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Table Of Contents

Elements of the Univariate Forecast
Actual Value
Seasonal Index
Length of Season
Trend Model Example –Initialization & Ex-Post
Trend Model Example –Calculate New Basic and Trend
Model parameters
Univariate Forecasting Models
Constant Models
Constant Model –1st
order Exponential Smoothing (10,11)
Constant Model –Automatic Adaptation of the Alpha factor (12)
Moving Average Models
Moving Average-Formulas
Trend Models
Holt’s Method (20, 21)
Second Order Exponential Smoothing (22)
Trend with Automatic Alpha Adaptation (2nd order) (23)
Trend Dampening Profile
Forecast with the Seasonal Model (30)
Season + Linear Regression (35)
Seasonal Trend Models
First Order Exponential Smoothing (40, 41)
Auto Selection Models
Test for Trend (51)
Test for Season (52)
Seasonal model plus test for Trend (54)
Trend Model plus test for Seasonal Pattern (55)
Summary of the Automodel1 selection process
Auto Model Selection procedure 2 (56)
Comparisionbetween 50 and 56 (Auto model 1 & 2)
The Croston Model (80)
Historical Data Model (60)
Manual Forecast (70)
No Forecast (98)
External Forecast (99)
Trend, Seasonal, Seasonal Trend overview: Formula
Forecast Accuracy Measurements
Mean Absolute Deviation (MAD)
Error Total (ET)
Mean Square Error (MSE)
Mean Absolute Percentage Error (MAPE)
Root mean Square Error (RMSE)
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Published by: ajay_agra on Feb 14, 2011
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