D bo trong kinh doanh (Business Forecasting)

Khoa Kinh t Pht trin 1A Hong Diu, Ph Nhun Website: www.fde.ueh.edu.vn

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GII THIU D BO TRONG KINH DOANH & KINH T

1. 2. 3. 4. 5. 6. 7. 8. 9. 10.

Gii thiu Lch s pht trin ca d bo Nhu cu d bo D bo trong kinh doanh ngy nay Phn lai d bo La chn phng php d bo Phng php lun cho chui thi gian & d bo Ngun d liu o lng chnh xc d bo Phn mn d bo

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TI LIU THAM KHO

Nguyn Trng Hoi (2001): M hnh ha v D bo chui thi gian trong kinh doanh & kinh t, Chng 1. J.Holton Wilson & Barry Keating, (2007), Business Forecasting With Accompanying ExcelBased ForecastXTM Software, 5th Edition, Chapter 1. John E.Hanke & Dean W.Wichern, (2005), Business Forecasting, 8th Edition, Chapter 1.

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GII THIU

D bo l mt yu t quan trng ca hu ht cc quyt nh kinh doanh v lp k hoch kinh t D bo nh mt tp hp cc cng c gip ngi ra quyt nh a ra cc phn on tt nht v cc s kin tng lai (da vo qu kh v hin ti) Nhu cu nhn s c kin thc v d bo ang gia tng

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LCH S PHT TRIN CA D BO

Nhiu k thut d bo ngy nay pht trin vo th k 19 Nhng nhng phng php d bo ph bin ch c pht trin gn y: phng php phn tch, phng php san m, phng php ARIMA Cng vi s pht trin ca nhiu phng php d bo phc tp v cc phn mm, d bo ngy cng nhn c nhiu s quan tm hn Nhiu phng php d bo mi tip tc c pht trin

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NHU CU D BO
Quyt nh hm nay nh hng n tng lai ca t chc, nhng tng lai l bt nh Ai cn d bo? Hu nh mi t chc: ln v nh, t v cng u s dng d bo. Cc b phn chc nng nh ti chnh, marketing, nhn s, sn xut. Ngoi ra, t chc chnh ph, phi chnh ph, cc CLB x hi,

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D BO TRONG KINH DOANH NGY NAY

D bo ngy cng tr nn quan trng v cc cng ty tp trung vo vic gia tng mc hi lng ca khch hng trong khi vn phi gim chi ph ca vic cung cp hng ha v dch v Hu nh mi lnh vc chc nng ca doanh nghip u s dng mt loi d bo no , v d: K ton: d bo chi ph v doanh thu trong k hoch np thu

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D BO TRONG KINH DOANH NGY NAY

Phng nhn s: d bo nhu cu tuyn dng v nhng thay i trong cng s Chuyn gia ti chnh: d bo ngn lu Qun c sn xut: d bo nhu cu nguyn vt liu v tn kho Gim c marketing: D bo doanh s thit lp ngn sch cho qung co * D bo doanh s thng l d bo c bn cho cc d bo khc (v d gia nhng nm 1980, 94% s dng d bo doanh s)

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PHN LOI D BO
Ngn hn (cc chin lc v k hoch tc th, cp trung v cp di) v di hn (chin lc di hn, cp cao) Vi m v v m nh tnh v nh lng

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Qualitative (Subjective)

Jury of executive opinion Sales force composite Delphi methods Survey methods New product forecasting

Forecast methods

Quantitative (Objective)

Univariate time series Nave method Regression trends Exponential smoothing Decomposition ARIMA Event models New product models Casual models Time series & Cross sectional regression Bivariate (simple) regression Multi regression

Ngun: J.Holton Wilson & Barry Keating (2007), p.37

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PHN LOI D BO
D bo nh lng: o Da trn d liu qu kh pht hin xu hng vn ng ca i tng
o

Gi nh: gi tr tng lai ca bin s d bo ph thuc vo xu hng vn ng trong qu kh C 2 loi phng php nh lng:

Chui thi gian Nhn qu

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PHN LOI D BO
u im ca d bo nh lng?
o o o o

Kt qu d bo hon ton khch quan C phng php o lng chnh xc d bo t tn thi gian tm ra kt qu d bo C th d bo im hay d bo khong

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PHN LOI D BO
D bo nh lng ngy cng c chp nhn rng ri? o Cc phng php nh lng hu ch hn trong vic a ra d on v cc s kin tng lai
o

Nh s pht trin ca cc phn mm my tnh gip cc phng php nh lng tr nn d dng hn Cc phn on c nhn da trn kinh nghim thc t v/hay qua nghin cu nn lun lun gi mt vai tr quan trng trong vic chun b ca bt k d bo no

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PHN LOI D BO
D bo nh tnh vn c vai tr quan trng? o Khi khng c sn/khng d liu qu kh o Nhn t khng th lng ha o Khng c sn chuyn gia nh lng o Cc phng php thng dng: nh g kin ban qun tr (chuyn gia) Tng hp lc lng bn hng Phng php kho st kin khch hng Delphi,

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PHN LOI D BO
u nhc im ca d bo nh tnh? u im: o Khng i hi kin thc v ton o c chp nhn rng ri bi nhng ngi s dng Nhc im: o Nhiu lnh vc thc t khng th da vo phng php nh tnh o Lun b chch (biased) o Khng chnh xc mt cch kin nh qua thi gian o Tn nhiu nm kinh nghim mt ngi c th d bo tt c

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LA CHN PHNG PHP D BO

Cc kt qu d bo phi lm cho qu trnh ra quyt nh d dng hn Khng p dng mt phng php cho mi trng hp Sn phm, mc tiu, rng buc khc nhau phi c xem xt khi chn phng php d bo thch hp C th p dng nhiu phng php cho cng mt trng hp Phng php c chn phi d bo chnh xc, kp thi, v d hiu

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PHNG PHP LUN CHO CHUI THI GIAN & D BO

D liu lch s: YBEG ti YEND Giai on mu phn tch: Y1, Yn (Y1 khng nht thit trng vi YBEG) Gi tr d bo: Y^1, ..Y^n D bo hu nghim: Y^n+1 .. Y^N => cung cp c hi nh gi mc chnh xc ca m hnh d bo D bo tin nghim: khng c gi tr thc t v i tng d bo (d bo cho tng lai) D bo li: nhm b sung d liu cho giai on lch s (nu cn)

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NGUN D LIU
Ty vo phng php d bo c chn: o Mt s phng php ch cn chui s liu s c d bo: nh d bo th, phn tch, san m, ARIMA o Cc phng php hi qui bi yu cu phi c s liu cho mi bin s dng trong m hnh Ngun s liu chnh l cc s liu ni b ca t chc o S liu c th khng thun li cho xy dng m hnh d bo v thi gian c th khc nhau, o Cch thc lu tr cng c ngha quan trng S liu bn ngoi t chc

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O LNG CHNH XC D BO
Gi Yt = gi tr thc ti giai on t Y^t = gi tr d bo ti giai on t n = s giai on Sai s d bo: et = Yt Y^t Nu mt m hnh c nh gi l tt th sai s d bo phi tng i nh Cc phng php nh gi: (i) Phng php thng k; (ii) Phng php th

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O LNG CHNH XC D BO
Phng php th: Nu et dao ng ngu nhin theo thi gian th ta c m hnh d bo tt (xoay quanh trc 0) V gi tr thc v gi tr d bo ln cng h trc, nu 2 gi tr ny cng gn nhau th m hnh d bo cng chnh xc Quan st bc ngot: m hnh d bo tt l m hnh d bo ng nhng bc ngot theo mu d liu thc

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O LNG CHNH XC D BO

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CC PHN MM D BO

MiniTab, Eviews, SPSS Excel add-ins: Crystal Ball, Forecast X Forecast X (hin nay) chim 40% th phn d bo trong kinh doanh (J.Holton Wilson & Barry Keating) Chng trnh ging dy mn d bo s s dng Excel v Forecast X

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