CN113780655A - Steel multi-variety demand prediction method based on intelligent supply chain - Google Patents

Steel multi-variety demand prediction method based on intelligent supply chain Download PDF

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CN113780655A
CN113780655A CN202111049815.5A CN202111049815A CN113780655A CN 113780655 A CN113780655 A CN 113780655A CN 202111049815 A CN202111049815 A CN 202111049815A CN 113780655 A CN113780655 A CN 113780655A
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朱金鹏
王凯
王汇丰
杨波
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Abstract

本发明涉及一种基于智慧供应链的钢材多品种需求预测方法,包括步骤:1)基于智慧供应链系统的工业品生产数据,获取钢材多品种的需求数据时间序列;2)基于钢材多品种的需求数据时间序列,构建SARIMA时间序列模型;3)输入待测的训练样本集至SARIMA时间序列模型,获取钢材多品种需求量预测结果;4)基于钢材多品种的需求数据时间序列,构建SARIMAX时间序列模型;5)输入待测的测试样本集至SARIMAX时间序列模型,获取算法修正后的钢材多品种的需求量预测结果;6)根据SARIMA模型输出的结果与SARIMAX模型输出的修正结果获取最终预测结果。与现有技术相比,本发明具有能够使时间序列更加稳定、预测准确率更高等优点。

Figure 202111049815

The invention relates to a demand forecasting method for multiple varieties of steel based on a smart supply chain. Demand data time series to construct SARIMA time series model; 3) Input the training sample set to be tested into SARIMA time series model to obtain demand forecast results for multiple varieties of steel; 4) Based on the demand data time series of multiple varieties of steel, construct SARIMAX time series Sequence model; 5) Input the test sample set to be tested into the SARIMAX time series model, and obtain the demand forecast results of multiple varieties of steel revised by the algorithm; 6) Obtain the final forecast according to the results output by the SARIMA model and the correction results output by the SARIMAX model result. Compared with the prior art, the present invention has the advantages of making the time series more stable and having higher prediction accuracy.

Figure 202111049815

Description

一种基于智慧供应链的钢材多品种需求预测方法A method of forecasting demand for steel products based on smart supply chain

技术领域technical field

本发明涉及供应链生产管理技术领域,尤其是涉及一种基于智慧供应链的钢材多品种需求预测方法。The invention relates to the technical field of supply chain production management, in particular to a demand forecasting method for multiple varieties of steel based on a smart supply chain.

背景技术Background technique

随着工业互联网的发展,钢铁行业下游供应链也迎来转型和升级,对于其主要原料钢材的生产组织方式也亟需随之改变,需要钢铁生产企业从刚性的以产定销的生产组织方式转变为柔性的产销平衡的生产组织方式。需利用与下游供应链企业制造工业品过程的信息互通,结合有效的技术手段,挖掘工业品生产数据的规律,提前对未来一定时期,钢铁行业下游供应链的钢材多品种需求量进行预测,提高钢材生产企业的钢材生产效率和产能资源利用率,更快速、及时地满足下游供应链的钢材消耗需求。With the development of the Industrial Internet, the downstream supply chain of the steel industry has also ushered in transformation and upgrading, and the production organization method of its main raw material steel also needs to be changed accordingly. Transformed into a flexible production and marketing balance of production organization. It is necessary to use the information exchange with the downstream supply chain enterprises in the process of manufacturing industrial products, and combine effective technical means to mine the laws of industrial product production data, and predict in advance the demand for multiple varieties of steel in the downstream supply chain of the steel industry for a certain period of time in the future, so as to improve The steel production efficiency and capacity resource utilization rate of steel production enterprises can meet the steel consumption demand of the downstream supply chain more quickly and in a timely manner.

然而目前对下游供应链的需求分析、处理和决策的技术手段较为落后,对智慧供应链中收集到的下游供应链企业工业品生产数据,主要依靠人工经验或简单的数学公式对相应的钢材品种的需求进行预测。钢厂基于目前的需求预测,难以合理和高效安排不同钢材品种的生产计划,导致生产效率和产能资源利用率难以提高,这是亟需改善和解决的技术问题。而在其他领域,在通过各类大数据预测技术手段进行需求预测时,更多的考虑的是企业盈利、成本情况等非技术性问题。目前的需求预测技术手段和方法耗时长、系统性差、完整性低、精确度低且响应及输出速度慢。However, at present, the technical means of demand analysis, processing and decision-making for the downstream supply chain are relatively backward. For the industrial product production data of downstream supply chain enterprises collected in the smart supply chain, it mainly relies on manual experience or simple mathematical formulas to determine the corresponding steel varieties. demand forecast. Based on the current demand forecast, it is difficult for steel mills to reasonably and efficiently arrange production plans for different steel varieties, resulting in difficulty in improving production efficiency and capacity resource utilization. This is a technical problem that needs to be improved and solved urgently. In other fields, when forecasting demand through various big data forecasting techniques, more consideration is given to non-technical issues such as corporate profitability and cost. The current technical means and methods of demand forecasting are time-consuming, poorly systematic, low in integrity, low in accuracy, and slow in response and output.

综上所述,现有的钢材多品种需求预测方法无法提高生产效率和产能资源利用率,且无法满足智慧供应链工业品生产到钢铁生产企业钢材多品种需求储备和排产的智能联动。To sum up, the existing multi-variety steel demand forecasting methods cannot improve production efficiency and capacity resource utilization, and cannot meet the intelligent linkage between the production of intelligent supply chain industrial products and the multi-variety steel demand reserve and production scheduling of steel production enterprises.

发明内容SUMMARY OF THE INVENTION

本发明的目的就是为了克服上述现有技术存在的缺陷而提供一种基于智慧供应链的钢材多品种需求预测方法,该方法利用智慧供应链中的工业品生产数据的规律和具有针对性的数据处理方法,能够对未来某一时间段的钢材多品种需求进行及时、精确和稳定的预测。The purpose of the present invention is to provide a method for predicting the demand for multiple varieties of steel based on a smart supply chain in order to overcome the above-mentioned defects in the prior art. The processing method can make timely, accurate and stable forecasts for the demand for multiple varieties of steel in a certain period of time in the future.

