LP & THM NH D N U T

TRNG I HC BCH KHOA TP. HCM

NI DUNG MN HC

Ging vin: PGS. TS. NGUYN THNG

E-mail: nguyenthong@hcmut.edu.vn or nthong56@yahoo.fr
Web: http://www4.hcmut.edu.vn/~nguyenthong
Tl.
(08) 38 640 979 - 098 99 66 719
7/22/2010

CHNG 1: Khi nim v kinh t u t.

CHNG 2: Ni dung lp d n u t.
CHNG 3: D bo.
CHNG 4: Hoch nh d n.
CHNG 5: Ch tiu nh gi & la chn d n.
CHNG 6: Phn tch Kinh t, x hi - Ti chnh,
CHNG 7: Phn tch ri ro.
CHNG 8 : Phn tch lm pht.
CHNG 9: Thm nh d n.
Gii
thiu phn mm CRYSTAL BALL
7/22/2010
2
PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

D3:BO
Chng
D bo

D3:BO
Chng
D bo

MUC CH
Trong qua trnh phan tch d an (keo dai
trong tng lai)
can thiet phai c
lng mot so tham so d an: san lng
tieu thu, gia ban san pham, chi ph nang
lng,
NOI DUNG
Trnh bay cac ky thuat d bao tren c s
so lieu a c quan sat trong qua kh.
7/22/2010

PGS. Dr. Nguyn Thng

K THUT D BO
M hnh
Chui thi gian

M hnh
nh tnh
P/p chuyn gia
kin Ban iu
hnh, ngi bn
kin ngi
7/22/2010
tiu
dng
PGS. Dr. Nguyn Thng

Lm trn
hm mu2
Holt Winters

M hnh
hi quy
Hi quy n.
bi, phi tuyn
Neural Network

Phn ra2
Box Renkins

LP & THM NH D N U T

LP & THM NH D N U T

D3:BO
Chng
D bo

D3:BO
Chng
D bo

M HNH LY KIN BAN IU HNH

S8 dng kha: rng ri Doanh nghip:

Ly kin ca nhaA qun tr cp cao, phuD trch
cc bD phn quan trng.

kin cc chuyn gia vA Marketing, ti chnh,
NHC IM:
- Tnh chu8 quan
- kin ngi cp cao chi phi.

7/22/2010

PGS. Dr. Nguyn Thng

M HNH LY KIN NGI

BN HNG

Do tip xc thng xuyn khch hng

hiu ro2 nhu cu, thiD hiu khch hng

C th8 dD on hng tiu thuD ti khu vc
mnh kinh doanh.

Tp hp nhiu ngi bn khc khu vc

dD bo.
NHC IM:
- Tnh chu8 quan ngi bn hng
7/22/2010

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

D3:BO
Chng
D bo

D3:BO
Chng
D bo
M HNH LY KIN NGI
TIU DNG

M HNH CHUYN GIA (DELPHI)

Thu thp kin chuyn gia bng bng cc cu hi
sn:
- Mi chuyn gia c yu cu tra8 li 1 bng cu hi.
- Nhn vin dD bo tng hp & sp xp cc tra8 li phc
v dD bo.
- Da vo tm tt, thit lp bng cu hi khc 8 phc v
ni dung dD bo.
- Tp hp s: liu, nu t yu cu
STOP, nu khng

tip tc lp bng cu hi.
U IM:
- Trnh c cc lin hD c nhn, khng xy ra va chm
cc chuyn gia vaA h khng b nh hng bi 7
gia
7/22/2010
mt
kinThng
ca ngi no o: c u th:.
PGS.
Dr. Nguyn

Lp Phiu iu tra.

Thu thp d2 liu tA ngi tiu dng vA nhu cu
hin ti cng nh tng lai.

Phng vn trc tip, gin tip.
NHC IM:
- Mt nhiu thi gian
- Chun b phc tp, kho: khn vaA tn km
- Cu tra8 li i khi khng chnh xc.
7/22/2010

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

D3:BO
Chng
D bo

Chng
D bo
D3:BO

MO HNH CHUOI THI GIAN

Mo hnh lam trn ham mu.
Mo hnh Holt-Winter.
Mo hnh chui thi gian (mo hnh vi
phng php phn r, m hnh Box
Renskin).

