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Anbal Areia
Yt + (1
Dt =
Mt + (1
Anbal Areia
Aplicao do mtodo
1.o
- calcular Y 1 ( mdia das primeiras k observaes da srie);
- calcular Y 2 ( mdia das k observaes seguintes da srie);
- estimar o declive da srie
b1 = Y 2
Y 1 =k;
Anbal Areia
b1(k + 1)=2;
2.o Estimar os valores iniciais dos nveis da srie alisada simples e dupla
M1 = a1
D1 = a1
b1 [(1
)= ];
2b1 [(1
)= ]
Yt + (1
Dt =
Mt + (1
)M t 1
)Dt 1
Anbal Areia
em que
at = 2 Mt
bt = [ =(1
Anbal Areia
)] (Mt
MTODO DE HOLT
O mtodo de Holt adequado para sries com tendncia linear e sem movimentos de carcter sazonal.
Constitui uma alternativa ao mtodo de alisamento exponencial duplo para
estimar o nvel e o declive da srie.
Assim, utilizam-se as seguintes equaes de actualizao:
at =
Yt + (1
bt =
[at
com
Anbal Areia
) [at 1 + bt 1] ; 0 <
at 1] + (1
)bt 1; 0 <
as constantes de alisamento.
5
Aplicao do mtodo
1.o
- calcular Y 1 ( mdia das primeiras k observaes da srie);
- calcular Y 2 ( mdia das k observaes seguintes da srie);
- estimar o declive da srie
b1 = Y 2
Y 1 =k;
Anbal Areia
b1(k + 1)=2;
Yt + (1
bt =
[a t
) [at 1 + bt 1] ; 0 <
at 1] + (1
)bt 1; 0 <
3.o As previses
Pt+h = Ybt+h = at + bth; h = 1; 2; :::
t
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
Y(t)
4,8
4,0
5,5
15,6
23,1
23,3
31,4
46,0
46,1
41,9
45,5
53,5
48,4
61,6
65,6
71,4
83,4
93,6
94,2
Anbal Areia
M(t)
-2,728
0,972
3,462
10,138
17,267
20,585
26,533
37,240
42,113
41,996
43,923
49,190
48,756
55,820
61,199
66,810
75,934
85,65
90,353
D(t)
-5,244
-1,825
1,083
6,063
12,225
16,823
22,164
30,456
36,867
39,688
42,017
45,963
47,499
52,075
57,093
62,437
69,861
78,545
85,039
a(t)
-0,213
3,770
5,842
14,213
22,309
24,347
30,903
44,024
47,359
44,304
45,829
52,418
50,013
59,565
65,305
71,182
82,008
92,756
95,666
b(t)
P(t)
3,075
3,419 2,86
2,908 7,19
4,980 8,75
6,162 19,19
4,598 28,47
5,341 28,95
8,292 36,24
6,412 52,32
2,821 53,77
2,329 47,12
3,945 48,16
1,536 56,36
4,577 51,55
5,018 64,14
5,344 70,32
7,423 76,53
8,684 89,43
6,494 101,44
t
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
Y(t)
85,4
86,2
89,9
89,2
99,1
100,3
111,7
108,2
115,5
119,2
125,2
136,3
148,8
146,1
151,4
150,9
M(t)
87,629
86,843
88,524
88,896
94,508
97,694
105,397
106,939
111,647
115,801
120,971
129,402
140,071
143,387
147,794
149,502
D(t)
86,463
86,672
87,691
88,354
91,739
95,014
100,725
104,142
108,270
112,412
117,119
123,875
132,783
138,615
143,663
146,875
a(t)
88,794
87,014
89,358
89,438
97,278
100,373
110,070
109,735
115,025
119,190
124,822
134,929
147,359
148,159
151,925
152,130
b(t)
1,424
0,209
1,019
0,663
3,385
3,275
5,711
3,418
4,128
4,142
4,707
6,755
8,908
5,832
5,049
3,211
P(t)
102,16
90,22
87,22
90,38
90,10
100,66
103,65
115,78
113,15
119,15
123,33
129,53
141,68
156,27
153,99
156,97
155,34
158,55
180,0
160,0
140,0
120,0
100,0
Y(t)
P(t)
80,0
60,0
40,0
20,0
0,0
1
11
13
15
17
19
21
23
25
27
29
31
33
35
37
t
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Y(t)
4,8
4,0
5,5
15,6
23,1
23,3
31,4
46,0
46,1
41,9
45,5
53,5
48,4
61,6
65,6
71,4
83,4
93,6
94,2
85,4
Anbal Areia
a(t)
-0,213
3,8863
5,6471
14,912
22,595
23,547
30,93
44,813
46,302
42,669
45,539
53,025
49,188
60,678
65,435
71,132
82,504
92,829
94,409
86,645
b(t)
3,075
3,0852
3,072
3,1339
3,1794
3,1571
3,1994
3,3062
3,2881
3,2189
3,2154
3,2581
3,1871
3,2701
3,285
3,3091
3,3898
3,4591
3,4403
3,3283
P(t)
(Y(t)-P(t))^2
2,863
6,971
8,719
18,046
25,774
26,705
34,130
48,119
49,590
45,888
48,754
56,283
52,375
63,948
68,720
74,441
85,894
96,289
97,849
1,294
2,165
47,346
25,545
6,121
22,047
140,900
4,077
59,136
0,150
22,523
62,149
85,092
2,730
7,184
80,262
59,384
4,362
154,982
t
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
Y(t)
a(t)
86,2 86,577
89,9 89,897
89,2 89,599
99,1 98,476
100,3 100,45
111,7 110,91
108,2 108,81
115,5 115,16
119,2 119,13
125,2 124,93
136,3
135,5
148,8 147,82
146,1 146,63
151,4 151,27
150,9 151,29
b(t)
3,2943
3,2946
3,2587
3,3148
3,3014
3,373
3,3183
3,3486
3,3548
3,3793
3,4512
3,5398
3,4925
3,5041
3,4692
P(t) (Y(t)-P(t))^2
89,973
14,237
89,872
0,001
93,192
15,934
92,858
38,965
101,791
2,222
103,750
63,195
114,278
36,942
112,126
11,383
118,511
0,474
122,486
7,366
128,308
63,875
138,952
96,984
151,355
27,615
150,118
1,643
154,776
15,022
34,803 (EQM)
154,757
158,226
161,695
165,164
10
180,0
160,0
140,0
120,0
100,0
Y(t)
P(t)
80,0
60,0
40,0
20,0
0,0
1
Anbal Areia
11
13
15
17
19
21
23
25
27
29
31
33
35
37
39
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