论文信息 - The Impact of Forecasting with Kalman Filter on the Bullwhip Effect

The Impact of Forecasting with Kalman Filter on the Bullwhip Effect

The distortion of demand information is the source of bullwhip effect. It is caused by demand forecast bias. Furthermore it is enhanced by the improper inventory management policy. Combining with causality analysis, Kalman filter can forecast demand under a non-stationary demand process. The paper focuses on the mechanism of bullwhip effect produced, and gives the infimum for bullwhip effect coefficient expression using Kalman filter forecast with respect to different lengths of lead times. Finally, we draw a conclusion that the bullwhip effect is not necessarily produced via Kalman filter forecast in the case of L les 2.

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