MO HNH LAM TRN HAM MU

ay la phng phap lam trn tuyen tnh, c nh ngha bi
bieu thc hoi quy nh sau:

F1 = x1 & Ft = Ft 1 + [ xt Ft 1 ]
Ft = .xt + (1 ) Ft 1

Hay
Vi

]0;1[ c goi la hang so lam trn.

xt : gia tr quan sat tai thi iem t (a biet).

Ft : gia tr d bao tai thi iem t (hien tai).

7/22/2010

PGS. Dr. Nguyn Thng

7/22/2010

LP & THM NH D N U T

LP & THM NH D N U T

D BO
Chng 3: D bo

D BO

Chng 3: D bo
D BAO VI P/P LAM TRN HAM MU
T cac gia tr d bao Ft va quan sat xt, cac gia tr d bao
cho cac thi iem trong tng lai:

Viet di dang tng minh nh sau :

F1 = x1

F2 = x 2 + (1 )F1

F3 = x 3 + (1 )F2 = x 3 + (1 )x 2 + (1 ) 2 F1

F4 = x 4 + (1 )F3

x1

= x 4 + (1 )x 3 + (1 ) 2 x 2 + (1 )3 F1

Ft la to hp tuyen tnh cac quan trac trong qua kh.

Gia tr phu thuoc giam dan theo cac gia tr xt, xt-1, xt-2 , xt3...
7/22/2010

PGS. Dr. Nguyn Thng

10

PGS. Dr. Nguyn Thng

11

Ft+1 = Ft + (xt Ft)

Theo p/p nay
Ft+n== Ft+3 = Ft+2 = Ft+1 (bang nhau)
PHNG PHAP XAC NH GIA TR
P/p MAD

Gia s ta co N so lieu a quan sat c trong qua kh.
Chon (N-k) so lieu va lam trn vi gia tr xac nh.

Sau o d bao cho k so con lai (gia tr bang nhau).

Tnh o lech tuyet oi bnh quan AD va t o chon :
7/22/2010

PGS. Dr. Nguyn Thng

12

LP & THM NH D N U T

LP & THM NH D N U T

D3:BO
Chng
D bo

D3:BO
Chng
D bo

Tieu chuan MAD

(Minimum Absolute Deviation)

MAD =

x t +i

t +i

i =1,k

min

X
Gia: tr quan st

Gia: tr dD bo

7/22/2010

13

PGS. Dr. Nguyn Thng

7/22/2010

14

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo
Goi F la chuoi gia tr d bao. Trnh t tnh toan nh
sau :

= 0.3

D BO

= 0.5

Abs. Devi.

1998

180

1999

168

2000

159

2001

175

2002

190

2003

205

2004

180

2005

182

7/22/2010

V du: Doanh thu trung bnh nam

(xt) ghi nhan trong chu ky t nam
1998 en 2005 c trnh bay
trong bang sau. Gia s chung ta
muon d bao so lieu bang phng
phap ham mu vi he so =0.3.
Tnh F2006, F2007.

F1998 = x1998 = 180

Abs. Devi.

(gi tri gc)

F1999 = F1998 + ( x1999 F1998 )

= 180 + 0.3(168 180) = 176.4
F2000 = F1999 + ( x2000 F1999 )

