Forecasting : Titik Awal untuk Semua Perencanaan

Mahasiswa dapat memahami konsep peramalan dan menggunakan teknik peramalan untuk menduga jumlah permintaan pada periode yang akan datang

Demand Management

Qualitative Techniques
technique,

Independent vs. dependent demand Market research, focus groups, Delphi 1. Time series based models 2. Associative (causal) Models

Quantitative Techniques

Accuracy and Control of Forecast (errors)

1. Measuring and comparing forecast errors

using MAD, MAPE, MSE, RMSE 2. Controlling Forecasting Process via Tracking Signal

 Independent

demand items are the only items demand for which needs to be forecast These items include:
Finished goods and Spare parts

Independent Demand
(finished goods and spare parts)

Dependent Demand
(components)

B(4)

C(2)

D(2)

E(1)

D(3)

F(2)

Demand estimates for independent demand products and services are the starting point for all the other forecasts in POM. Management teams develop sales forecasts based in part on demand estimates. Sales forecasts become inputs to both business strategy and production resource forecasts.

Inputs: Market, Economic, Other

Forecast Method(s)

Demand Estimates

Sales Forecast

Management Team

Business Strategy

Production Resource Forecasts

Forecast Horizon
Long-Range

Time Span

Item Being Forecast

Product lines Factory capacities Planning for new products Capital expenditures Facility location or expansion R&D Product groups Department capacities Sales planning Production planning and budgeting

Units of Measure
Dollars, tons, etc.

Years

MediumRange

Months

Dollars, tons, etc.

Short-Range

Weeks

Specific product quantities Machine capacities Planning Purchasing Scheduling Workforce levels Production levels Job assignments

Physical units of products

 Qualitative

Approaches Quantitative Approaches

Technique
Managers Opinion Executives Opinion Sales Force Composite Number of Firms

Low Sales
(less than $100M)

High Sales
(more than $500M)

40.7% 40.7% 29.6% 27

39.6% 41.6% 35.4% 48

Sumber : Nada Sanders and Karl Mandrodt (1994) Practitioners Continue to Rely on Judgmental Forecasting Methods Instead of Quantitative Methods, Interfaces, vol. 24, no. 2, pp. 92-100. Note: More than one response was permitted.

Biasanya berdasarkan pertimbangan faktor pemicu demand (products atau services) Tidak membutuhkan demand history, lebih pada produk/jasa baru Pendekatan bervariasi dari teknik surbey sampai intuisi masa depan

Executive committee consensus Delphi method Survey of sales force Survey of customers Historical analogy Market research

Berdasarkan pada asumsi bahwa forces masa lalu akan mempengaruhi demand masa depan : sejarah akan berulang Analysis pada pola demand masa lalu merupakan dasar untuk meramal deman masa depan Didominasi oleh analisis time series

Technique
Moving Average Simple Linear Regression

Low Sales
(less than $100M) 29.6% 14.8%

High Sales
(more than $500M) 29.2 14.6

Naive
Single Exponential Smoothing Multiple Regression Simulation Classical Decomposition Box-Jenkins Number of Firms

18.5%
14.8% 22.2% 3.7% 3.7% 3.7% 27

14.6
20.8 27.1 10.4 8.3 6.3 48

Sumber : Nada Sanders and Karl Mandrodt (1994) Practitioners Continue to Rely on Judgmental Forecasting Methods Instead of Quantitative Methods, Interfaces, vol. 24, no. 2, pp. 92-100. Note: More than one response was permitted.