本发明的目的可以通过以下技术方案来实现:The object of the present invention can be realized through the following technical solutions:

一种基于智慧供应链的钢材多品种需求预测方法,该方法包括如下步骤:A method for forecasting demand for multiple varieties of steel based on a smart supply chain, the method includes the following steps:

S1:基于智慧供应链系统的工业品生产数据,获取钢材多品种的需求数据时间序列。所述智慧供应链系统的工业品生产数据包括生产BOM数据、主机生产厂生产数据和零部件生产厂的生产数据。获取钢材多品种的需求数据时间序列的具体步骤包括:S1: Based on the industrial product production data of the smart supply chain system, obtain the demand data time series of various types of steel. The industrial product production data of the smart supply chain system includes production BOM data, main engine production plant production data, and component production plant production data. The specific steps to obtain the time series of demand data for multiple varieties of steel include:

11)将获取的智慧供应链系统中工业品的生产数据作为原始数据时间序列;11) Take the acquired production data of industrial products in the smart supply chain system as the original data time series;

12)基于SARIMA模型技术框架对原始数据时间序列进行清洗,调整数据日期格式,利用滑动平均法填充缺失的数据,设置月份的阀值数,对连续缺失月份的阈值数以上的数据,填充为零,并筛选出一定周期内数据量排序前90%的数据作为可用数据源;12) Based on the technical framework of the SARIMA model, clean the original data time series, adjust the date format of the data, fill in the missing data with the moving average method, set the threshold number of the month, and fill in zeros for the data above the threshold number of consecutive missing months , and filter out the top 90% of the data in a certain period as the available data source;

13)根据生产BOM数据、主机生产厂生产数据和零部件生产厂的生产数据,建立生产数据和需求数据的函数关系Wt=g(P1,P2,...,Pn),其中Wt为钢材不同品种在不同月份的需求值,P1,P2,...,Pn为不同工业品的生产值,利用函数关系将智慧供应链工业品的生产数据求解并转换为相对应的钢材多品种的需求数据时间序列;13) According to the production BOM data, the production data of the main engine production plant and the production data of the parts production plant, establish the functional relationship between the production data and the demand data W t =g(P 1 ,P 2 ,...,P n ), where W t is the demand value of different varieties of steel in different months, P 1 , P 2 ,...,P n is the production value of different industrial products, using the functional relationship to solve and convert the production data of industrial products in the smart supply chain into relative Corresponding time series of demand data for multiple varieties of steel;

14)对步骤13)得到的钢材多品种的需求数据时间序列进行滑动平均处理,获得需求预测模型滚动预测使用的样本数据长度及初步平稳的需求数据时间序列。14) Perform sliding average processing on the demand data time series of multiple varieties of steel obtained in step 13) to obtain the sample data length and initially stable demand data time series used in the rolling forecast of the demand forecasting model.

S2:基于钢材多品种的需求数据时间序列,构建SARIMA时间序列模型。S2: Build a SARIMA time series model based on the demand data time series of multiple varieties of steel.

具体步骤包括:Specific steps include:

21)基于季节性规律,构建SARIMA时间序列模型:21) Based on the seasonal law, construct the SARIMA time series model:

Figure BDA0003252496580000021
Figure BDA0003252496580000021

式中,Wt、wt-n、wt-sn分别为钢材不同品种在t、t-n、t-sn月份的需求值,μ为常数项,εt、εt-n、εt-sn分别钢材不同品种在t、t-n、t-sn月份的需求值的误差,p为趋势性自回归项数,q为趋势性滑动平均项数,P为季节性自回归项数,Q为季节性滑动平均项数。αn为趋势性自回归系数,θn为趋势性滑动平均系数,φn为季节性自回归系数,ηn为季节性滑动平均系数。In the formula, W t , w tn , and w t-sn are the demand values of different varieties of steel in months t, tn, and t-sn respectively, μ is a constant term, ε t , ε tn , and ε t-sn are respectively the demand values of different varieties of steel Errors of demand values in months t, tn, and t-sn, p is the number of trend autoregressive items, q is the number of trend moving average items, P is the number of seasonal autoregressive items, and Q is the number of seasonal moving average items . α n is the trend autoregressive coefficient, θ n is the trend moving average coefficient, φ n is the seasonal autoregressive coefficient, and η n is the seasonal moving average coefficient.

22)根据模型分解得到的三个特征分项的结果,计算季节特征分量和随机特征分量之间的标准差,并将所有需求数据时间序列的异常值调整在设定区间内;季节特征分量和随机特征分量之间的标准差σ的计算式为:22) According to the results of the three characteristic sub-items obtained by the model decomposition, calculate the standard deviation between the seasonal characteristic components and the random characteristic components, and adjust the abnormal values of all demand data time series within the set interval; the seasonal characteristic components and The standard deviation σ between random feature components is calculated as:

Figure BDA0003252496580000031
Figure BDA0003252496580000031

式中,Cs、Cr分别为从需求数据时间序列中自动分解出的季节特征分量和随机特征分量;In the formula, Cs and Cr are the seasonal feature components and random feature components automatically decomposed from the demand data time series;

利用趋势特征分量Ct±标准差得到每次预测前的需求数据时间序列值的上下限,将所有需求数据时间序列的异常值调整在程序设定区间内,即[Ct-σ,Ct+σ]。Use the trend feature component Ct±standard deviation to obtain the upper and lower limits of the demand data time series values before each forecast, and adjust the abnormal values of all demand data time series within the program setting interval, namely [Ct-σ,Ct+σ] .

23)利用模型选择的网格搜索训练、优化得到SARIMA(p,d,q)(P,D,Q)s参数的不同组合,d为使之成为最终平稳序列所做的趋势性差分次数,D为使之成为最终平稳序列所做的季节性差分次数,s为单个季节期间的时间步数,p为趋势性自回归项数,q为趋势性滑动平均项数,P为季节性自回归项数,Q为季节性滑动平均项数;计算不同组合的AIC值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMA时间序列模型的最终条件。23) Use the grid search training and optimization selected by the model to obtain different combinations of SARIMA(p,d,q)(P,D,Q)s parameters, d is the number of trend differences made to make it the final stationary sequence, D is the number of seasonal differences made to make it the final stationary series, s is the number of time steps in a single seasonal period, p is the number of trend autoregressive items, q is the number of trend moving average items, and P is seasonal autoregression The number of items, Q is the number of seasonal moving average items; calculate the AIC values of different combinations, select the parameter combination with the smallest AIC value as the best parameter combination, and complete the final conditions for establishing the SARIMA time series model.