= 176.4 + 0.3(159 176.4) = 171.2

Tng hp ket qua tnh nh sau:
15

PGS. Dr. Nguyn Thng

7/22/2010

16

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

T
1998
1999
2000
2001
2002
2003
2004
2005
7/22/2010

PGS. Dr. Nguyn Thng

x
180
169
158
175
190
205
180
182

F(
=0.3)
180.0
176.7
171.1
172.3
177.6
185.8
184.1
183.4

Abs. Dev.
0.0
7.7
13.1
2.7
12.4
19.2
4.1
1.4
17

T
1998
1999
2000
2001
2002
2003
2004
2005
7/22/2010

PGS. Dr. Nguyn Thng

x
180
169
158
175
190
205
180
182

=0.5)
F(
180.0
174.5
166.3
170.6
180.3
192.7
186.3
184.2

Abs. Dev.
0.0
5.5
8.3
4.4
9.7
12.3
6.3
2.2
18

LP & THM NH D N U T

LP & THM NH D N U T

D3:BO
Chng
D bo

Chng 3: D bo
Ket qua di dang o th

Gi tr d bo vi trng hp =0.3:
F2006 = F2005 +0.3*(x2005-F2005)
=183.5+0.3(182-183.5)=183.05
F2009 = F2008 = F2007 =F2006 =183.05

F,x

210
200
190
180

170

w=0.3

w=0.5

160
150
1998

2000

2002

T
2006

2004

7/22/2010

19

PGS. Dr. Nguyn Thng

7/22/2010

20

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

XAC NH THEO TIEU CH MAD
Min

Bai tap: Lay so lieu bai tap tren. e xac

nh , lam trn so lieu CA bang phng
phap so mu cho 2 trng hp 1=0,3 va
2=0,5 vi tap so lieu t 1998 en 2002.
Xac nh ga tr d bao t 2003 en 2005,
tnh AD cho moi trng hp va t o xac
nh theo tieu ch MAD.
7/22/2010

21

PGS. Dr. Nguyn Thng

Bai tap: Doanh so (CA) cua mot Cong ty Z

trong vong 5 nam 6 thang gan ay c
ghi lai trong bang so lieu sau.
Hay lam trn so lieu CA bang phng phap
so mu vi 2 trng hp he so lam trn
khac nhau 1=0,3 va 2=0,6.

7/22/2010

22

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Quy

20

30

35

50

23

36

40

10

11

12

13

14

15

70

30

40

50

75

32

40

55

16

17

18

19

20

21

22

78

35

43

60

80

45

50

7/22/2010

PGS. Dr. Nguyn Thng

23

Quy
=0.3 F
AD
=0.6 F
AD
8
9
45.1
40.6
24.9
10.6
57.0
40.8
13.0
10.8

1
2
3
20.0
23.0
26.6
0.0
7.0
8.4
20.0
26.0
31.4
0.0
4.0
3.6
10
11
40.4
43.3
0.4
6.7
40.3
46.1
0.3
3.9

16
17
56.8
50.3
21.2
15.3
66.7
47.7
7/22/2010
11.3
12.7
PGS. Dr.
Nguyn Thng

18
48.1
5.1
44.9
1.9

4
33.6
16.4
42.6
7.4
12
52.8
22.2
63.5
11.5

19
51.7
8.3
53.9
6.1

5
30.4
7.4
30.8
7.8
13
46.6
14.6
44.6
12.6

20
60.2
19.8
69.6
10.4

6
32.1
3.9
33.9
2.1
14
44.6
4.6
41.8
1.8
21
55.6
10.6
54.8
9.8

7
34.5
5.5
37.6
2.4
15
47.7
7.3
49.7
5.3
22
53.9
3.9
51.9
24
1.9

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

D BO

Mo hnh HOLT-WINTERS
Trong mo hnh Holt-Winters, phng php lm
trn hm m c p dng cho c thnh phn
ma v thnh phan xu th ca s liu. M hnh
c biu th bi h phng trnh sau y:

F,x

80
70
60
50

40

w=0.3
w=0.6

30

20
1

9 11 13 15 17 19 21

7/22/2010

25

PGS. Dr. Nguyn Thng

vi ]0;1[ hang so lam trn xu the (chon).

Tt : xu the c lam trn tai thi iem t.
Ft : d bao vi ham mu tai thi iem t.

7/22/2010

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng
D bo
D3:BO

T2 = x 2 x1

F2 = x 2

F3 = x 3 + (1 )(F2 + T2 )

Gi tr d bo trong m hnh Holt-Winters c

xc nh bi:

Ft +1 = Ft + Tt
Ft + 2 = Ft + 2Tt

T3 = (F3 F2 ) + (1 )T2

Ft: gi tr lm trn theo p/p Holt-Winters.

