مدیریت تقاضا با استفاده از مدل‌های سری‌ زمانی خودرگرسیو در بستر خدمات ارزش افزوده تلفن همراه

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری، دانشگاه صنعتی امیر‌کبیر.

2 استاد، دانشگاه صنعتی امیر‌کبیر.

چکیده

ظهور خدمات ارزش افزوده به‌عنوان یکی از خدمات نوین در بستر تلفن همراه نیازمند بازیگرانی از قبیل تأمین‌کنندگان محتوا، شرکت‌های واسطه و اپراتورها است که یک زنجیره تأمین تشکیل می‌دهند. در این بستر، چالش‌هایی از قبیل مدیریت و مدل‌سازی روند تقاضا، رفتار مشتریان و «اثر شلاق چرمی» نمود پیدا می­ کند. پژوهش حاضر قصد دارد تا در حوزه زنجیره تأمین خدمات ارزش افزوده تلفن همراه، بررسی دقیقی پیرامون روند تقاضای وارده به شبکه و اثر شلاقی ناشی از آن، انجام دهد. لذا با توجه به وجود اثر «خودرگرسیو شرطی» در بطن داده‌های تقاضای مشتریان طی دوره زمانی معین، از مدل‌های خانواده ARCH استفاده می ­شود. نتایج مربوط به تأثیر پیش‌بینی تقاضا با استفاده از سه مدل از معروف‌ترین مدل‌های خانواده ARCH بر «اثر شلاق چرمی» نمایانگر این موضوع است که مدل ARMA(1,1)/EGARCH(1,1)، نسبت به مدل‌های GARCH و GJR در تحلیل روند تقاضاهای برتری محسوسی دارد.

کلیدواژه‌ها

عنوان مقاله [English]

Demand Management using Autoregressive-Time Series Modeling in Mobile Value-Added Services

نویسندگان [English]

  • Mohammad Hossein Vaghefzadeh 1
  • Behrooz Karimi 2
1 Ph.D student, Amir Kabir University of Technology.
2 Professor, Amir Kabir University of Technology.
چکیده [English]

     Emerging of Value-Added Services (VAS) as a modern supply sector in the field of mobile networks requires some elements such as content providers, intermediate companies, as well as operators, which called service supply chain. Formation of such service supply chain produces some challenges consist of management and modeling of demand trend, customer behavior and Bullwhip Effect. This paper aims to perform a precise evaluation on trend of demand in the mobile VAS area and also the Bullwhip Effect. Considering Conditional Autoregressive effects on demand trend, it has been recommended to use of ARCH class models in time series analysis. The results of this paper show that ARMA (1,1)/EGARCH (1,1) model is more powerful than GJR and GARCH models in reducing the Bullwhip Effect of this special time series demand.

کلیدواژه‌ها [English]

  • Value-Added Services
  • Service Supply Chain Management
  • Demand Forecasting
  • Bullwhip Effect
  • ARCH Class Models

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