S3:输入待测的训练样本集至构建的SARIMA时间序列模型,获取钢材多品种的需求量预测结果。S3: Input the training sample set to be tested into the constructed SARIMA time series model, and obtain the demand forecast results of various types of steel.

S4:基于S1中的钢材多品种的需求数据时间序列,构建SARIMAX时间序列模型。S4: Build a SARIMAX time series model based on the demand data time series of multiple varieties of steel in S1.

具体步骤包括:Specific steps include:

41)基于S1得到的主机生产厂生产数据、零部件生产厂的生产数据对应的钢材多品种的需求数据时间序列,对其进行归一化处理,得到两组(0,1)范围内映射的数据;41) Based on the time series of the demand data of various types of steel corresponding to the production data of the main engine manufacturer and the production data of the parts manufacturer obtained from S1, normalize it to obtain two groups of (0, 1) mapped in the range. data;

42)利用相关性分析计算两组映射的数据相关系数,筛选出相关系数≥0.7对应的数据作为先行性数据,将归一化处理前的零部件生产厂的生产数据对应的钢材多品种的需求数据,作为SARIMAX模型的外生变量X,则有:42) Use correlation analysis to calculate the correlation coefficient of the two groups of mapped data, filter out the data corresponding to the correlation coefficient ≥ 0.7 as the advance data, and use the production data of the parts factory before normalization to correspond to the demand for multiple varieties of steel The data, as the exogenous variable X of the SARIMAX model, have:

Figure BDA0003252496580000032
Figure BDA0003252496580000032

式中,

Figure BDA0003252496580000033
为零部件生产厂的生产数据对应的钢材多品种的需求值,βn为外部变量
Figure BDA0003252496580000034
的回归系数,r为外部变量的回归项数;In the formula,
Figure BDA0003252496580000033
is the demand value of multiple varieties of steel corresponding to the production data of the parts manufacturer, and β n is an external variable
Figure BDA0003252496580000034
The regression coefficient of , r is the number of regression items of external variables;

43)基于S2处理后得到的需求数据时间序列,利用模型选择的网格搜索再次训练、优化得到SARIMAX(p,d,q)(P,D,Q)s参数的不同组合,计算不同组合的AIC值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMAX时间序列模型的最终条件。43) Based on the demand data time series obtained after S2 processing, use the grid search selected by the model to retrain and optimize to obtain different combinations of SARIMAX(p,d,q)(P,D,Q)s parameters, and calculate the AIC value, the parameter combination with the smallest AIC value is selected as the optimal parameter combination to complete the final condition for establishing the SARIMAX time series model.

S5:输入待测的训练样本集至构建的SARIMAX时间序列模型,获取算法修正后的钢材多品种的需求量预测结果。S5: Input the training sample set to be tested to the constructed SARIMAX time series model, and obtain the demand forecast results of various steel varieties corrected by the algorithm.

S6:根据S3得到的SARIMA时间模型输出的需求量预测结果与S5得到的SARIMAX时间序列模型输出的修正后的需求量预测结果获取最终预测结果。S6: Obtain a final forecast result according to the demand forecast result output by the SARIMA time model obtained in S3 and the revised demand forecast result output by the SARIMAX time series model obtained in S5.

具体内容为:The specific contents are:

基于S3得到的SARIMA时间模型输出的需求量预测结果

Figure BDA0003252496580000041
与S5得到的SARIMAX时间序列模型输出的修正后的需求量预测结果
Figure BDA0003252496580000042
获取最终的预测结果
Figure BDA0003252496580000043
其中
Figure BDA0003252496580000044
为使用SARIMA时间序列模型输出、除去可用SARIMAX时间序列模型输出结果的需求时间序列。Demand forecast results based on SARIMA time model output from S3
Figure BDA0003252496580000041
The revised demand forecast results from the SARIMAX time series model output obtained with S5
Figure BDA0003252496580000042
Get the final forecast
Figure BDA0003252496580000043
in
Figure BDA0003252496580000044
For the demand time series output using the SARIMAX time series model, remove the available SARIMAX time series model output results.

进一步地,步骤12)中,以十二个月为一个完整周期的规律,筛选出一个完整周期的数据量排序前90%的数据作为可用数据源。Further, in step 12), taking twelve months as a complete cycle, the data of the top 90% of the data volume of a complete cycle are screened out as available data sources.

进一步地,步骤42)中,筛选出相关系数≥0.7且Wb中为Wa的先行性的数据,Wa、Wb为步骤41)中得到的两组(0,1)范围内映射的数据。Further, in step 42), filter out the data with correlation coefficient ≥ 0.7 and W b is the leading data of W a , W a and W b are the two groups (0, 1) mapped in the range obtained in step 41). data.

本发明提供的基于智慧供应链的钢材多品种需求预测方法,相较于现有技术至少包括如下有益效果:Compared with the prior art, the method for predicting the demand for multiple varieties of steel based on the smart supply chain provided by the present invention at least includes the following beneficial effects:

1)本发明可实现利用智慧供应链中的工业品生产数据的规律和具有针对性的数据处理方法,获取需求预测模型滚动预测使用的样本数据长度及初步平稳的需求数据时间序列,需求数据时间序列更加稳定,有助于提高预测的准确率;1) The present invention can realize the use of the rules of industrial product production data in the smart supply chain and a targeted data processing method to obtain the length of the sample data used in the rolling forecast of the demand forecasting model and the initially stable demand data time series, and the demand data time series. The sequence is more stable, which helps to improve the accuracy of prediction;

2)建立SARIMA和SARIMAX时间序列模型,可对钢材多品种的需求数据时间序列运行数据,即非平稳时间序列进行预测,不仅能够将非平稳时间序列转化为平稳时间序列,且考虑了季节性因素的影响,更通过挖掘不同工业品的生产数据之间存在的自然规律,形成构建模型的有效特征,降低数据寻源和相关性因素分析维度的算法效率和复杂度,使得基于上述的时间序列可获得准确率高、可工程性应用的预测结果;2) The SARIMA and SARIMAX time series models are established, which can predict the time series operation data of the demand data of multiple varieties of steel, that is, the non-stationary time series, which can not only convert the non-stationary time series into a stationary time series, but also consider seasonal factors. In addition, by mining the natural laws existing between the production data of different industrial products, the effective characteristics of the model are formed, and the algorithm efficiency and complexity of the data source and correlation factor analysis dimensions are reduced, so that the time series based on the above can be calculated. Obtain prediction results with high accuracy and engineering application;

3)通过本发明的基于智慧供应链的钢材多品种需求预测方法,对未来某一时间段的钢材多品种需求进行及时、精确和稳定的预测,解决钢厂因无法合理和高效安排不同钢材品种的生产计划,使得生产效率和产能资源利用率难以提高的技术问题。3) Through the multi-variety demand forecasting method for steel based on the smart supply chain of the present invention, a timely, accurate and stable forecast is made for the multi-variety demand for steel in a certain period of time in the future, so as to solve the problem that the steel mill cannot reasonably and efficiently arrange different steel varieties. It is a technical problem that it is difficult to improve the production efficiency and the utilization rate of capacity resources.