Tong quat gia tr d bao cho chu ky th k:

Ft = x t + (1 )(Ft 1 + Tt 1 )
Tt = (Ft Ft 1 ) + (1 )Tt 1

27

PGS. Dr. Nguyn Thng

Ft + k = Ft + kTt

7/22/2010

28

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Chon (,
) cung nguyen ly nh a noi trong mo
hnh ham mu
TIU CH MAD.
V d: Doanh thu ca mt Cng ty theo thng ca
nhng nm gn y c ghi nhn nh sau:
Thang

Nam 1

4.8

5.5

15.6

23.1

23.3

Nam 2

48.4

61.6

65.6

71.4

83.4

93.6

Nam 3

100.3

111.7

108.2

115.5

119.2

125.2

7/22/2010

PGS. Dr. Nguyn Thng

26

PGS. Dr. Nguyn Thng

Cc bc thc hin trong m hnh Holt-Winters nh

sau. Tnh ton cc gi tr E v T c thc hin t
thi im t=2:

7/22/2010

Ft= xt + (1-)(Ft-1+Tt-1)
Tt = (1 )Tt 1 + [ Ft Ft 1 ]

trong o:

29

Thang

10

11

12

Nam 1

31.4

46

46.1

41.9

45.5

53.5

Nam 2

94.2

85.4

86.2

89.9

89.2

99.1

Nam 3

136.3

146.8

146.1

151.4

150.9

???

Dung mo hnh Holt-Winters, d bao

cho cac thang 12/nam 3, thang 1,2,3/nam 4.
vi =0.7 va =0.5
7/22/2010

PGS. Dr. Nguyn Thng

30

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Ket qua:

E2 = x 2 = 4

Vi =0.7; =0.5

T2 = x 2 x1 = 4 4.8 = 0.8

N
x
F
T

F3 = 0.7 x 3 + (1 0.7)(F2 + T2 )
= 0.7 * 5.5 + 0.3(4 0.8) = 4.8
T3 = 0.5(F3 F2 ) + (1 0.5)T2

= 0.5(4.8 4) + 0.5(0.8) = 0
Tip tc cho n

E 35 , T35

7/22/2010

PGS. Dr. Nguyn Thng

31

1
4.8
-

2
4
4
-0.8

3
5.5
4.8
0

4
15.6
12.4
3.8

5
23.1
21
6.2

10

11

12

31.4

46

46.1

41.9

45.5

53.5

30.8

43.1

47.9

45.8

46.3

51.8

5.6

8.9

6.9

2.4

1.4

3.5

7/22/2010

32

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

13

14

6
23.3
24.5
4.8

15

16

17

18

25

26

27

28

29

30

100.3

111.7

108.2

115.5

119.2

125.2

48.4

61.6

65.6

71.4

83.4

93.6

50.5

58.6

64.9

71.1

81.5

92.4

100.1

109.4

110.5

115.1

119.3

124.7

1.1

4.6

5.4

5.8

8.1

9.5

3.8

6.5

3.8

4.2

4.2

4.8

19

20

21

22

23

24

31

32

33

34

35

94.2

85.4

86.2

89.9

89.2

99.1

136.3

146.8

146.1

151.4

150.9

96.5

90.8

87.7

88.9

89.1

96.1

134.2

145.2

148.5

152.4

152.9

6.8

0.5

-1.2

-0.1

0.1

3.6

7.2

9.1

6.2

2.7

7/22/2010

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PGS. Dr. Nguyn Thng

7/22/2010

34

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Gia tr d bao cho cac thang ke tiep:

F36=F35+T35=152.9+2.7=155.6 (thang 12/III)
F37 =F35+2T35=152.9+2*2.7=158.3 (thang 1/IV)
F38 =F35+3T35=152.9+3*2.7=161.0
F39 =F35+4T35=152.9+4*2.7=163.7
F40 =F35+5T35=152.9+5*2.7=166.4

