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PROGRAMACIN DE OPERACIONES
YEAR 1 2 3 4
$ $ $ $
2001 684 584 765 892
$ $ $ $
2002 885 667 1.007 1.122
$ $ $ $
2003 1.163 993 1.313 1.545
$ $ $ $
2004 1.596 1.260 1.735 2.030
Use: Double moving average, double exponential smoothing (Holt`s Method)with
$ $ seasonal$ Effects with
$
MSE, Holt-Winter`s method for additive MSE, Holt-Winter`s
2005 2.108 1.650 2.304 2.639
method for
Double Moving average Forecasting with the model
E nT
Y E nT
Yt n t t 20 n 20 20
E 2M D
Y E 1T
t t t 21 20 20
T 2(M D ) /(k 1)
Y E 2T
t t t 22 20 20
M (Y t Y t 1 Y t k 1) / k
Y E 3T
t 23 20 20
D (M t M t 1 M t k 1) / k
t
Y E 4T
24 20 20
E nT
Y E nT
Yt n t t 20 n 20 20
Et = Yt + (1-)(Et-1+ Tt-1)
Y E 1T
21 20 20
Tt = (Et Et-1) + (1-) Tt-1
Y E 2T
22 20 20
0 1 and 0 1
Y E 3T
23 20 20
Et is the expected base level at time period t.
Y E 4T
24 20 20
Tt is the expected trend at time period t.
Double Exponential Smoothing (Holts Method)
Holt-Winters Method For Additive
Seasonal Effects Forecasting with the model
Y E nT S Y 20 n E 20 nT20 S 20 n 4
tn t t tn p
E t Yt St p (1 - )(E t 1 Tt 1 )
period 20:
T E E
t t
t 1
(1 - )T
t 1
E 1 T S
Y 21 20 20 17
E 2T S
Y
S Y E (1 - )S
t t t
t p
22 20 20
E 3 T S
18
Y 23 20 20 19
20 n E 20 nT20 S 20 n 4
E nT S
Y
Y
t n t t t n p
(E 3T ) S
Y23 20 20 19
b b X
Y b b X b X
Y
21 0 1 121 21 0 1 121 2 2 21
b b X
Y b b X b X
Y
22 0 1 122 22 0 1 122 2 2 22
b b X
Y b b X b X
Y
23 0 1 123 23 0 1 123 2 2 23
b b X
Y b b X b X
Y
24 0 1 124 24 0 1 124 2 2 24
The Linear Trend Model
The Quadratic Trend Model
Measuring Accuracy: The mean square error
MSE =
n
Yi Y
i 2
i 1 n