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| Title: | 台灣半導體企業營收預測：Lasso 迴歸與總經指標
Enhancing Revenue Forecasting for Taiwan's Semiconductor Industry: A Lasso Regression Approach with Macroeconomic Indicators |
| Authors: | 林琨翔
Lin, Kun-Xiang |
| Contributors: | 莊皓鈞
Chuang, Hao-Chun
林琨翔
Lin, Kun-Xiang |
| Keywords: | 半導體
營收預測
Lasso 迴歸
總經指標
科技半導體
預測模型
Semiconductor Industry
Revenue Forecasting
Lasso Regression
Macroeconomic Indicators
Technology
Forecasting Model |
| Date: | 2024 |
| Issue Date: | 2024-08-05 12:12:08 (UTC+8) |
| Abstract: | 營收預測對於產能規劃至關重要，能夠有效預估客戶需求，進而優化生產資源配置。本研究採用 Lasso 迴歸分析，將總體經濟指標整合至營收預測模型中，以提升預測準確度。我們以台灣半導體企業為研究對象，分析其營收數據與總體經濟指標的關聯性，探討不同供應鏈角色所對應的關鍵總體經濟指標。研究結果發現，Lasso 迴歸分析後，關鍵總經指標在提前 4-6 個月的營收預測上所提升的準確度顯著優於提前 1-3 個月，且關鍵總體經濟指標會隨目標公司的特性及扮演的角色而有所差異，進一步解釋經濟變化對半導體企業營收的影響。傳統的營收預測方法主要依賴專家知識和經驗，存在局限性。本研究提議採用資料驅動方法建立營收預測的標準程序，使企業能夠根據分析結果做出商業決策。
As the Revenue forecasting plays a crucial role to predict our customer demands in order to prepare for the production. This study delves into the integration of macroeconomic indicators into revenue forecast models using Lasso regression analysis to enhance accuracy. We conducted an analysis of revenue data from Taiwan semiconductor companies and macroeconomic indicators to identify the most influential macroeconomic indicators at various stages within the supply chain. The results indicate that after the utilization of Lasso regression, incorporating macroeconomic indicators significantly improves revenue prediction accuracy for the 4-6 month prior compared to the 1-3 month prior. Additionally, we discovered that the key macroeconomic indicators varied based on the characteristics of the target companies, providing some insights behind of their relationship. Given the limitations of traditional revenue prediction methods based on expert knowledge, we advocate for a data-driven approach to establish a standardized procedure for revenue predictions, enabling informed business decisions based on the analysis results. |
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| Description: | 碩士
國立政治大學
企業管理研究所(MBA學位學程)
111363051 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0111363051 |
| Data Type: | thesis |
| Appears in Collections: | [MBA Program] Theses
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