation values by using a plurality of ARIMA models, wherein the fluctuation value forecasting unit executes, a process b a CPU, to calculate the forecasting values for data series obtained for each of the ARIMA models, by
(1) defining multiple degree patterns of the model of the obtained data saris, (2) estimating ARIMA parameters for each of the degree patterns, (3) calculating an AICC and an error index for each of the degrees having the parameters determined, (4) selecting an optimum degree pattern based on the AICCs and the error indices, and (5) based on the ARIMA parameters of the selected degree pattern, using a predetermined formula, calculating forecasting value series and residual series to calculate the forecasting values, comprising:
a first forecasting unit configured to have the fluctuation value forecasting unit calculate, by the CPU, first forecasting values, by using the plurality of the ARIMA models, respectively, the ARIMA models being determined by using the time series data stored in a predetermined storage area;an index value calculation unit configured to calculate, by the CPU, a first index value and a second index value, for each of the ARIMA models, by using the first forecasting values calculated by the first forecasting unit;a model selection unit configured to select, by the CPU, one ARIMA model among the plurality of ARIMA models, based on the first index values and the second index values calculated by the index value calculation unit; anda second forecasting unit configured to have the fluctuation value forecasting unit calculate, by the CPU, a second forecasting value as the future forecasting value of the time series data, by using the one ARIMA model selected by the model selection unit,wherein the time series data is time series data of actual values representing sales quantities of predetermined goods,wherein the first index value is a first average stock calculated by an accumulated error method, based on an error between the first forecasting value and the corresponding actual value in the time series data,wherein the second index value is a second average stock calculated by an error adjustment method, based on an error between the first forecasting value and the corresponding actual value in the time series data, and a lead time of the goods. |