附图说明Description of drawings

图1为实施例中基于智慧供应链的钢材多品种需求预测方法的流程示意图。FIG. 1 is a schematic flowchart of a method for predicting demand for multiple varieties of steel based on a smart supply chain in an embodiment.

具体实施方式Detailed ways

下面结合附图和具体实施例对本发明进行详细说明。显然,所描述的实施例是本发明的一部分实施例,而不是全部实施例。基于本发明中的实施例,本领域普通技术人员在没有做出创造性劳动的前提下所获得的所有其他实施例,都应属于本发明保护的范围。The present invention will be described in detail below with reference to the accompanying drawings and specific embodiments. Obviously, the described embodiments are some, but not all, embodiments of the present invention. Based on the embodiments of the present invention, all other embodiments obtained by those of ordinary skill in the art without creative work shall fall within the protection scope of the present invention.

实施例Example

如图1所示,本发明涉及一种基于智慧供应链的钢材多品种需求预测方法,该方法包括如下步骤:As shown in FIG. 1 , the present invention relates to a method for forecasting demand for multiple varieties of steel based on a smart supply chain, the method comprising the following steps:

步骤一、获取钢材多品种的需求数据时间序列。Step 1: Obtain the time series of demand data for multiple varieties of steel.

从智慧供应链系统中获取工业品的生产数据,包括生产BOM(物料清单)数据、主机生产厂生产数据、零部件生产厂的生产数据等原始数据时间序列;基于SARIMA模型技术框架对原始数据时间序列进行清洗、筛选、转换、滑动平均等的数据预处理,获得需求预测模型滚动预测使用的钢材多品种样本数据长度及所需的平稳的需求数据时间序列。具体地:Obtain the production data of industrial products from the smart supply chain system, including production BOM (Bill of Materials) data, main engine production plant production data, parts production plant production data and other original data time series; based on the SARIMA model technical framework, the original data time series Data preprocessing such as cleaning, screening, conversion, and moving average is performed on the sequence to obtain the length of the multi-variety sample data of steel used in the rolling forecast of the demand forecast model and the required stable demand data time series. specifically:

Step101:获取智慧供应链系统中工业品的生产数据,包括生产BOM(物料清单)数据、主机生产厂生产数据、零部件生产厂的生产数据等原始数据时间序列;Step101: Obtain the production data of industrial products in the smart supply chain system, including the production BOM (Bill of Materials) data, the production data of the main engine production plant, the production data of the parts production plant and other original data time series;

Step102:基于SARIMA模型技术框架对原始数据时间序列进行清洗,利用程序调整数据日期格式,利用滑动平均法填充缺失的数据,设置阀值为6个月,连续缺失6个月以上的数据,填充为0,为提高时间序列的稳定性,并结合工业品的生产数据以12个月为1个完整周期的规律,筛选出1个完整周期的数据量排序前90%的数据作为可用数据源;Step102: Clean the original data time series based on the technical framework of the SARIMA model, use the program to adjust the data date format, use the sliding average method to fill in the missing data, set the threshold to 6 months, and fill in the data with more than 6 consecutive months of missing data as 0. In order to improve the stability of the time series, and combined with the production data of industrial products, 12 months is a complete cycle, and the top 90% of the data in a complete cycle is selected as the available data source;

Step103:根据生产BOM(物料清单)数据、主机生产厂生产数据、零部件生产厂的生产数据,建立生产数据和需求数据的函数关系,Wt=g(P1,P2,...,Pn),将智慧供应链工业品的生产数据求解并转换为相对应的钢材多品种的需求数据时间序列,其中Wt为钢材不同品种在不同月份的需求值,P1,P2,...,Pn为不同工业品的生产值;Step103: According to the production BOM (Bill of Materials) data, the production data of the main engine manufacturer, and the production data of the parts manufacturer, establish the functional relationship between the production data and the demand data, W t =g(P 1 ,P 2 ,..., P n ), solve and convert the production data of industrial products in the smart supply chain into the corresponding time series of demand data for multiple varieties of steel, where W t is the demand value of different varieties of steel in different months, P 1 , P 2 ,. .., P n is the production value of different industrial products;

Step104:对Step103中得到的钢材多品种的需求数据时间序列进行3个月滑动平均处理,获得需求预测模型滚动预测使用的样本数据长度及初步平稳的需求数据时间序列。Step 104: Perform 3-month moving average processing on the demand data time series of multiple varieties of steel obtained in Step 103, and obtain the sample data length and initial stable demand data time series used in the rolling forecast of the demand forecast model.

步骤二、基于步骤一得到的需求数据时间序列建立SARIMA时间序列模型。Step 2: Establish a SARIMA time series model based on the demand data time series obtained in step 1.

利用SARIMA算法模型不断调整和优化,从需求数据时间序列中自动分解出趋势特征分量、季节特征分量和随机特征分量;根据模型分解得到的三个特征分项的结果,利用程序计算季节特征分量和随机特征分量之间的标准差,用趋势特征分量±标准差得到需求数据时间序列值的上下限,将所有需求数据时间序列的异常值调整在程序设定区间内,避免个别月份的极端需求数据对整体数据规律的影响;利用模型选择的网格搜索训练、优化得到SARIMA(p,d,q)×(P,D,Q)参数的不同组合,利用程序计算不同组合的AIC(赤池信息准则)值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMA时间序列模型的最终条件。具体步骤包括:The SARIMA algorithm model is continuously adjusted and optimized, and the trend feature component, seasonal feature component and random feature component are automatically decomposed from the demand data time series; The standard deviation between the random feature components, the upper and lower limits of the demand data time series values are obtained by the trend feature components ± standard deviation, and the abnormal values of all demand data time series are adjusted within the program setting range to avoid extreme demand data in individual months Influence on the overall data law; use the grid search training and optimization of model selection to obtain different combinations of SARIMA (p, d, q) × (P, D, Q) parameters, and use the program to calculate the AIC (Akaike Information Criterion) of different combinations. ) value, the parameter combination with the smallest AIC value is selected as the optimal parameter combination, and the final conditions for establishing the SARIMA time series model are completed. Specific steps include:

