1 PPC - Peramalan 2013

Departemen Teknik Industri FTI-ITB
TI-3003
Perencanaan dan Pengendalian Produksi

FORECASTING
(Peramalan)

Laboratorium Sistem Produksi
www.lspitb.org
2013
2
Hasil Pembelajaran
Umum
Mahasiswa mampu menerapkan model matematik,
heuristik dan teknik statistik untuk menganalisis dan
merancang suatu sistem perencanaan dan pengendalian
produksi

Khusus
Mampu menganalisis pola deman serta menerapkan
teknik-teknik peramalan
3
Tahapan PPC
Peramalan
Perencanaan
Agregat
Jadwal Produksi Induk
Perencanaan
Material
Order
Pembelian
Jadwal
Produksi
Penjadwalan
Ulang
Pengendalian Aktivitas Produksi di
Lantai Pabrik
Out-
sourcing
Rough Cut
Capacity
Planning
(RCCP)
Capacity
Requirement
Planning
(CRP)
Capacity Planning
S
t
r
a
t
e
g
i
c

p
l
a
n
n
i
n
g

Peramalan
(Forecasting)
Forecasting Horizons
Long Term
5+ years into the future
R&D, plant location, product planning
Principally judgement-based
Medium Term
1 season to 2 years
Aggregate planning, capacity planning, sales
forecasts
Mixture of quantitative methods and judgement
Short Term
1 day to 1 year, less than 1 season
Demand forecasting, staffing levels, purchasing,
inventory levels
Quantitative methods
Short Term Forecasting:
Needs and Uses
Scheduling existing resources
How many employees do we need and when?
How much product should we make in anticipation
of demand?
Acquiring additional resources
When are we going to run out of capacity?
How many more people will we need?
How large will our back-orders be?
Determining what resources are needed
What kind of machines will we require?
Which services are growing in demand? declining?
What kind of people should we be hiring?
Types of Forecasting Models
Types of Forecasts
Qualitative --- based on experience, judgement,
knowledge;
Quantitative --- based on data, statistics;
Methods of Forecasting
Naive Methods --- eye-balling the numbers;
Formal Methods --- systematically reduce forecasting
errors;
time series models (e.g. exponential smoothing);
causal models (e.g. regression).
Focus here on Time Series Models
Assumptions of Time Series Models
There is information about the past;
This information can be quantified in the form of data;
The pattern of the past will continue into the future.
Forecasting Examples
Examples from student projects:
Demand for tellers in a bank;
Traffic on major communication switch;
Demand for liquor in bar;
Demand for frozen foods in local grocery
warehouse.
Example from Industry: American Hospital
Supply Corp.
70,000 items;
25 stocking locations;
Store 3 years of data (63 million data points);
Update forecasts monthly;
21 million forecast updates per year.
Simple Moving Average
Forecast F
t
is average of n previous observations or
actuals D
t
:

Note that the n past observations are equally weighted.
Issues with moving average forecasts:
All n past observations treated equally;
Observations older than n are not included at all;
Requires that n past observations be retained;
Problem when 1000's of items are being forecast.
+ =
+
+ +
=
+ + + =
t
n t i
i t
n t t t t
D
n
F
D D D
n
F
1
1
1 1 1
1
) (
1

Simple Moving Average
Include n most recent observations
Weight equally
Ignore older observations
weight
today
1 2
3
... n
1/n
Moving Average
Internet Unicycle Sales
0
50
100
150
200
250
300
350
400
450
Apr-01 Sep-02 Jan-04 May-05 Oct-06 Feb-08 Jul-09 Nov-10 Apr-12 Aug-13
Month
U
n
i
t
s
n = 3
Example:

Moving Average
Forecasting
Exponential Smoothing I
Include all past observations
Weight recent observations much more
heavily than very old observations:
weight
today
Decreasing weight given
to older observations
weight
today
1 0 < <o
o
weight
today
1 0 < <o
) 1 ( o o
o

weight
today
1 0 < <o
2
) 1 (
) 1 (
o o
o o
o

Exponential Smoothing: Concept
weight
today
1 0 < <o
3
2
) 1 (
) 1 (
) 1 (
o o
o o
o o
o

Exponential Smoothing: Math
| |
+ + + =
+ + + =

2 1
2
2
1
) 1 ( ) 1 (
) 1 ( ) 1 (
t t t t
t t t t
D a D D F
D D D F
o o o o
o o o o o
1
) 1 (
+ =
t t t
F a aD F
| |
+ + + =
+ + + =

