武钢进口铁矿石物流系统优化研究

华中科技大学硕士学位论文武钢进口铁矿石物流系统优化研究姓名：秦金娣申请学位级别：硕士专业：管理科学与工程指导教师：杨超20061025I3---IIAbstractSincedomesticironoreresourcesarewide,poorandoflowergrade,thesteelindustryreliesonimportedironoremorethaneverwhensteeloutputinChinareached300milliontonsayear.Currentlogisticsmanagementmethodsandtools,whicharefarfromsystemicandadvanced,cannotadapttothechangingenvironmentofironorelogisticseffectivelyandarefacingthepressuretoensureproductionandlowerthepurchasecosts.Inthiscase,optimizethelogisticssystemofimportedironoreinWuhanIronandSteel(Group)Corporation(WISCO),whichisranked3rdinChina,bymoderntheoryandtechnologytoreducethecosts,improvecompetitivenessofdomesticironandsteelenterprisesisofgreatsignificance.ByanalyzingproblemsanddifficultiesaboutthelogisticssystemofimportedironoreinWISCO,thispaperresearchesonactualsituationusingquantitativesolutions,toimproveservicecapabilityandreducecostsoflogisticssystem.Firstofall,currentsituationofdomesticlogisticsmanagement,especiallyinthesteelindustryisbriefedaswellasthecircumstanceofWISCO.Secondly,currentresearchesoftimeseriesanalysisandlocation-allocationproblemareintroducedwithaspecificintroductionoflogisticscostsforecastinginoceanshipping.WithspecificlogisticssystemofimportedironoreanditscostsinWISCO,thethirdpartchoosesappropriatetimeseriesforecastingmodeltoforecasttheoceanshippingprice,whichtakesalargepartoftotalcost,anditsrelationshipwithotherfactors.Theforthpartanalyzesactualsituationofimportedironorelocation-allocationproblemandcharacteristicsofcorrespondingmodels.Accordingtoactualneeds,aplanningoptimizationannulmodelandasingle-batchschedulingoptimizationmodelareputforward.Attheendofthepaper,thepaperpresentedcorrespondingcountermeasuresforlogisticssysteminWISCOincludingpurchasingprice,shippingcostsandindustrialchainetc.Keywords:Logistics;OceanShippingPrice;TimeSeriesAnalysis;Location-allocation_____111.170[1]200429723561523.29%[2]200537117.0224.1%7214200642808.6948.420104122198510001011.00200211.115020031.4818200422.0820052.7515132633.37[3]20%40%1.219541958913196015019724001993“500”1997“600”2003“800”100032520101800300210070200583()()1.3ARMA452(1)(2)2.11970G.E.P.BoG.M.JenkinsTimeSeriesAnalysis-ForecastingandControl[4]2.1.11920[5](MA)(AR)(ARMA)(ARIMA)(InterventionAnalysisModel)(1)(2)()6qtt1t-12t-2qt-qx=a-a-aaθθθ−−()ttxBaθ=txtaB()Bθ()2q12qB1B-B--Bθθθθ=−(3)(4)Pt1t-12t-2pt-ptxxxxaϕϕϕ=++++tt(B)xaϕ=txtaB(B)ϕ()2p12pB1B-B--Bϕϕϕϕ=−(5)(,)ARMApqt1t-12t-2pt-pt1t-12t-2qt-qxxxxaaaaϕϕϕθθθ=++++−−−−tt(B)x(B)aϕθ=txtaB()Bθ()2q12qB1B-B--Bθθθθ=−()2