查詢教學大綱與進度

教學大綱與進度

課程基本資料：

學年期課號課程名稱階段學分時數修教師班級人撤備註

106-2 241554 需求預測與存貨管理 1 3.0 3 ★ 范書愷管理外國學生專班 15 2 　

學年期	課號	課程名稱	階段	學分	時數	修	教師	班級	人	撤	備註
106-2	241554	需求預測與存貨管理	1	3.0	3	★	范書愷	管理外國學生專班	15	2

教學大綱與進度：

教師姓名范書愷

Email morrisfan@ntut.edu.tw

最後更新時間 2018-01-02 12:18:32

課程大綱 Analyzing time-oriented data and forecasting future values of a time series are among the most important problems that analysts face in many fields, ranging from finance and economics to managing production operations, to the analysis of political and social policy sessions, to investigating the impact of humans and the policy decisions that they make on the environment. This course is specially designed for graduate students who are focused on a few specific forecasting techniques. This course will address time series modeling, regression analysis, exponential smoothing methods, autoregressive integrated moving average models, transfer functions and intervention models, and other related forecasting topics.

課程進度 1 Process monitoring (SPC) vs. process control (EPC/APC) Chapter 1 2 Process monitoring (SPC) vs. process control (EPC/APC); Chapter 1 and Chapter 2 3 ARIMA (Box-Jenkins) time series models Chapter 3 4 ARIMA (Box-Jenkins) time series models Chapter 3 5 ARIMA (Box-Jenkins) time series models Chapter 3 6 ARIMA (Box-Jenkins) time series models Chapter 3 7 Transfer function (TF, input/output) models Chapter 4 8 Transfer function (TF, input/output) models Chapter 4 9 Midterm Exam in class 10 Review of Midterm Exam 11 Optimal stochastic controller design Chapter 5 12 Optimal stochastic controller design Chapter 5 13 EWMA controllers and the run-to-run (R2R) control problem Chapter 7 14 EWMA controllers and the run-to-run (R2R) control problem Chapter 7 15 Recursive estimation & self-tuning (ST) quality control Chapter 8 16 Recursive estimation & self-tuning (ST) quality control Chapter 8 17 Term Project Presentations in class

評量方式與標準 Grading Policy: Homework (30%), Term Project (60%) due in part throughout the semester, participation (10%). A set of journal papers & class notes might be provided. We will also make use of the SAS, EXCEL, Matlab, and Minitab software packages. Additional book references can be accessed at the University Library.

使用教材、參考書目或其他 【遵守智慧財產權觀念，請使用正版教科書，不得使用非法影印教科書】

使用外文原文書：是
Textbook & References [Textbook] E. del Castillo, Statistical Process Adjustment for Quality Control, John Wiley, 2002. [References] (1) Box, G. E. P., Jenkins, G. M., and Reinsel, G. C., Time Series Analysis, Forecasting, and Control, 4th ed., 2008. (2) Montgomery, D. C., Forecasting & Time Series Analysis, 2nd ed., 1990. (3) Box, G. E. P., and Luceo, A., Statistical Control by Monitoring and Feedback Adjustment, 1997.

課程諮詢管道

備註

教師姓名	范書愷
Email	morrisfan@ntut.edu.tw
最後更新時間	2018-01-02 12:18:32
課程大綱	Analyzing time-oriented data and forecasting future values of a time series are among the most important problems that analysts face in many fields, ranging from finance and economics to managing production operations, to the analysis of political and social policy sessions, to investigating the impact of humans and the policy decisions that they make on the environment. This course is specially designed for graduate students who are focused on a few specific forecasting techniques. This course will address time series modeling, regression analysis, exponential smoothing methods, autoregressive integrated moving average models, transfer functions and intervention models, and other related forecasting topics.
課程進度	1 Process monitoring (SPC) vs. process control (EPC/APC) Chapter 1 2 Process monitoring (SPC) vs. process control (EPC/APC); Chapter 1 and Chapter 2 3 ARIMA (Box-Jenkins) time series models Chapter 3 4 ARIMA (Box-Jenkins) time series models Chapter 3 5 ARIMA (Box-Jenkins) time series models Chapter 3 6 ARIMA (Box-Jenkins) time series models Chapter 3 7 Transfer function (TF, input/output) models Chapter 4 8 Transfer function (TF, input/output) models Chapter 4 9 Midterm Exam in class 10 Review of Midterm Exam 11 Optimal stochastic controller design Chapter 5 12 Optimal stochastic controller design Chapter 5 13 EWMA controllers and the run-to-run (R2R) control problem Chapter 7 14 EWMA controllers and the run-to-run (R2R) control problem Chapter 7 15 Recursive estimation & self-tuning (ST) quality control Chapter 8 16 Recursive estimation & self-tuning (ST) quality control Chapter 8 17 Term Project Presentations in class
評量方式與標準	Grading Policy: Homework (30%), Term Project (60%) due in part throughout the semester, participation (10%). A set of journal papers & class notes might be provided. We will also make use of the SAS, EXCEL, Matlab, and Minitab software packages. Additional book references can be accessed at the University Library.
使用教材、參考書目或其他	【遵守智慧財產權觀念，請使用正版教科書，不得使用非法影印教科書】使用外文原文書：是 Textbook & References [Textbook] E. del Castillo, Statistical Process Adjustment for Quality Control, John Wiley, 2002. [References] (1) Box, G. E. P., Jenkins, G. M., and Reinsel, G. C., Time Series Analysis, Forecasting, and Control, 4th ed., 2008. (2) Montgomery, D. C., Forecasting & Time Series Analysis, 2nd ed., 1990. (3) Box, G. E. P., and Luceo, A., Statistical Control by Monitoring and Feedback Adjustment, 1997.
課程諮詢管道
備註