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Analyzing Taiwan IC Assembly Industry by Grey-Markov Forecasting Model

机译:用灰色马尔可夫预测模型分析台湾集成电路组装行业

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This study utilizes the black swan theorem to discuss how to face the lack of historical data and outliers. They may cause huge influences which make it impossible for people to predict the economy from their knowledge or experiences. Meanwhile, they cause the general dilemma of which prediction tool to be used which is also considered in this study. For the reason above, this study uses 2009 Q1 to 2010 Q4 quarterly revenue trend of Taiwan’s semiconductor packaging and testing industry under the global financial turmoil as basis and the grey prediction method to deal with nonlinear problems and small data. Under the lack of information and economic drastic changes, this study applies Markov model to predict the industry revenues of GM(1,1) and DGM(1,1) results. The results show that the accuracy of 2010 Q1–Q3 is 88.37%, 90.27%, sand 91.13%, respectively. Besides, they are better than the results of GM(1,1) and DGM(1,1) which are 86.51%, 77.35%, 75.46% and 73.77%, 74.25%, 59.72%. The results show that the prediction ability of the grey prediction with Markov model is better than traditional GM(1,1) and DGM(1,1) sfacing the changes of financial crisis. The results also prove that the grey-Markov chain prediction can be the perfect criterion for decision-makers judgment even when the environment has undergone drastic changes which bring the impact of unpredictable conditions.
机译:这项研究利用黑天鹅定理讨论了如何面对历史数据和离群值的不足。它们可能会产生巨大的影响,使人们无法根据自己的知识或经验来预测经济。同时,它们引起了使用哪种预测工具的普遍困境,本研究也考虑了这一问题。由于上述原因,本研究以全球金融动荡下台湾半导体封装测试行业2009年第一季度至2010年第四季度的季度收入趋势为基础,采用灰色预测方法来处理非线性问题和小数据。在缺乏信息和经济急剧变化的情况下,本研究应用马尔可夫模型来预测GM(1,1)和DGM(1,1)结果的行业收入。结果表明,2010年第1至第3季度的准确性分别为88.37%,90.27%和91.13%。此外,它们优于GM(1,1)和DGM(1,1)的结果,分别为86.51%,77.35%,75.46%和73.77%,74.25%,59.72%。结果表明,面对金融危机的变化,马尔可夫模型的灰色预测的预测能力优于传统的GM(1,1)和DGM(1,1)。结果还证明,即使环境发生了急剧变化,带来了无法预测的条件的影响,灰色马尔可夫链预测也可以成为决策者判断的理想标准。

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