2 1
2
2
1
) 1 ( ) 1 (
) 1 ( ) 1 (
t t t t
t t t t
D a D D F
D D D F
o o o o
o o o o o
Thus, new forecast is weighted sum of old forecast and actual
demand
Notes:
Only 2 values (D
t
and F
t-1
) are required, compared with n for
moving average
Parameter a determined empirically (whatever works best)
Rule of thumb: o < 0.5
Typically, o = 0.2 or o = 0.3 work well
Forecast for k periods into future is:
1
2
2
1
) 1 (
) 1 ( ) 1 (

+ =
+ + + =
t t t
t t t t
F a aD F
D a a D a a aD F
t k t
F F =
+
20
DATA
SUMBER :
Arsip perusahaan
Data pemerintah (laporan Biro Pusat Statistik,
Departemen, dll)
FAKTOR INTERNAL THD PENJUALAN
Kualitas, harga, delivery time, promosi, discount, dll

FAKTOR EKSTERNAL
Indikator perekonomian : GNP, tingkat pertumbuhan
ekonomi, tingkat inflasi, nilai tukar valuta asing, dll
Exponential Smoothing
o = 0.2
0
50
100
150
200
250
300
350
400
450
Jn.03 Mai.04 Sep.05 Feb.07 Jun.08 Nov.09 Mr.11 Aug.12
U
n
i
t
s

Month
Internet Unicycle Sales (1000's)
Example:

Complicating Factors
Simple Exponential Smoothing works well
with data that is moving sideways
(stationary)
Must be adapted for data series which
exhibit a definite trend
Must be further adapted for data series
which exhibit seasonal patterns
Holts Method:
Double Exponential Smoothing
What happens when there is a definite
trend?
A trendy clothing boutique has had the following sales
over the past 6 months:
1 2 3 4 5 6
510 512 528 530 542 552
480
490
500
510
520
530
540
550
560
1 2 3 4 5 6 7 8 9 10
Month
Demand
Actual
Forecast
Holts Method:
Double Exponential Smoothing
Ideas behind smoothing with trend:
``De-trend'' time-series by separating base from
trend effects
Smooth base in usual manner using o
Smooth trend forecasts in usual manner using |
Smooth the base forecast B
t

Smooth the trend forecast T
t

Forecast k periods into future F
t+k
with base and trend
) )( 1 (
1 1
+ + =
t t t t
T B D B o o
1 1
) 1 ( ) (

+ =
t t t t
T B B T | |
t t k t
kT B F + =
+
ES with Trend
o = 0.2, | = 0.4
0
50
100
150
200
250
300
350
400
450
Jn.03 Mai.04 Sep.05 Feb.07 Jun.08 Nov.09 Mr.11 Aug.12
U
n
i
t
s

Month
Example:

with Trend
Winters Method:
w/ Trend and Seasonality
Ideas behind smoothing with trend and
seasonality:
De-trend: and de-seasonalizetime-series by
separating base from trend and seasonality effects
Smooth base in usual manner using o
Smooth trend forecasts in usual manner using |
Smooth seasonality forecasts using
Assume m seasons in a cycle
12 months in a year
4 quarters in a month
3 months in a quarter
et cetera
Winters Method:
Smooth the base forecast B
t

t

Smooth the seasonality forecast S
t

) )( 1 (
1 1
+ + =
t t
m t
t
t
T B
S
D
B o o
1 1
) 1 ( ) (

+ =
t t t t
T B B T | |
m t
t
t
t
S
B
D
S
+ = ) 1 (
Winters Method:
Forecast F
t
with trend and seasonality

t

Smooth the seasonality forecast S
t

m k t t t k t
S kT B F
+ +
+ = ) (
1 1
1 1
) 1 ( ) (

+ =
t t t t
T B B T | |
m t
t
t
t
S
B
D
S
+ = ) 1 (
ES with Trend and Seasonality
0
50
100
150
200
250
300
350
400
450
500
Jan-03 May-04 Sep-05 Feb-07 Jun-08 Nov-09 Mar-11 Aug-12
Month
U
n
i
t
s
o = 0.2, | = 0.4, = 0.6
Example:

with
Trend and Seasonality
Forecasting Performance
Mean Forecast Error (MFE or Bias):
Measures average deviation of forecast
from actuals.
Mean Absolute Deviation (MAD):
Measures average absolute deviation of
forecast from actuals.
Mean Absolute Percentage Error (MAPE):
Measures absolute error as a percentage
of the forecast.
Standard Squared Error (MSE): Measures
variance of forecast error
How good is the forecast?
Forecasting Performance Measures
) (
1
1
t
n
t
t
F D
n
MFE =

