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Malmquist Index with Time Series to Data Envelopment Analysis

In: Multi-Criteria Methods and Techniques Applied to Supply Chain Management

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  • Jhon Jairo Vargas Sanchez

Abstract

This chapter presents a new temporal data envelopment analysis (DEA) model that overcomes some weaknesses of the window analysis and Malmquist index. New model allows to work with time series. For each series the best of a set of ARIMA models is selected, and a forecast for two periods it is possible. Changes in efficiency of different decision making units (DMUs) are analyzed and the use of temporal series makes it easy to include Malmquist forecasts. The implementation of the new model in business administration or supply chain management can be useful because it considers more than two periods in contrast with classical Malmquist method, for that, control of efficiency over time is improved by changing deterministic univariate variables for time series. The last them have the structure of correlation and they get even more real modeling.

Suggested Citation

  • Jhon Jairo Vargas Sanchez, 2018. "Malmquist Index with Time Series to Data Envelopment Analysis," Chapters, in: Valerio A. P. Salomon (ed.), Multi-Criteria Methods and Techniques Applied to Supply Chain Management, IntechOpen.
    • Handle: RePEc:ito:pchaps:139923
    DOI: 10.5772/intechopen.74571
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    More about this item

    Keywords

    data envelopment analysis; Malmquist index; DEA change over time; time series; forecast;
    All these keywords.

    JEL classification:

    • M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management

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