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18.

Forescast Error Forecast Error= Actual Value - Forecast

Percentage Error Percentage Error= (Forecast Error/Actual Value)*100

Mean absolute Error MAE= average of the absolute value of forecast errors=Total of Absolute Forecast Errors/N

Mean squared Error MSE= average of the sum of squared forecast errors= Total of Squared Forecast Errors/N

Mean Absolute Percentage Error MAPE= average of the absolute value of percentage forecast errors

18.3

Moving average forecast of order k Ft+1= Σ(most recent k values)/k (Yt+Yt-1+…+Yt-k+1)/k

where:
Ft+1= forecast of the times series for period t+1
Yt= actual value of the time series in period t

Exponential smoothing forecast Ft+1= αYt+(1-α)Ft

where:
Ft+1= forecast of the time series for the period t+1
Yt= actual value of the time series in period t
Ft= forecast of the time series for period t
α= smoothing constant (0≤α≤1)
and let:
F2= Y1(to initiate the computations)

With some algebraic manipulation, we can rewrite it as:


Ft+1= Ft+α(Yt-Ft)
bsolute Forecast Errors/Number of Forecast Errors

quared Forecast Errors/Number of Forecast Errors

Total of Absolute Percentage Errors/Number of Percentage Errors


Week Sales
1 17
2 21 25
3 19
4 23 20

Sales (1000s of gallons)


5 18
6 16 15
7 20
8 18 10
9 22
10 20 5
11 15
12 22 0
1 2 3 4 5 6 7 8 9 10 11
Week

Naive Method
Time Absolute Value Squared Absolute Value
Series Forecast of Forecast Forecast Percentage of Percentage
Week Value Forecast Error Error Error Error Error
1 17
2 21 17 4 4 16 19.0476 19.0476
3 19 21 -2 2 4 -10.5263 10.5263
4 23 19 4 4 16 17.3913 17.3913
5 18 23 -5 5 25 -27.7778 27.7778
6 16 18 -2 2 4 -12.5000 12.5000
7 20 16 4 4 16 20.0000 20.0000
8 18 20 -2 2 4 -11.1111 11.1111
9 22 18 4 4 16 18.1818 18.1818
10 20 22 -2 2 4 -10.0000 10.0000
11 15 20 -5 5 25 -33.3333 33.3333
12 22 15 7 7 49 31.8182 31.8182
Totals 5 41 179 1.1904 211.6875

Forecast Error in week 2 = 21-17 = 4

MAE= 41/11= 3.7273

MSE= 179/11= 16.2727


Percentage Error for week 2 = (4/21)(100) = 19.05%

MAPE= 211.69/11= 19.2443 %

Average of Past Values


Time Absolute Value Squared Absolute Value
Series Forecast of Forecast Forecast Percentage of Percentage
Week Value Forecast Error Error Error Error Error
1 17
2 21 17.00 4.00 4.00 16.00 19.0476 19.0476
3 19 19.00 0.00 0.00 0.00 0.0000 0.0000
4 23 19.00 4.00 4.00 16.00 17.3913 17.3913
5 18 20.00 -2.00 2.00 4.00 -11.1111 11.1111
6 16 19.60 -3.60 3.60 12.96 -22.5000 22.5000
7 20 19.00 1.00 1.00 1.00 5.0000 5.0000
8 18 19.14 -1.14 1.14 1.31 -6.3492 6.3492
9 22 19.00 3.00 3.00 9.00 13.6364 13.6364
10 20 19.33 0.67 0.67 0.44 3.3333 3.3333
11 15 19.40 -4.40 4.40 19.36 -29.3333 29.3333
12 22 19.00 3.00 3.00 9.00 13.6364 13.6364
Totals 4.52 26.81 89.07 2.7513 141.3386

Forecast for week 3 = (17+21)/2 = 19

Forecast for week 4 = (17+21+19)/3 = 19

MAE= 26.81/11= 2.4372

MSE= 89.07/11= 8.0973

MAPE= 141.34/11= 12.8490 %

Naive Method Average of Past Values


MAE 3.7273 2.4372
MSE 16.2727 8.0973
MAPE 19.2443 % 12.8490 %
8 9 10 11 12
Week Sales
1 17
2 21 40
3 19 35
4 23
5 18 30

6 16 25
7 20
20
8 18
9 22 15
10 20 10
11 15
5
12 22
13 31 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
14 34 Week
15 31
16 33
17 28
18 32
19 30
20 29
21 34
22 33
17 18 19 20 21 22
Year Sales
1 21.6
2 22.9
3 25.5 34
4 21.9 32
5 23.9
6 27.5 30

7 31.5 28
8 29.7
26
9 28.6
10 31.4 24

22

20
1 2 3 4 5 6 7 8 9 10
Year
8 9 10
Year Revenue
1 23.1
2 21.3
3 27.4 120

4 34.6
100
5 33.8
6 43.2 80
7 59.5

Revenue
8 64.4 60
9 74.2
10 99.3 40

20

0
1 2 3 4 5 6 7 8 9 10
Year
8 9 10
Consider the following data.
Week Value Soluton-a
1 18
2 13
3 16
4 11
5 17
6 14

Construct a time series plot. What type of pattern exists in the data?
The data appears to follow a horizontal pattern

Solution-b
Three-Week Moving Average Calculations
Time Absolute Value Squared
Series Forecast of Forecast Forecast Percentage
Week Value Forecast Error Error Error Error
1 18
2 13
3 16
4 11 15.67 -4.67 4.67 21.78 -42.4242
5 17 13.33 3.67 3.67 13.44 21.5686
6 14 14.67 -0.67 0.67 0.44 -4.7619

Totals -1.67 9.00 35.67 -25.62

MSE= 11.89
Forecast for Week 7 = 14.00

Solution-c
Summary of the Exponential Smoothing Forecasts and Forecast Errors, α=.2
Time
Series Forecast Squared
Month Value Forecast Error Forecast Error
1 18
2 13 18.00 -5.00 25.00
3 16 17.00 -1.00 1.00
4 11 16.80 -5.80 33.64
5 17 15.64 1.36 1.85
6 14 15.91 -1.91 3.66

Totals -12.35 65.15

MSE= 13.0291
Forecast for Week 7 = 15.5296

Solution-d

The three-week moving average provides a more accurate forecast because its MSE is smaller.

Solution-e

Summary of the Exponential Smoothing Forecasts and Forecast Errors, α=.4


Time
Series Forecast Squared
Week Value Forecast Error Forecast Error
1 18
2 13 18.00 -5.00 25.00
3 16 16.00 0.00 0.00
4 11 16.00 -5.00 25.00
5 17 14.00 3.00 9.00
6 14 15.20 -1.20 1.44

Totals -8.20 60.44

MSE= 12.0880

The exponential smoothing forecast using α=.4 provides a better forecast thatn the exponential smoo
20
18
16
14
12
Value

10
8
6
4
2
0
1 2 3 4 5 6 7
Week

Absolute Value
of Percentage
Error

42.4242
21.5686
4.7619

68.75
ast because its MSE is smaller.

r forecast thatn the exponential smoothing forecast using α=.2 since it has a smaller MSE.

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