p12pB1B-B--Bϕϕϕϕ=−7(6)()pdqARIMA,,dtt(B)x(B)aϕθ∇=txtaB()Bθ()2q12qB1B-B--Bθθθθ=−()2p12pB1B-B--Bϕϕϕϕ=−d(1B)d∇=−(7)ARIMAbttt(B)BYN(B)ωξδ=+btt(B)By(B)ωξδ=tξtNtY2.1.2(ErrorBack-PropagationTraining)BP1987LapedesWerbosVarfisVersinoWeigendJames8P.GrutchfieldJ.DoyneFarmerNormanH.PachardRobertS.Sha[6-7]2005[8]1992CullinaneB-JBFIBIFFEXARIMA(3,1,9)1995VeenstraFransesClarkson(120)VAR(1)2001ManolisG.KavussanoAmirH.Alizadeh-M[9](SARIMA)(VAR)2002TSCI∗∗∗ARMA2002KavussanosMG[10]BFI20022004ARMAARMABFI[15]2006[17]ARCH2.21909AlfredWeber1WeberHakimi[18]9PPHubPCurrySkeith19691974GeoffrionGravesWesolowskyTruscottBenderGoodchildHodgson1993Hodgson2002MarianovSerraDLuceB.GilbertL.FredericS.AlanT.M.RossA.G.PA.J.ScottC.S.Tapiero[32]20041033.1WTO60%52006BHP25BHP650RioTintoBHPbillitonKumbaAssmangCVRDSamarcoMBRNMDCMMTCKUDREMKHAWTOBHPBillitonRioTintoCVRD3-1200020012002200320042005544.6596.5606.3826.21184.9145011156-72-43-13-13.23(1)[33](/t)=01**bDWTb(3-1)DWT(t/)1200001*bbbS=+(3-2)11011*bbbS=+(3-3)S()00b01b10b11b00b=-213271301b=9.477110b=-0.49958111b=-0.000005962.52%0.09%1.27%(3-1)201067%201069%20058.560003000-5000200610.5m3201012.5m5(2)133-2199220053-219922005119922002200320031198251085612650003356532830912/40/6.5/20/042005200632006[34](3)15515%[35]14(4)3.33.3.1ARMA1992CullinaneARMABFIBIFFEXARMAARMA(pq)t1t-12t-2pt-pt1t-12t-2qt-qxxxxaaaaϕϕϕθθθ=++++−−−−,tt(B)x(B)aϕθ=txtaB()Bθ()2q12qB1B-B--Bθθθθ=−()2p12pB1B-B--Bϕϕϕϕ=−153.3.2(1)(LIFFE)BCI3-/5-/20031120062303-3051015202530354045Feb-03Apr-03Jun-03Aug-03Oct-03Dec-03Feb-04Apr-04Jun-04Aug-04Oct-04Dec-04Feb-05Apr-05Jun-05Aug-05Oct-05Dec-05BCI-/-/3-320032006ARMA-/(_)(2)YTSCIY3-3YTSCI=×××1216(3)F2R3-23-2:_2RFb1b20.31446216.513490.000312.775.59950720.66522434.773755E-097.33722.56453215-0.058750.1826038.0422230.007520.5351.013172010.1826038.0422230.007520.5350.013086023-43-2()01lnyxββ=+2012yxxβββ=++01xyββ=10xyeββ=F2R27.33722.56450.0588tytt=+−17(4)STC×27.33722.56450.0588tytt=+−/ttSYY=(Y)ItSiStS(1,2,,12)iSi=…1212k12112iikS==∑'(1,2,12)iiSkSi=×=…_1123-33-3iS'iS11.1723751.177821.16326751.168631.053486671.058341.042236671.047050.897946670.902160.723620.727070.795173330.798880.833416670.837390.891166670.8953101.105071.1102111.146903331.1522121.120333331.1255121'1iS_'1iS_3-41800.511.51234567891011123-43-4141121.1759160.727010111211.11021.15221.1255_11121246681112(5)ARMAY'iSX/'ttixys=3-501020304050200312003320035200372003920031120041200432004520047200492004112005120053200552005720059200511200613-519{}tx3-43827.853717.753760.12{}tx'()tttxxEx=−()27.85371tEx={'}tx{'}tx3-