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研究生: 蔡孟臻
Tsai, Meng-Zhen
論文名稱: 條件變分自編碼器於分佈學習和報童模型
Conditional Variational Autoencoder for Distribution Learning and Newsvendor Model
指導教授: 莊皓鈞
Chuang, Hao-Chun
周彥君
Chou, Yen-Chun
口試委員: 周平
Chou, Ping
學位類別: 碩士
Master
系所名稱: 商學院 - 資訊管理學系
Department of Management Information System
論文出版年: 2025
畢業學年度: 113
語文別: 中文
論文頁數: 37
中文關鍵詞: 條件變分自編碼器報童問題需求生成兩階段補貨分佈學習
外文關鍵詞: Conditional Variational Autoencoder, Newsvendor Problem, Demand Generation, Two-Stage Replenishment, Distribution Learning
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  • 本研究聚焦於營運決策中的兩階段報童問題,提出一套統一式條件生成模型,以建構精確的未來需求分布並支援補貨決策。為因應不同補貨時點所面臨的變長需求序列問題,本文設計結合條件變分自編碼器(Conditional Variational Autoencoder, CVAE)與長短期記憶網路(Long Short-Term Memory, LSTM)之深度生成架構,能根據任意觀測歷史資訊生成滿足條件分布的需求樣本。研究首先於單階段訂價報童問題中驗證 CVAE 於需求重建上的可行性,作為模型基礎能力之驗證,進一步延伸至二階段補貨情境中。實驗採用模擬資料,並與隨機森林模型比較,透過 Wasserstein 距離與 Kolmogorov– Smirnov 統計量評估分布準確性,並分析補貨決策的平均利潤表現。結果顯示所提方法於樣本準確性與決策效益皆具顯著優勢,展現其於需求不確定性建模與營運分析整合應用之潛力。


    This study addresses the two-stage newsvendor problem in operations decision-making by proposing a unified conditional generative model to accurately capture the conditional distribution of future demand and support replenishment decisions. To handle the challenge of variable-length demand sequences observed at different replenishment points, we design a deep generative framework that integrates a Conditional Variational Autoencoder (CVAE) with a Long Short-Term Memory (LSTM) network. This model generates conditional demand samples based on any observed historical information. We first validate the feasibility of using CVAE to reconstruct price-driven demand distributions in a single-stage setting, serving as a foundation for model capability, before extending the method to two-stage replenishment scenarios. Simulation experiments compare the proposed model against Random Forest benchmarks. Evaluation metrics include the Wasserstein distance and Kolmogorov– Smirnov (KS) statistic for distribution accuracy, as well as average profit performance for decision quality. Results demonstrate that the proposed method significantly outperforms traditional models in both generative accuracy and downstream decision effectiveness, highlighting its potential for integrating uncertainty modeling with operational analytics.

    摘要 i
    Abstract ii
    目次 iii
    圖次 v
    表次 vii
    第一章 緒論 1
    第二章 文獻探討 3
    第一節 自動編碼器 (Auto Encoder, AE) 3
    第二節 條件變分自動編碼器 (Conditional Variational Auto Encoder,
    CVAE) 5
    第三章 訂價報童問題的最佳化 8
    第一節 問題定義 8
    第二節 實驗設計與模型架構 10
    第三節 實驗結果 12
    一、 模型效能比較: 基本 CVAE 與改進 CVAE 12
    二、 泛化能力評估:內插與外推測試 14
    第四章 兩階段報童問題最佳化 19
    第一節 問題定義 19
    第二節 實驗設計 20
    一、 模型架構設計 20
    二、 模擬資料產生與設計 23
    第三節 實驗結果 26
    第四節 利潤比較分析 29
    第五章 結論與建議 32
    第一節 研究結論 32
    第二節 學術貢獻 33
    第三節 研究限制與未來方向 34
    參考文獻 35

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