Step201:由于与消耗钢材品种相关的智慧供应链工业品生产数据存在较为明显的季节性规律,即夏、冬两季生产量大于春、秋两季,所以钢材多品种的需求数据随之存在季节性变化,可构建SARIMA时间序列模型:Step201: Due to the obvious seasonality in the production data of industrial products in the smart supply chain related to the consumption of steel varieties, that is, the production volume in summer and winter is greater than that in spring and autumn, so the demand data for multiple varieties of steel has seasonal patterns. Variation in nature, the SARIMA time series model can be constructed:

Figure BDA0003252496580000061
Figure BDA0003252496580000061

式中,Wt、wt-n、wt-sn分别为钢材不同品种在t、t-n、t-sn月份的需求值,μ为常数项,εt、εt-n、εt-sn分别钢材不同品种在t、t-n、t-sn月份的需求值的误差,p为趋势性自回归项数,q为趋势性滑动平均项数,P为季节性自回归项数,Q为季节性滑动平均项数。αn为趋势性自回归系数,θn为趋势性滑动平均系数,φn为季节性自回归系数,ηn为季节性滑动平均系数。In the formula, W t , w tn , and w t-sn are the demand values of different varieties of steel in months t, tn, and t-sn respectively, μ is a constant term, ε t , ε tn , and ε t-sn are respectively the demand values of different varieties of steel Errors of demand values in months t, tn, and t-sn, p is the number of trend autoregressive items, q is the number of trend moving average items, P is the number of seasonal autoregressive items, and Q is the number of seasonal moving average items . α n is the trend autoregressive coefficient, θ n is the trend moving average coefficient, φ n is the seasonal autoregressive coefficient, and η n is the seasonal moving average coefficient.

利用SARIMA算法模型的构成,自动调整和优化,从需求数据时间序列中自动分解出趋势特征分量、季节特征分量和随机特征分量,分别记为Ct、Cs、Cr。Using the composition of the SARIMA algorithm model, automatic adjustment and optimization, the trend characteristic component, seasonal characteristic component and random characteristic component are automatically decomposed from the demand data time series, which are recorded as Ct, Cs, and Cr respectively.

Step202:根据模型分解得到的三个特征分项的结果,利用程序计算季节特征分量和随机特征分量之间的标准差,计算式如下:Step202: According to the results of the three feature sub-items obtained by the model decomposition, use the program to calculate the standard deviation between the seasonal feature component and the random feature component. The calculation formula is as follows:

Figure BDA0003252496580000062
Figure BDA0003252496580000062

为避免个别月份的极端需求数据对整体数据规律的影响,用趋势特征分量±标准差得到每次预测前的需求数据时间序列值的上下限,将所有需求数据时间序列的异常值调整在程序设定区间内,即[Ct-σ,Ct+σ]。In order to avoid the influence of extreme demand data of individual months on the overall data law, the upper and lower limits of the demand data time series values before each forecast are obtained by using the trend characteristic component ± standard deviation, and the abnormal values of all demand data time series are adjusted in the program setting. within a certain interval, namely [Ct-σ, Ct+σ].

Step203:利用模型选择的网格搜索训练、优化得到SARIMA(p,d,q)(P,D,Q)s参数的不同组合,d为使之成为最终平稳序列所做的趋势性差分次数,D为使之成为最终平稳序列所做的季节性差分次数,s为单个季节期间的时间步数。利用程序计算不同组合的AIC(赤池信息准则)值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMA时间序列模型的最终条件。Step203: Use the grid search training and optimization selected by the model to obtain different combinations of SARIMA(p,d,q)(P,D,Q)s parameters, d is the number of trend differences made to make it the final stationary sequence, D is the number of seasonal differencing done to make it the final stationary series, and s is the number of time steps in a single seasonal period. The AIC (Akaike Information Criterion) values of different combinations are calculated by the program, and the parameter combination with the smallest AIC value is selected as the optimal parameter combination to complete the final condition for establishing the SARIMA time series model.

步骤三、基于步骤二得到的SARIMA时间序列模型,基于步骤一、二处理得到的最终平稳需求数据时间序列,选择[T-24,T]的时间周期长度的数据作为训练样本集,输入待测的训练样本集,对T+2个月(未来30~60天)的钢材多品种的需求量进行滚动预测,得到钢材多品种的需求量预测结果。Step 3. Based on the SARIMA time series model obtained in Step 2, and based on the final stationary demand data time series processed in Steps 1 and 2, select the data of the time period of [T-24, T] as the training sample set, and input the data to be tested. The training sample set for T+2 months (the next 30 to 60 days) is rolled out to forecast the demand for multiple varieties of steel, and the forecast results of the demand for multiple varieties of steel are obtained.

步骤四、由于主机生产厂生产数据、零部件生产厂的生产数据存在较为明显的自然规律,零部件生产厂的生产数据总是领先于主机生产厂生产数据的变化,利用这一规律,基于步骤一得到主机生产厂生产数据、零部件生产厂的生产数据对应的钢材多品种的需求数据时间序列,对其进行归一化处理,得到两组(0,1)范围内映射的数据;利用相关性分析计算两组映射的数据相关系数,筛选出可作为SARIMAX模型的外生变量X,基于步骤二和步骤三的SARIMA算法模型,利用模型选择的网格搜索训练、优化得到SARIMAX(p,d,q)(P,D,Q)s参数的不同组合,利用程序计算不同组合的AIC(赤池信息准则)值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMAX时间序列模型的最终条件。具体步骤包括:Step 4. Since there are obvious natural laws in the production data of the main engine production plant and the production data of the parts production plant, the production data of the parts production plant is always ahead of the changes in the production data of the main engine production plant. Using this law, based on the steps Once the time series of the demand data for various types of steel corresponding to the production data of the main engine manufacturer and the production data of the parts manufacturer is obtained, normalize it to obtain two sets of data mapped in the range of (0, 1); Based on the SARIMA algorithm model in step 2 and step 3, the grid search training and optimization of model selection are used to obtain SARIMAX(p,d ,q)(P,D,Q)s parameters for different combinations, use the program to calculate the AIC (Akaike Information Criterion) values of different combinations, select the parameter combination with the smallest AIC value as the best parameter combination, and complete the establishment of the SARIMAX time series model. final condition. Specific steps include:

Step401:基于步骤一得到主机生产厂生产数据、零部件生产厂的生产数据对应的钢材多品种的需求数据时间序列,对其进行归一化处理,得到两组(0,1)范围内映射的数据,分别记为Wa、WbStep 401: Based on the time series of the demand data for multiple varieties of steel corresponding to the production data of the main engine manufacturer and the production data of the parts manufacturer obtained in step 1, normalize it to obtain two groups of (0, 1) mapped in the range. data, respectively denoted as W a , W b ;

Step402:利用相关性分析计算两组映射的数据相关系数,筛选出相关系数≥0.7且Wb中为Wa的先行性的数据,将归一前零部件生产厂的生产数据对应的钢材多品种的需求数据,作为SARIMAX模型的外生变量X,则有:Step 402: Use correlation analysis to calculate the correlation coefficient of the two groups of mapped data, filter out the data with the correlation coefficient ≥ 0.7 and W b is the leading data of W a , and normalize the production data of the former parts factory corresponding to the multi-variety of steel The demand data of , as the exogenous variable X of the SARIMAX model, there are:

Figure BDA0003252496580000071
Figure BDA0003252496580000071

其中,

Figure BDA0003252496580000081
为零部件生产厂的生产数据对应的钢材多品种的需求值,βn为外部变量
Figure BDA0003252496580000082
的回归系数,r为外部变量的回归项数;in,
Figure BDA0003252496580000081
is the demand value of multiple varieties of steel corresponding to the production data of the parts manufacturer, and β n is an external variable
Figure BDA0003252496580000082
The regression coefficient of , r is the number of regression items of external variables;

Step403:基于步骤二处理后得到的需求数据时间序列,为避免加入外生变量X后对SARIMAX(p,d,q)(P,D,Q)s参数的组合选择的影响,利用模型选择的网格搜索再次训练、优化得到SARIMAX(p,d,q)(P,D,Q)s参数的不同组合,利用程序计算不同组合的AIC(赤池信息准则)值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMAX时间序列模型的最终条件。Step403: Based on the demand data time series obtained after the processing in step 2, in order to avoid the influence of the combination selection of SARIMAX(p,d,q)(P,D,Q)s parameters after adding the exogenous variable X, use the model selected Grid search is retrained and optimized to obtain different combinations of SARIMAX(p,d,q)(P,D,Q)s parameters, and the program is used to calculate the AIC (Akaike Information Criterion) values of different combinations, and the parameter combination with the smallest AIC value is selected As the optimal parameter combination, the final conditions for establishing the SARIMAX time series model are completed.

步骤五、基于步骤四得到的SARIMAX时间序列模型,基于步骤一、二处理得到的最终平稳需求数据时间序列,选择[T-24,T]的时间周期长度的数据作为训练样本集,输入待测的训练样本集,对T+2个月(未来60天)的钢材多品种的需求量进行预测,得到算法修正后的钢材多品种的需求量预测结果。Step 5. Based on the SARIMAX time series model obtained in step 4, and based on the final stationary demand data time series processed in steps 1 and 2, select the data with the time period length of [T-24, T] as the training sample set, and input the data to be tested. The training sample set of T+2 months (the next 60 days) is used to predict the demand for multiple varieties of steel, and the forecast result of the demand for multiple varieties of steel after the algorithm is revised.

步骤六、基于步骤三得到的SARIMA模型输出的需求量预测结果

Figure BDA0003252496580000083
和基于步骤五得到的SARIMAX模型输出的修正后的需求量预测结果
Figure BDA0003252496580000084
则最终的预测结果
Figure BDA0003252496580000085
其中
Figure BDA0003252496580000086
为使用SARIMA模型输出、除去可用SARIMAX模型输出结果的需求时间序列。Step 6. Demand forecast results based on the SARIMA model output obtained in Step 3
Figure BDA0003252496580000083
and the revised demand forecast result based on the SARIMAX model output obtained in step 5
Figure BDA0003252496580000084
the final prediction result
Figure BDA0003252496580000085
in
Figure BDA0003252496580000086
For the demand time series using the SARIMA model output, excluding the available SARIMAX model output results.

本发明可实现利用智慧供应链中的工业品生产数据的规律和具有针对性的数据处理方法,获取需求预测模型滚动预测使用的样本数据长度及初步平稳的需求数据时间序列,需求数据时间序列更加稳定,有助于提高预测的准确率。建立SARIMA和SARIMAX时间序列模型,可对钢材多品种的需求数据时间序列运行数据,即非平稳时间序列进行预测,不仅能够将非平稳时间序列转化为平稳时间序列,且考虑了季节性因素的影响,更通过挖掘不同工业品的生产数据之间存在的自然规律,形成构建模型的有效特征,降低数据寻源和相关性因素分析维度的算法效率和复杂度,使得基于上述的时间序列可获得准确率高、可工程性应用的预测结果。The invention can realize the use of the rules of industrial product production data in the smart supply chain and the targeted data processing method to obtain the length of the sample data used in the rolling forecast of the demand forecasting model and the initially stable demand data time series, and the demand data time series is more accurate. Stable, which helps improve the accuracy of predictions. The SARIMA and SARIMAX time series models are established to predict the time series operation data of the demand data of various types of steel, that is, the non-stationary time series, which can not only convert the non-stationary time series into a stationary time series, but also consider the influence of seasonal factors. , and by mining the natural laws existing between the production data of different industrial products, the effective features of the model are formed, and the algorithm efficiency and complexity of the data source and correlation factor analysis dimensions are reduced, so that the above-mentioned time series can be accurately obtained. Predictive results for high-rate, engineerable applications.

以上所述,仅为本发明的具体实施方式,但本发明的保护范围并不局限于此,任何熟悉本技术领域的工作人员在本发明揭露的技术范围内,可轻易想到各种等效的修改或替换,这些修改或替换都应涵盖在本发明的保护范围之内。因此,本发明的保护范围应以权利要求的保护范围为准。The above are only specific embodiments of the present invention, but the protection scope of the present invention is not limited to this. Any person familiar with the technical field can easily think of various equivalents within the technical scope disclosed by the present invention. Modifications or substitutions should be included within the protection scope of the present invention. Therefore, the protection scope of the present invention should be subject to the protection scope of the claims.

