Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão
Ano de defesa: | 2006 |
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Autor(a) principal: | |
Orientador(a): | |
Banca de defesa: | , |
Tipo de documento: | Dissertação |
Tipo de acesso: | Acesso aberto |
Idioma: | por |
Instituição de defesa: |
Universidade Federal de Santa Maria
|
Programa de Pós-Graduação: |
Programa de Pós-Graduação em Engenharia de Produção
|
Departamento: |
Engenharia de Produção
|
País: |
BR
|
Palavras-chave em Português: | |
Palavras-chave em Inglês: | |
Área do conhecimento CNPq: | |
Link de acesso: | http://repositorio.ufsm.br/handle/1/8325 |
Resumo: | Independently of the company size it is necessary to establish goals, parameters and strategies. It is important to have guidance, a plan that conducts the actions for the present as a way to reach the goals for the future. Moreover, the planning of the company requires organization, controls, tools which assist helpful favor the decisionmaking and the necessary reconducts. The modeling and consequently the forecast are indispensable tools for the management, such, proves it contribution of the Box & Jenkins methodology. The market is highly competitive and selective, demanding not only efficiency, but mainly effectiveness. Actions directed to the magnifying of the quality of an organization are as important as the capacity to foresee, to know, to measure and to analyze the resolutivity of the used methodologies. In this context this present research is realized, searching to know the behavior of the company invoicing from an agricultural company and its two branch offices, molding and, in such a way, allowing putting into practice forecasts. Thus, the methodology applied consists of the use of historical data from the invoicing of the same ones. For the Main company, of Beta Company was found an ARMA(1,1) model, being this the most parsimonious. In CB Branch office the SARIMA (1,0,0) * (2,0,0) was the model that better described the data and in SL Branch office, the model SARIMA (1,0,0) * (1,0,0). Realizing the forecast and comparing with the real data placed by the company, it was verified the efficiency of the model, being that all the values meet up with the confidence interval of 95%. Taking into base the results gained in this research, it is possible to affirm that the methodology used constitutes of an important tool, being able to be used by the managers of the respective companies, supplying subsidies to the planning of the following months. |
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2007-05-282007-05-282006-12-11KIRCHNER, Rosane Maria. Modeling and forecast by means of Box & Jenkins methodology: a management tool. 2006. 64 f. Dissertação (Mestrado em Engenharia de Produção) - Universidade Federal de Santa Maria, Santa Maria, 2006.http://repositorio.ufsm.br/handle/1/8325Independently of the company size it is necessary to establish goals, parameters and strategies. It is important to have guidance, a plan that conducts the actions for the present as a way to reach the goals for the future. Moreover, the planning of the company requires organization, controls, tools which assist helpful favor the decisionmaking and the necessary reconducts. The modeling and consequently the forecast are indispensable tools for the management, such, proves it contribution of the Box & Jenkins methodology. The market is highly competitive and selective, demanding not only efficiency, but mainly effectiveness. Actions directed to the magnifying of the quality of an organization are as important as the capacity to foresee, to know, to measure and to analyze the resolutivity of the used methodologies. In this context this present research is realized, searching to know the behavior of the company invoicing from an agricultural company and its two branch offices, molding and, in such a way, allowing putting into practice forecasts. Thus, the methodology applied consists of the use of historical data from the invoicing of the same ones. For the Main company, of Beta Company was found an ARMA(1,1) model, being this the most parsimonious. In CB Branch office the SARIMA (1,0,0) * (2,0,0) was the model that better described the data and in SL Branch office, the model SARIMA (1,0,0) * (1,0,0). Realizing the forecast and comparing with the real data placed by the company, it was