Item type |
会議発表用資料 / Conference paper(1) |
公開日 |
2016-06-06 |
タイトル |
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タイトル |
Efficiency Predictions by Fuzzy Piecewise Auto-regression in Dynamic Network System |
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言語 |
en |
言語 |
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言語 |
eng |
キーワード |
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主題Scheme |
Other |
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主題 |
Multi-activity dynamic network Data envelopment analysis |
キーワード |
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主題Scheme |
Other |
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主題 |
fuzzy piecewise auto-regression |
キーワード |
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主題Scheme |
Other |
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主題 |
catching-up efficiency index |
キーワード |
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主題Scheme |
Other |
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主題 |
banking performance |
資源タイプ |
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資源タイプ識別子 |
http://purl.org/coar/resource_type/c_5794 |
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資源タイプ |
conference paper |
ID登録 |
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ID登録 |
10.24545/00001402 |
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ID登録タイプ |
JaLC |
著者 |
YU, Ming-Miin
HSIAO, Bo
CHEN, Li-Hsueh
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会議概要 |
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内容記述タイプ |
Other |
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内容記述 |
Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015) |
抄録 |
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内容記述タイプ |
Abstract |
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内容記述 |
Since efficiency prediction can help managers to monitor future performance and detect potential failures, it is important for production and operation management. Data envelopment analysis is comprehensively applied to evaluate the relative performance in various areas. However, only few studies try to forecast the relative performance estimated by data envelopment analysis. We propose a performance forecasting model that integrates the multi-activity dynamic network data envelopment analysis and fuzzy piecewise auto-regression. The proposed approach constructs a dynamic performance measurement with the network structure to calculate the catching-up efficiency index. The catching-up efficiency index is further decomposed into the technical efficiency change and dynamic efficiency change to capture the effect of carry-over items. The fuzzy piecewise auto-regression is applied to regress the possibility and necessity estimation models by catching-up efficiency index for forecasting efficiency. In this paper, a data from banks in Taiwan from 2006 to 2012 are applied. The results indicate that the proposed approach has highly accuracy rate. |
内容記述 |
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内容記述タイプ |
Other |
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内容記述 |
The workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose. |
内容記述 |
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内容記述タイプ |
Other |
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内容記述 |
本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。 |
発表年月日 |
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日付 |
2015-12-02 |
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日付タイプ |
Issued |
書誌情報 |
p. 107-118
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公開者 |
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出版者 |
出版社不明 |
関連サイト |
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関連タイプ |
isDerivedFrom |
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識別子タイプ |
URI |
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関連識別子 |
http://www.grips.ac.jp/jp/oldseminars/20151105-3601/ |
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関連名称 |
http://www.grips.ac.jp/jp/oldseminars/20151105-3601/ |
著者版フラグ |
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出版タイプ |
AM |
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出版タイプResource |
http://purl.org/coar/version/c_ab4af688f83e57aa |