A time series adalah sekumpulan angka yang diambil secara urut, contoh : demand masa lalu Analisis Time series identik dengan pola Sekali pola telah diidentifikasi, pola tersebut akan dipakai untuk melakukan peramalan

Whats going on here?

x x x x x

Sales

x x x

xx x x xx x x x x x x x x x x x x x x x xxxx

x x

x x x

x x

Year

Trends are noted by an upward or downward sloping line Seasonality is a data pattern that repeats itself over the period of one year or less Cycle is a data pattern that repeats itself... may take years Irregular variations are jumps in the level of the series due to extraordinary events Random fluctuation from random variation or unexplained causes

160
Power Demand

140 120 100 80 60 40

Actual Data Linear (Actual Data)

1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 Year

Length of Time Before Pattern Is Repeated

Length of Season

Number of Seasons in Pattern

Year Year Year Month Month Week

Quarter Month Week Week Day Day

4 12 52 4 28-31 7

Determining the use of the forecast--what are the objectives? Select the items to be forecast Determine the time horizon of the forecast Select the forecasting model(s) Collect the data Validate the forecasting model Make the forecast Implement the results

Linear Regression Simple Moving Average Weighted Moving Average Exponential Smoothing (exponentially weighted moving average) Exponential Smoothing with Trend (double smoothing)

Hubungan antara satu variabel independen X, and variabel dependent Y. Diasumsikan linear (a straight line) Form: Y = a + bX

Y = dependent variable X = independent variable a = y-axis intercept b = slope of regression line

Yt = a + bx
0 1 2 3 4 5 (weeks) x

b adalah slope.

a = y - bx
xy - n(y)(x) x - n(x )
2 2

b=

Week 1 2 3 4 5

Sales 150 157 162 166 177

Develop a regression equation to predict sales based on these five points.

Contoh Persamaan Regresi

Week Week*Week Sales Week*Sales 1 1 150 150 2 4 157 314 3 9 162 486 4 16 166 664 5 25 177 885 3 55 162.4 2499 Average Sum Average Sum
xy - n( y)(x ) 2499 - 5(162.4)(3 ) 63 b= = = 6.3 55 5(9) 10 x - n(x )
2 2

a = y - b x = 162.4 - (6.3)(3)= 143.5

Slide 26 of

Contoh Persamaan Regresi

y = 143.5 + 6.3t
180 175 170 165 160 155 150 145 140 135
1 2 3 4 5

Sales

Sales Forecast

Period
Slide 27 of

Accuracy adalah kriteria performansi pada pendekatan forecasting Accuracy adalah seberapa tepat nilai ramalan dibandingkan nilai aktual

Keakuratan forecasting perlu dimonitor untuk mengukur tingkat kepercayaan peramalan dan perubahan market yang memungkinkan peninjauan kembali terhadap pendekatan peramalannya Keakuratan bisa diukur dengan beberapa cara :

Mean absolute deviation (MAD) Mean squared error (MSE)

 Actual demand - Forecast demand

MAD =
i =1

n
n

MAD

(A - F )
i i i 1

MSE = (Syx)2 Nilai Syx yang kecil berarti titik-titik data ramalan berada disekitar garis dan rentang errornya kecil. Error standard yang lebih kecil menghasilkan ramalan yang semakin akurat. MSE = 1.25(MAD) ketika error ramalan berdistribusi normal

Month 1 2 3 4 5

Sales 220 250 210 300 325

Forecast n/a 255 205 320 315

Month 1 2 3 4 5

Sales 220 250 210 300 325

ForecastAbs Error n/a 5 255 5 205 20 320 10 315 40

A
MAD =
t=1

- Ft

40 = = 10 4

Periode rataan given atau dipilih Ramalan untuk periode berikutnya merupakan rataan aritmetik dari data aktual periode yang dihitung Dikatakan simple average sebab setiap periode yang digunakan untuk menghitung mempunyai bobot yang sama

. . . lanjut

Dikatakan moving sebab data demand yang baru akan dipakai sedang yang terlama diabaikan Dengan meningkatnya periode rataan, respon ramalan terhadap fluktuasi demand lebih kecil (low impulse response) dan sebaliknya