verified the efficiency of the model, being that all the values meet up with the confidence interval of 95%. Taking into base the results gained in this research, it is possible to affirm that the methodology used constitutes of an important tool, being able to be used by the managers of the respective companies, supplying subsidies to the planning of the following months.Independentemente do tamanho da empresa é necessário estabelecer metas, parâmetros e estratégias. É importante ter um guia, um plano que direcione as ações do presente como meio de atingir as metas para o futuro. Além disso, o planejamento da empresa requer organização, controles, ferramentas que auxilie e favoreça a tomada de decisões e redirecionamentos necessários. A modelagem e consequentemente a previsão são ferramentas indispensáveis à gestão, para tal, evidencia-se a contribuição da metodologia Box & Jenkins. O mercado é altamente competitivo e seletivo, exigindo não somente eficiência, mas principalmente eficácia. Ações direcionadas à ampliação da qualidade de uma organização são tão importantes quanto a capacidade de prever, conhecer, medir e analisar a resolutividade das metodologias utilizadas. Neste contexto é que a presente investigação é realizada, buscando conhecer o comportamento do faturamento de uma empresa do ramo agrícola e de suas duas filiais, modelando e, realizando previsões. Para tanto, a metodologia empregada consiste em utilizar dados históricos do faturamento das mesmas. Para a Matriz da Empresa Beta foi encontrado um modelo ARMA (1,1), sendo este o mais parcimonioso. Na Filial CB o modelo que melhor descreveu os dados foi o SARIMA (1,0,0)*(2,0,0) e na Filial SL o modelo SARIMA (1,0,0)*(1,0,0). Realizando a previsão e comparando com os dados reais disponibilizados pela empresa, verificou-se a eficiência do modelo, sendo que todos os valores encontram-se no intervalo de confiança de 95%. Tomando-se por base os resultados obtidos nessa pesquisa, pode-se afirmar que a metodologia utilizada se constitui em uma importante ferramenta, podendo ser utilizada pelos gestores das respectivas empresas, fornecendo subsídios para o planejamento dos meses seguintes.application/pdfporUniversidade Federal de Santa MariaPrograma de Pós-Graduação em Engenharia de ProduçãoUFSMBREngenharia de ProduçãoGestãoSéries temporaisModelagemBox-JenkinsManagementTimes seriesModelingBox-JenkinsCNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAOModelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestãoModeling and forecast by means of Box & Jenkins methodology: a management toolinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisSouza, Adriano Mendonçahttp://lattes.cnpq.br/5271075797851198Lopes, Luis Felipe Diashttp://lattes.cnpq.br/1074372911061770Silva, Wesley Vieira dahttp://lattes.cnpq.br/1710286275396858http://lattes.cnpq.br/7514722255908876Kirchner, Rosane Maria30080000000540030030050030060a97352-41f4-4228-b7b7-9bf285c97d9c1dade655-5ca6-44dd-8a22-0dd8463b048c52b4ac9b-ae50-4378-9e6d-d078971edcbc61b32d3e-38a3-4dda-a690-3389f012994finfo:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações do UFSMinstname:Universidade Federal de Santa Maria (UFSM)instacron:UFSMORIGINALKirchner.pdfapplication/pdf436951http://repositorio.ufsm.br/bitstream/1/8325/1/Kirchner.pdf4e06ee727370503004257a65f0771b40MD51TEXTKirchner.pdf.txtKirchner.pdf.txtExtracted texttext/plain88502http://repositorio.ufsm.br/bitstream/1/8325/2/Kirchner.pdf.txt537c5a41e4f7d3de356b574c38906312MD52THUMBNAILKirchner.pdf.jpgKirchner.pdf.jpgIM Thumbnailimage/jpeg5020http://repositorio.ufsm.br/bitstream/1/8325/3/Kirchner.pdf.jpg1b0b6bb88cd203df42f211f40ed9b5faMD531/83252023-01-16 10:21:48.176oai:repositorio.ufsm.br:1/8325Biblioteca Digital de Teses e Dissertaçõeshttps://repositorio.ufsm.br/ONGhttps://repositorio.ufsm.br/oai/requestatendimento.sib@ufsm.br||tedebc@gmail.comopendoar:2023-01-16T13:21:48Biblioteca Digital de Teses e Dissertações do UFSM - Universidade Federal de Santa Maria (UFSM)false |
dc.title.por.fl_str_mv |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
dc.title.alternative.eng.fl_str_mv |
Modeling and forecast by means of Box & Jenkins methodology: a management tool |
title |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