Claims (10)

1.一种基于智慧供应链的钢材多品种需求预测方法,其特征在于,包括下列步骤:1. a kind of steel multi-variety demand forecasting method based on smart supply chain, is characterized in that, comprises the following steps: 1)基于智慧供应链系统的工业品生产数据,获取钢材多品种的需求数据时间序列;1) Based on the industrial product production data of the smart supply chain system, obtain the demand data time series of various types of steel; 2)基于钢材多品种的需求数据时间序列,构建SARIMA时间序列模型;2) Based on the demand data time series of multiple varieties of steel, build a SARIMA time series model; 3)输入待测的训练样本集至构建的SARIMA时间序列模型,获取钢材多品种的需求量预测结果;3) Input the training sample set to be tested into the constructed SARIMA time series model, and obtain the demand forecast results of various types of steel; 4)基于步骤1)中的钢材多品种的需求数据时间序列,构建SARIMAX时间序列模型;4) Based on the demand data time series of multiple varieties of steel in step 1), construct a SARIMAX time series model; 5)输入待测的训练样本集至构建的SARIMAX时间序列模型,获取算法修正后的钢材多品种的需求量预测结果;5) Input the training sample set to be tested into the constructed SARIMAX time series model, and obtain the demand forecast results of multiple varieties of steel revised by the algorithm; 6)根据步骤3)得到的SARIMA时间模型输出的需求量预测结果与步骤5)得到的SARIMAX时间序列模型输出的修正后的需求量预测结果获取最终预测结果。6) Obtain the final forecast result according to the demand forecast result output by the SARIMA time model obtained in step 3) and the revised demand forecast result output by the SARIMAX time series model obtained in step 5). 2.根据权利要求1所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,所述智慧供应链系统的工业品生产数据包括生产BOM数据、主机生产厂生产数据和零部件生产厂的生产数据。2. The multi-variety demand forecasting method for steel based on a smart supply chain according to claim 1, wherein the industrial product production data of the smart supply chain system comprises production BOM data, main engine production plant production data and parts production Factory production data. 3.根据权利要求2所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,获取钢材多品种的需求数据时间序列的具体步骤包括:3. The method for forecasting demand for multiple varieties of steel based on a smart supply chain according to claim 2, wherein the specific steps of obtaining the demand data time series of multiple varieties of steel include: 11)将获取的智慧供应链系统中工业品的生产数据作为原始数据时间序列;11) Take the acquired production data of industrial products in the smart supply chain system as the original data time series; 12)基于SARIMA模型技术框架对原始数据时间序列进行清洗,调整数据日期格式,利用滑动平均法填充缺失的数据,设置月份的阀值数,对连续缺失月份的阈值数以上的数据,填充为零,并筛选出一定周期内数据量排序前90%的数据作为可用数据源;12) Based on the technical framework of the SARIMA model, clean the original data time series, adjust the date format of the data, fill in the missing data with the moving average method, set the threshold number of the month, and fill in zeros for the data above the threshold number of consecutive missing months , and filter out the top 90% of the data in a certain period as the available data source; 13)根据生产BOM数据、主机生产厂生产数据和零部件生产厂的生产数据,建立生产数据和需求数据的函数关系Wt=g(P1,P2,...,Pn),其中Wt为钢材不同品种在不同月份的需求值,P1,P2,...,Pn为不同工业品的生产值,利用函数关系将智慧供应链工业品的生产数据求解并转换为相对应的钢材多品种的需求数据时间序列;13) According to the production BOM data, the production data of the main engine production plant and the production data of the parts production plant, establish the functional relationship between the production data and the demand data W t =g(P 1 ,P 2 ,...,P n ), where W t is the demand value of different varieties of steel in different months, P 1 , P 2 ,...,P n is the production value of different industrial products, using the functional relationship to solve and convert the production data of industrial products in the smart supply chain into relative Corresponding time series of demand data for multiple varieties of steel; 14)对步骤13)得到的钢材多品种的需求数据时间序列进行滑动平均处理,获得需求预测模型滚动预测使用的样本数据长度及初步平稳的需求数据时间序列。14) Perform sliding average processing on the demand data time series of multiple varieties of steel obtained in step 13) to obtain the sample data length and initially stable demand data time series used in the rolling forecast of the demand forecasting model. 4.根据权利要求1所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤2)的具体步骤包括:4. the multi-variety demand forecasting method for steel based on smart supply chain according to claim 1, is characterized in that, the concrete steps of step 2) comprise: 21)基于季节性规律,构建SARIMA时间序列模型;21) Based on seasonal law, build SARIMA time series model; 22)根据模型分解得到的三个特征分项的结果,计算季节特征分量和随机特征分量之间的标准差,并将所有需求数据时间序列的异常值调整在设定区间内;22) According to the results of the three feature sub-items obtained by the model decomposition, calculate the standard deviation between the seasonal feature component and the random feature component, and adjust the abnormal values of all demand data time series within the set interval; 23)利用模型选择的网格搜索训练、优化得到SARIMA(p,d,q)(P,D,Q)s参数的不同组合,d为使之成为最终平稳序列所做的趋势性差分次数,D为使之成为最终平稳序列所做的季节性差分次数,s为单个季节期间的时间步数,p为趋势性自回归项数,q为趋势性滑动平均项数,P为季节性自回归项数,Q为季节性滑动平均项数;计算不同组合的AIC值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMA时间序列模型的最终条件。23) Use the grid search training and optimization selected by the model to obtain different combinations of SARIMA(p,d,q)(P,D,Q)s parameters, d is the number of trend differences made to make it the final stationary sequence, D is the number of seasonal differences made to make it the final stationary series, s is the number of time steps in a single seasonal period, p is the number of trend autoregressive items, q is the number of trend moving average items, and P is seasonal autoregression The number of items, Q is the number of seasonal moving average items; calculate the AIC values of different combinations, select the parameter combination with the smallest AIC value as the best parameter combination, and complete the final conditions for establishing the SARIMA time series model. 5.根据权利要求4所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤21)中,构建的SARIMA时间序列模型的表达式为:5. the multi-variety demand forecasting method for steel based on smart supply chain according to claim 4, is characterized in that, in step 21), the expression of the SARIMA time series model of construction is:
Figure FDA0003252496570000021
Figure FDA0003252496570000021
式中,Wt、wt-n、wt-sn分别为钢材不同品种在t、t-n、t-sn月份的需求值,μ为常数项,εt、εt-n、εt-sn分别钢材不同品种在t、t-n、t-sn月份的需求值的误差,p为趋势性自回归项数,q为趋势性滑动平均项数,P为季节性自回归项数,Q为季节性滑动平均项数,αn为趋势性自回归系数,θn为趋势性滑动平均系数,φn为季节性自回归系数,ηn为季节性滑动平均系数。In the formula, W t , w tn , and w t-sn are the demand values of different varieties of steel in months t, tn, and t-sn respectively, μ is a constant term, ε t , ε tn , and ε t-sn are respectively the demand values of different varieties of steel Errors of demand values in months t, tn, and t-sn, p is the number of trend autoregressive items, q is the number of trend moving average items, P is the number of seasonal autoregressive items, and Q is the number of seasonal moving average items , α n is the trend autoregressive coefficient, θ n is the trend moving average coefficient, φ n is the seasonal autoregressive coefficient, and η n is the seasonal moving average coefficient.
6.根据权利要求5所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤4)的具体步骤包括:6. The multi-variety demand forecasting method for steel based on an intelligent supply chain according to claim 5, wherein the concrete steps of step 4) comprise: 41)基于步骤1)得到的主机生产厂生产数据、零部件生产厂的生产数据对应的钢材多品种的需求数据时间序列,对其进行归一化处理,得到两组(0,1)范围内映射的数据;41) Based on the time series of demand data for multiple varieties of steel corresponding to the production data of the main engine manufacturer and the production data of the parts manufacturer obtained in step 1), normalize it to obtain two sets of (0, 1) within the range mapped data; 42)利用相关性分析计算两组映射的数据相关系数,筛选出相关系数≥0.7对应的数据作为先行性数据,将归一化处理前的零部件生产厂的生产数据对应的钢材多品种的需求数据,作为SARIMAX模型的外生变量X,则有:42) Use correlation analysis to calculate the correlation coefficient of the two groups of mapped data, filter out the data corresponding to the correlation coefficient ≥ 0.7 as the advance data, and use the production data of the parts factory before normalization to correspond to the demand for multiple varieties of steel The data, as the exogenous variable X of the SARIMAX model, have:
Figure FDA0003252496570000031
Figure FDA0003252496570000031
式中,
Figure FDA0003252496570000032
为零部件生产厂的生产数据对应的钢材多品种的需求值,βn为外部变量
Figure FDA0003252496570000033
的回归系数,r为外部变量的回归项数;
In the formula,
Figure FDA0003252496570000032
is the demand value of multiple varieties of steel corresponding to the production data of the parts manufacturer, and β n is an external variable
Figure FDA0003252496570000033
The regression coefficient of , r is the number of regression items of external variables;
43)基于步骤2)处理后得到的需求数据时间序列,利用模型选择的网格搜索再次训练、优化得到SARIMAX(p,d,q)(P,D,Q)s参数的不同组合,计算不同组合的AIC值,选取AIC值最小的参数组合作为最佳参数组合,完成建立SARIMAX时间序列模型的最终条件。43) Based on the demand data time series obtained after processing in step 2), use the grid search selected by the model to retrain and optimize to obtain different combinations of SARIMAX(p,d,q)(P,D,Q)s parameters, and the calculation is different. The AIC value of the combination, the parameter combination with the smallest AIC value is selected as the optimal parameter combination, and the final conditions for establishing the SARIMAX time series model are completed.
7.根据权利要求5所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤6)的具体内容为:7. the multi-variety demand forecasting method for steel based on smart supply chain according to claim 5, is characterized in that, the specific content of step 6) is: 基于步骤3)得到的SARIMA时间模型输出的需求量预测结果
Figure FDA0003252496570000034
与步骤5)得到的SARIMAX时间序列模型输出的修正后的需求量预测结果
Figure FDA0003252496570000035
获取最终的预测结果
Figure FDA0003252496570000036
其中
Figure FDA0003252496570000037
为使用SARIMA时间序列模型输出、除去可用SARIMAX时间序列模型输出结果的需求时间序列。
Demand forecast results based on the SARIMA time model output obtained in step 3)
Figure FDA0003252496570000034
The revised demand forecast result output by the SARIMAX time series model obtained in step 5)
Figure FDA0003252496570000035
Get the final forecast
Figure FDA0003252496570000036
in
Figure FDA0003252496570000037
For the demand time series output using the SARIMAX time series model, remove the available SARIMAX time series model output results.
8.根据权利要求3所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤12)中,以十二个月为一个完整周期的规律,筛选出一个完整周期的数据量排序前90%的数据作为可用数据源。8. The multi-variety demand forecasting method for steel based on an intelligent supply chain according to claim 3, characterized in that, in step 12), taking twelve months as the law of a complete cycle, and screening out the data volume of a complete cycle Sort the top 90% of the data as the available data source. 9.根据权利要求4所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤22),季节特征分量和随机特征分量之间的标准差σ的计算式为:9. The multi-variety demand forecasting method for steel based on an intelligent supply chain according to claim 4, wherein in step 22), the calculation formula of the standard deviation σ between the seasonal characteristic component and the random characteristic component is:
Figure FDA0003252496570000038
Figure FDA0003252496570000038
式中,Cs、Cr分别为从需求数据时间序列中自动分解出的季节特征分量和随机特征分量;In the formula, Cs and Cr are the seasonal feature components and random feature components automatically decomposed from the demand data time series; 利用趋势特征分量Ct±标准差得到每次预测前的需求数据时间序列值的上下限,将所有需求数据时间序列的异常值调整在程序设定区间内,即[Ct-σ,Ct+σ]。Use the trend feature component Ct±standard deviation to obtain the upper and lower limits of the demand data time series values before each forecast, and adjust the abnormal values of all demand data time series within the program setting interval, namely [Ct-σ,Ct+σ] .
10.根据权利要求6所述的基于智慧供应链的钢材多品种需求预测方法,其特征在于,步骤42)中,筛选出相关系数≥0.7且Wb中为Wa的先行性的数据,Wa、Wb为步骤41)中得到的两组(0,1)范围内映射的数据。10. The multi-variety demand forecasting method for steel based on a smart supply chain according to claim 6, characterized in that, in step 42), screening out the data with correlation coefficient ≥ 0.7 and W b is the leading data of W a , W a and W b are the mapped data in the range of two sets of (0, 1) obtained in step 41).
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