7/22/2010

PGS. Dr. Nguyn Thng

35

Bai tap: Doanh thu 7 nam gan nhat cua Cong ty Z

nh sau. Xac nh d bao F8, F9 vi mo hnh
Holt-Winters co =0,7 va =0,2.
Nm
x

280 282

278

284

280

285

286

7/22/2010

PGS. Dr. Nguyn Thng

36

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

KT QU DADNG TH

Nm

E,x

Hng dn:
3

278

284

280

285

286

286
284

280 282

280 282 279.2 282.99 281.47 284.31 285.96

282
T

1.44

1.91

F8 =F7+T7 =285.96+1.57
F9 =F7+2T7 =285.96+2*1.57

1.22

1.55

1.57

280

278

=287.53
=289.10

276
1

7/22/2010

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PGS. Dr. Nguyn Thng

38

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

XAC NH &
Bai tap: Lay so lieu tren, d bao vi
mo hnh Holt-Winters cac vi cap
(
;
) la (0,7;0,2) & (0.5;0,3) va dung
so lieu 5 nam au (d bao cho 2 nam
cuoi).

T o chon cap tham so (
;
) theo
tieu ch MAD.
7/22/2010

PHN TCH CHUI THI GIAN

Phng php phn r

Phng php Box-Renkins
(AR
Auto Regressive
MA
Mobile Average
ARMA, ARIMA, SARIMA)

39

7/22/2010

PGS. Dr. Nguyn Thng

40

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

PHN TCH CHUI THI GIAN

(PHNG PHP PHN R)

T 7

7/22/2010

PHNG PHP PHN R

Chui s liu c nghin cu tch
bit theo 2 yu t:

Xu th s liu (v m)

Bin i ma (vi m)

???

Y5

Y0
0

t1

t2

7/22/2010

PGS. Dr. Nguyn Thng

t3

t4

t5

t.

tn

tn+1
41

7/22/2010

PGS. Dr. Nguyn Thng

42

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

1. PHN TCH XU TH: y l mt phn tch lin quan

n chui nhiu nm, do ta s s dng s liu
hng nm phn tch. Mt cch tng qut ta cn

15 nm.
phi c mt chui di t ra l 10

Y

Xu the tuyen tnh

Y=a+bt

???
Y6

Y3

nh gi yu t xu th, phng php

s dng ph bin l phng php bnh
phng ti thiu (BPTT).

y l phng php cho php xc nh
c ng cong (thng) hoc mt phng
(siu mt phng) biu thiD xu th: s: liu,
gii thiu "tt nht" s liu trong qu kh

(gan vi so lieu quan sat).

Y0
0

7/22/2010

t
t
PGS. Dr. Nguyn1 Thng 2

t3

t4

t5

t6

t7

t8

43

7/22/2010

44

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Trong trng hp c bit khi nhn thy xu

th ca bin kho st trong thi gian di l
tuyn tnh, phng trnh s xc nh bi:

Xu the tuyen tnh

Y=a+bt

Y = a + bt
Gia: tr (a+bti)
Y0
7/22/2010

45

7/22/2010

Gia: tr quan st
t

PGS. Dr. Nguyn1 Thng 2

PGS. Dr. Nguyn Thng

Sai bit gia

quan st &
gia: tr tnh
tA xu th:
Y6

trong t biu th thi gian (nm) v a, b ch

cc thng s c xc nh ng thng
tnh c t phng php BPTT.

t3

t4

t5

t6

t7

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Gi yi l khong cch thng ng t im quan st

(ti,Yi) n ng thng cn xc nh. Ta nh ngha
ham muc tieu:
Quan st
2
N

T o:

7/22/2010

PGS. Dr. Nguyn Thng

2[ y

D
= 0
a
D
= 0
b

47

(a + bt i ) ] = 0

[1]

(a + bt i ) ].t i = 0

[2]

D = Yi2 = [Yi (a + bt i )] min

i =1
i =1
Xu th
y l mt hm 2 bin a v b, cho D cc tr (vi
ngha vt l ca bi ton ta bit l cc tiu) ta phi
c:

2[ y

t8

46

Gii h phng trnh trn ta c:

b=

7/22/2010

PGS. Dr. Nguyn Thng

t y
i

N.t i y i

t i2 N.t i2
i
a = y i bt i

48

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

HAM TNH a, b TRONG EXCEL

Intercept(Y,X)
tnh tung o
goc a cua quan he tuyen tnh.