=
=
=
n
t
t t
F D
n
MAD
1
1
=
n
t
t
t t
D
F D
n
MAPE
1
100
2
1
) (
1
t
n
t
t
F D
n
MSE =

=
Want MFE to be as close to zero as possible --
minimum bias
A large positive (negative) MFE means that the
forecast is undershooting (overshooting) the
actual observations
Note that zero MFE does not imply that forecasts
are perfect (no error) -- only that mean is on
target
Also called forecast BIAS
Mean Forecast Error (MFE or Bias)
) (
1
1
t
n
t
t
F D
n
MFE =

=
Mean Absolute Deviation (MAD)
Measures absolute error
Positive and negative errors thus do not
cancel out (as with MFE)
Want MAD to be as small as possible
No way to know if MAD error is large or small
in relation to the actual data
=
=
n
t
t t
F D
n
MAD
1
1
Mean Absolute Percentage Error
(MAPE)
Same as MAD, except ...
Measures deviation as a percentage of actual
data
=
n
t
t
t t
D
F D
n
MAPE
1
100
Mean Squared Error (MSE)
Measures squared forecast error -- error
variance
Recognizes that large errors are
disproportionately more expensive than small
errors
But is not as easily interpreted as MAD, MAPE -
- not as intuitive
2
1
) (
1
t
n
t
t
F D
n
MSE =

=
Fortunately, there is software...
Homework
Text book
Problem Chapter 2
Number 16, 17, 22, 30, 33

Due date next week 10 Sept 2013
40
41
JENIS POLA DATA
Proses tetap (constant process)
Penjualan produk P
5.000
6.000
7.000
8.000
9.000
10.000
11.000
0 2 4 6 8 10 12
Bulan
J
u
m
l
a
n

(
1
0
0
0

b
o
42
JENIS POLA DATA .
Kecenderungan (Trend process)
Penjualan produk Q
8.000
9.000
10.000
11.000
12.000
13.000
14.000
1 2 3 4 5 6 7 8 9 10 11 12
Bulan
U
n
i
t
43
JENIS POLA DATA .
Siklus (Seasonal Process)
Penjualan produk perkantoran
-
100.000
200.000
300.000
400.000
500.000
600.000
700.000
1 2 3 4 5 6 7 8 9 10 11 12
Triwulan
J
u
t
a

R
p
44
Qualitative Forecasting
1. Market Survey

2. Expert Opinian and the Deplhi Technique
Please check the approproate boxes
I do not own a 35 mm camera
I own Single Lens Refelx (SLR 35 mm camera
I onw an autofocus 35 mm camera
I plan to purchase a new SLR 35 mm camera in the next two years
I plan to purchase a new autofocus 35 mm camera in the next two years
I do not plan to purchase a new 35 mm camera in the next two years
45
CAUSAL FORECASTING
1. SIMPLE LINIEAR REGRESSION

2. MULTI LINEAR REGRESSION

n t bh a d
t t t
,..., 2 , 1 = + + = c
1 bulan pada n dikeluarka yg (IMB) bangunan mendirikan ijin jumlah
bulan pada terjual yang set kitchen jumlah where
t- h
t d
t
t
=
=
.
3 3 2 2 1 1 0 t t t t t
x b x b x b b d c + + + + + =
term noise
bulan pada rusak yang phone - cellular jumlah
bulan pada phone - cellular harga
bulan pada potensial pembeli jumlah
bulan pada terjual yang phone - cellular jumlah where
3
2
1
=
=
=
=
=
t
t
t
t
t
t x
t x
t x
t d
c
46
TIME SERIES FORCASTING
1. CONSTANT PROCESS :
a) Simple methods :

b) Moving Average:
c) Simple Exponential smoothing:

2. TREND PROCESS:
Double exponential smoothing

3. SEASONAL PROCESS:
t t
a d c + =
=
+
= =
T
t
t T T k T
d
T
d d F
1
1
dimana
+ =
+
= =
T
N T t
t T T k T
d
N
M M F
1
1
dimana
1
) 1 ( dimana
+
+ = =
T T T T k T
S d S S F o o
t t
bt a d c + + =
t t t
ac d c + =
47
FORECAST ERROR
Forecast Error = nilai actual hasil peramalan

Jenis Ukuran Forecast Error :
a) Mean Absolut deviatation (MAD) :

b) Mean Square Error (MSE) :

c) Mean absolut percentage Error (MAPE)

t t t
F d e + =
=
=
T
t
t
e
T
MAD
1
1
=
=
T
t
t
e
T
MSE
1
2
1
|
|
\
|
=

=
T
t
t
t
d
e
T
MAD
1
100 .
1

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