spellingShingle |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão Kirchner, Rosane Maria Gestão Séries temporais Modelagem Box-Jenkins Management Times series Modeling Box-Jenkins CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
title_short |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
title_full |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
title_fullStr |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
title_full_unstemmed |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
title_sort |
Modelagem e previsão por meio de metodologia Box & Jenkins: uma ferramenta de gestão |
author |
Kirchner, Rosane Maria |
author_facet |
Kirchner, Rosane Maria |
author_role |
author |
dc.contributor.advisor1.fl_str_mv |
Souza, Adriano Mendonça |
dc.contributor.advisor1Lattes.fl_str_mv |
http://lattes.cnpq.br/5271075797851198 |
dc.contributor.referee1.fl_str_mv |
Lopes, Luis Felipe Dias |
dc.contributor.referee1Lattes.fl_str_mv |
http://lattes.cnpq.br/1074372911061770 |
dc.contributor.referee2.fl_str_mv |
Silva, Wesley Vieira da |
dc.contributor.referee2Lattes.fl_str_mv |
http://lattes.cnpq.br/1710286275396858 |
dc.contributor.authorLattes.fl_str_mv |
http://lattes.cnpq.br/7514722255908876 |
dc.contributor.author.fl_str_mv |
Kirchner, Rosane Maria |
contributor_str_mv |
Souza, Adriano Mendonça Lopes, Luis Felipe Dias Silva, Wesley Vieira da |
dc.subject.por.fl_str_mv |
Gestão Séries temporais Modelagem Box-Jenkins |
topic |
Gestão Séries temporais Modelagem Box-Jenkins Management Times series Modeling Box-Jenkins CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
dc.subject.eng.fl_str_mv |
Management Times series Modeling Box-Jenkins |
dc.subject.cnpq.fl_str_mv |
CNPQ::ENGENHARIAS::ENGENHARIA DE PRODUCAO |
description |
Independently of the company size it is necessary to establish goals, parameters and strategies. It is important to have guidance, a plan that conducts the actions for the present as a way to reach the goals for the future. Moreover, the planning of the company requires organization, controls, tools which assist helpful favor the decisionmaking and the necessary reconducts. The modeling and consequently the forecast are indispensable tools for the management, such, proves it contribution of the Box & Jenkins methodology. The market is highly competitive and selective, demanding not only efficiency, but mainly effectiveness. Actions directed to the magnifying of the quality of an organization are as important as the capacity to foresee, to know, to measure and to analyze the resolutivity of the used methodologies. In this context this present research is realized, searching to know the behavior of the company invoicing from an agricultural company and its two branch offices, molding and, in such a way, allowing putting into practice forecasts. Thus, the methodology applied consists of the use of historical data from the invoicing of the same ones. For the Main company, of Beta Company was found an ARMA(1,1) model, being this the most parsimonious. In CB Branch office the SARIMA (1,0,0) * (2,0,0) was the model that better described the data and in SL Branch office, the model SARIMA (1,0,0) * (1,0,0). Realizing the forecast and comparing with the real data placed by the company, it was verified the efficiency of the model, being that all the values meet up with the confidence interval of 95%. Taking into base the results gained in this research, it is possible to affirm that the methodology used constitutes of an important tool, being able to be used by the managers of the respective companies, supplying subsidies to the planning of the following months. |
publishDate |
2006 |
dc.date.issued.fl_str_mv |
2006-12-11 |
dc.date.accessioned.fl_str_mv |
2007-05-28 |
dc.date.available.fl_str_mv |
2007-05-28 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
KIRCHNER, Rosane Maria. Modeling and forecast by means of Box & Jenkins methodology: a management tool. 2006. 64 f. Dissertação (Mestrado em Engenharia de Produção) - Universidade Federal de Santa Maria, Santa Maria, 2006. |
dc.identifier.uri.fl_str_mv |
http://repositorio.ufsm.br/handle/1/8325 |
identifier_str_mv |
KIRCHNER, Rosane Maria. Modeling and forecast by means of Box & Jenkins methodology: a management tool. 2006. 64 f. Dissertação (Mestrado em Engenharia de Produção) - Universidade Federal de Santa Maria, Santa Maria, 2006. |
url |
http://repositorio.ufsm.br/handle/1/8325 |
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