Linest(Y,X)
tnh he so b (o
doc cua quan he tuyen tnh gia
Yi & Xi).

t + ... + t n
ti = 1
n
n  s quan trc

7/22/2010

49

7/22/2010

PGS. Dr. Nguyn Thng

50

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Chu y: Trong trng hp xu th khng

phi l tuyn tnh, ta c th xt n
dng ng cong hm m y = abt hoc
dng parabol y = a + bt + ct2.

Cc thng s a, b, c vn xc nh da
vo khi nim bnh phng ti thiu
m ta va nghin cu trn.
7/22/2010

51

7/22/2010

PGS. Dr. Nguyn Thng

52

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

NH GI
S BIN I
THEO MA
7/22/2010

PGS. Dr. Nguyn Thng

53

nhn bit nh hng ca thnh

phn ma ln chui thi gian kho
st ta dng thng s gi l ch s
ma.
- Nu s liu theo thng, ta c 12 gi tr
is.
- Nu s liu theo qy, ta c 4 gi tr is.
- Nu gi tr tnh theo 6 thng, ta c 2
gi tr is.
PGS. Dr. Nguyn Thng
7/22/2010

54

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

TNH CH S MA

Chng 3: D bo

Chu y: Gia tr is,t thay oi chung quanh gia tr 1

is , k

is,t3=AB/AC >1

TA s: liu quan trc ch s ma c

tnh tA is,t nh sau:
is,t=[gi tr
quan trc] / [gi tr
cho bi
y=[a+bt]t]

Chu: : C bao nhiu s: liu quan
trc
c by nhiu ch s: is,t
7/22/2010

55

PGS. Dr. Nguyn Thng

Xu the tuyen tnh

Y=a+bt

is,t4 <1
Y
is,t thay i quanh gia* tr 1
B

???

C
Y0
0

7/22/2010

t
t
PGS. Dr. Nguyn1 Thng 2

t3 A t4

t7

t6

t5

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

T cc gi tr is,t, cc gi tr i biu is c tnh

bng gi tr trung bnh ca cc thng (qu) tng
ng:
N
Theo thng:

is,k =
Theo qy:

s ,t = k

; k = 1,12

is ,k =

12

i
i =1

s ,t = k

= 12 ( thang)

s ,i

is,k =

; k = 1,4

Vi N (s thng, qy,..) c trong chui s liu

57
phn tch.

7/22/2010

i
i =1

s ,i

= 4 (quy)

12
12

i
i =1

i s,k ( thang) is ,k =

s ,i

i s ,k (quy)

i
i =1

s ,i

7/22/2010

58

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

Chui CVS (lai b nh hng ma trong chui

gi tr quan st)
S hiu chnh ma ny cho php chng ta mun
so snh kt qu ca cc thng khc nhau trong
mt ma nhm bit nu c s tng hay
gim xy ra so vi gi tr bnh thng. Gi
tr hiu chnh ma s c tnh nh sau:

PGS. Dr. Nguyn Thng

D BO VI M HNH PHN R
Gi tr d bo ti thi im t ca bin nghin
cu y*t c xc nh nh sau:

y t* = [a + bt ]* i s ,k

Gia: tr cho bi
ng xu th:

yt
y*t ,k chuoi CVS
is , k

k=1,12 (s liu thng) hay 1,4 (s liu qy)

7/22/2010

Hiu chnh:

PGS. Dr. Nguyn Thng

y*t ,k =

56

GI TR CH S MA HIU CHNH
Ta phi c:

t8

k tng ng vi thng (ma) ti thi im t.

