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State space investigation of the bullwhip problem with ARMA(1,1) demand processes

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  • Gaalman, Gerard
  • Disney, Stephen M.

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  • Gaalman, Gerard & Disney, Stephen M., 2006. "State space investigation of the bullwhip problem with ARMA(1,1) demand processes," International Journal of Production Economics, Elsevier, vol. 104(2), pages 327-339, December.
    • Handle: RePEc:eee:proeco:v:104:y:2006:i:2:p:327-339
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    1. G. D. Johnson & H. E. Thompson, 1975. "Optimality of Myopic Inventory Policies for Certain Dependent Demand Processes," Management Science, INFORMS, vol. 21(11), pages 1303-1307, July.
    2. Kenneth Gilbert, 2005. "An ARIMA Supply Chain Model," Management Science, INFORMS, vol. 51(2), pages 305-310, February.
    3. Gaalman, G. J., 1979. "On the optimal linear time-variant control of linear production-inventory systems," Engineering and Process Economics, Elsevier, vol. 4(2-3), pages 147-163, June.
    4. Andrew C. Harvey, 1990. "The Econometric Analysis of Time Series, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 026208189x, December.
    5. Dejonckheere, J. & Disney, S. M. & Lambrecht, M. R. & Towill, D. R., 2003. "Measuring and avoiding the bullwhip effect: A control theoretic approach," European Journal of Operational Research, Elsevier, vol. 147(3), pages 567-590, June.
    6. Hau L. Lee & V. Padmanabhan & Seungjin Whang, 1997. "Information Distortion in a Supply Chain: The Bullwhip Effect," Management Science, INFORMS, vol. 43(4), pages 546-558, April.
    7. Matsuyama, Keisuke, 1997. "Maintaining optimal inventory level by feedbacks," International Journal of Production Economics, Elsevier, vol. 53(1), pages 57-69, November.
    8. Frank Chen & Zvi Drezner & Jennifer K. Ryan & David Simchi-Levi, 2000. "Quantifying the Bullwhip Effect in a Simple Supply Chain: The Impact of Forecasting, Lead Times, and Information," Management Science, INFORMS, vol. 46(3), pages 436-443, March.
    9. P. J. Harrison, 1967. "Exponential Smoothing and Short-Term Sales Forecasting," Management Science, INFORMS, vol. 13(11), pages 821-842, July.
    10. Herbert J. Vassian, 1955. "Application of Discrete Variable Servo Theory to Inventory Control," Operations Research, INFORMS, vol. 3(3), pages 272-282, August.
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    Cited by:

    1. Hosoda, Takamichi & Disney, Stephen M., 2012. "On the replenishment policy when the market demand information is lagged," International Journal of Production Economics, Elsevier, vol. 135(1), pages 458-467.
    2. Rupesh Kumar Pati, 2014. "Modelling Bullwhip Effect in a Closed Loop Supply Chain with ARMA Demand," IIM Kozhikode Society & Management Review, , vol. 3(2), pages 149-164, July.
    3. Reza Hadizadeh & Amir Abbas Shojaie, 2017. "A Measure of SCM Bullwhip Effect Under Mixed Autoregressive-Moving Average with Errors Heteroscedasticity (ARMA(1,1)–GARCH(1,1)) Model," Annals of Data Science, Springer, vol. 4(1), pages 83-104, March.
    4. Stößlein, Martin & Kanet, John Jack & Gorman, Mike & Minner, Stefan, 2014. "Time-phased safety stocks planning and its financial impacts: Empirical evidence based on European econometric data," International Journal of Production Economics, Elsevier, vol. 149(C), pages 47-55.
    5. Gaalman, Gerard & Disney, Stephen M., 2009. "On bullwhip in a family of order-up-to policies with ARMA(2,2) demand and arbitrary lead-times," International Journal of Production Economics, Elsevier, vol. 121(2), pages 454-463, October.
    6. Wang, Xun & Disney, Stephen M., 2016. "The bullwhip effect: Progress, trends and directions," European Journal of Operational Research, Elsevier, vol. 250(3), pages 691-701.
    7. Xiaobing Yu, 2017. "Disaster prediction model based on support vector machine for regression and improved differential evolution," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 85(2), pages 959-976, January.
    8. Xi Gang Yuan & Nan Zhu, 2016. "Bullwhip Effect Analysis in Two-Level Supply Chain Distribution Network Using Different Demand Forecasting Technology," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 33(03), pages 1-23, June.

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