Week 1 2 3 4 5 6 7 8 9 10 11 12

Demand 650 678 720 785 859 920 850 758 892 920 789 844

A t-1 + A t-2 + A t-3 +...+A t- n Ft = n

Kembangkan peramalan 3-T and 6-T moving average forecasts

Week 1 2 3 4 5 6 7 8 9 10 11 12

Demand 3-Week 6-Week 650 678 720 785 682.67 859 727.67 920 788.00 850 854.67 768.67 758 876.33 802.00 892 842.67 815.33 920 833.33 844.00 789 856.67 866.50 844 867.00 854.83
Slide 37 of 55

950 900 850 800 750 d n a 700 m e 650 D 600 550 500 1 2 3 4 5 6 7 Week 8 9 10 11 12

D e

Slide 38 of 55

WMA merupakan variasi simple moving average dimana weights yang digunakan untuk menghitung rata-rata pada SMA sama, sedang pada WMA tidak sama Bobot tergantung pada pengaruh moving average . . . lanjut

weights harus ditambahkan sampai 1.0 dan umumnya menurun seiring dengan umur data Distribution weights menentukan respon ramalan

Ft = w 1 A t -1 + w 2 A t - 2 + w 3 A t-3 + ...+ w n A t- n
Week 1 2 3 4 Demand 650 678 720

w
i=1

=1

Tentukan ramalan periode ke 4 dengan WMA 3-T Weights (adding up to 1.0): t-1: .5 t-2: .3 t-3: .2

Week 1 2 3 4

Demand 650 678 720

Forecast

693.4

F4 = .5(720)+.3(678)+.2(650)

Weights digunakan untuk menghitung ramalan (moving average) dengan distribusi exponential Ramalan merupakan jumlah dari forecast paling akhir dan proporsi error ramalan

. . . more

Ft = Ft-1 + a(At-1 - Ft-1)

Smoothing constant, a, harus berada antara 0.0 and 1.0 Nilai a besar akan menghasilkan impulse response ramalan besar Nilai a kecil menghasilkan impulse response ramalan kecil

Week 1 2 3 4 5 6 7 8 9 10

Demand 820 775 680 655 750 802 798 689 775

Tentukan ramalan exponential smoothing untuk periods 2 sampai 10 dengan a=.10 dan a=.60.

Let F1=D1

Week 1 2 3 4 5 6 7 8 9 10

Demand 820 775 680 655 750 802 798 689 775

0.1 820.00 820.00 815.50 801.95 787.26 783.53 785.38 786.64 776.88 776.69

0.6 820.00 820.00 820.00 817.30 808.09 795.59 788.35 786.57 786.61 780.77
Slide 46 of 55

850 800 d 750 n 700 a m650 e 600 D 550 500 1 2 3 4 5 6 7 8 9 10 Week

Demand 0.1 0.6

Cost Accuracy Data available Time span Nature of products and services Impulse response and noise dampening

Not involving a broad cross section of people Not recognizing that forecasting is integral to business planning Not recognizing that forecasts will always be wrong (think in terms of interval rather than point forecasts) Not forecasting the right things (forecast independent demand only) Not selecting an appropriate forecasting method (use MAD to evaluate goodness of fit) Not tracking the accuracy of the forecasting models

Tracking Signal

(Actual demand - Forecast demand)

i 1

Tracking signal =

MAD

(A - F )
i i i 1

MAD

40

35
Sales

30

25 20
0 1 2 3 4 5 6 7 8 9 10 11 Period

Consumer Confidence Index Consumer Price Index Housing Starts Index of Leading Economic Indicators Personal Income and Consumption Producer Price Index Purchasing Managers Index Retail Sales

Bedworth, Integrated Production Control Systems, John Wiley & Son, 1987 Kholid Sheikh, MRP II, Mc Graw Hill,2002 Umble, M & Srikanth LM, Synchronous Manufacturing, Spectrum Publishing Co, Inc, 1996 Schenederjaans, Just In Time Management Teory of Constrain, Goldrat Elsayed, Analysis & Control Production Systems, PHI, 1994 Fogarty, P & IM, 1991 Narasimhan, PPIC, 1985