59

7/22/2010

PGS. Dr. Nguyn Thng

60

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

D BO

V d: So lieu kinh doanh theo quy (CA, ty ong) cua

mot Cong ty cho 6 nam gan nhat nh sau:

NG XU TH y =a+bt

Y
Y5

Qy
Nm 1

1
21

2
30

3
35

4
55

24

36

40

75

31

40

50

80

33

40

55

83

36

43

60

85

46

50

Y0
t1

t2

t4

t3

t5

t6

t7

t8

7/22/2010

61

7/22/2010

PGS. Dr. Nguyn

Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

a. Xc nh xu th biu din bi ng thng

bng phng php bnh phng ti thiu.
T xc nh h s bin i ma a biu
cho 4 qy.
b. Xc nh doanh thu tnh t m hnh (qu
1/nm 1 n qu 2/nm 6).
c. Hy d bo doanh thu cho qu 3 v 4 ca
nm cui cng vaA quy: 1, 2 nm k: tip.

S LIU DI DNG TH

90
80
70
60
50
40
30
20
10
0

Gi tr ct (4) xem
trong bng sau
1

62

PGS. Dr. Nguyn Thng

11

13

15

17

7/22/2010

19

21
63

7/22/2010

PGS. Dr. Nguyn Thng

64

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

HNG DN

7/22/2010

PGS. Dr. Nguyn Thng

65

Quy

CA

(1)

(2)

(3) (4)=bt+a (5)=(3)/(4)

Ch so D bao
mua
(6)
(7)=(4)*(6)

1
2
3
4

0
1
2
3

21
30
35
55

33.49
34.84
36.18
37.53

0.627
0.861
0.967
1.465

0.656
0.813
0.994
1.536

21.97
28.33
35.99
57.66

4
5
6
7

24
36
40
75

38.88
40.23
41.57
42.92

0.617
0.895
0.962
1.747

0.656
0.813
0.994
1.536

25.51
32.72
41.34
65.93

1
2
3
4
7/22/2010

PGS. Dr. Nguyn Thng

Xu the

is,t

66

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

31

40

10

50

11

80

12

33

13

40

14

55

15

83

44.27

0.7

0.656

29.04

45.62

0.877

0.813

37.1

46.96

1.065

0.994

46.7

48.31

1.656

1.536

74.21

49.66

0.665

0.656

32.58

51

0.784

0.813

41.48

52.35

1.051

0.994

52.06

53.7

1.546

1.536

82.49

7/22/2010

1
2
3
4
1
2
3
4

16
17
18
19
20
21
22
23

a=
b=

67

PGS. Dr. Nguyn Thng

36
43
60
85
46
50
?
?
33.49
1.347

7/22/2010

PGS. Dr. Nguyn Thng

55.05
56.39
57.74
59.09
60.44
61.78
63.13
64.48

0.654
0.762
1.039
1.439
0.761
0.809

Quy 1
Quy 2
Quy 3
Quy 4
Total

0.671
0.832
1.017
1.571
Sum=4,09

0.656
0.813
0.994
1.536
0.656
0.813
0.994
1.536

0.656
0.813
0.994
1.536
Sum=4,00

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

D BO

cua mot Cong ty cho 5 nam gan nhat nh sau:

7/22/2010

69

PGS. Dr. Nguyn Thng

Nm
Quy:

12

20

25

30

50

II

15

40

45

50

60

III

40

50

60

70

80

IV

60

75

90

95

110

7/22/2010

70

PGS. Dr. Nguyn Thng

LP & THM NH D N U T

LP & THM NH D N U T

Chng 3: D bo

Chng 3: D bo

a. Xc nh h s bin i ma i biu cho 4

qy.
b. Xc dD bo doanh thu tnh t m hnh (qu
1/nm 6 n qu 4/nm 6).
HNG DN: Xem BAITAP-Chuoi thoi gian.xls

S LIU DNG TH
120
100
80
60
40

a=
b=

20
0
3

7/22/2010

PGS. Dr. Nguyn Thng

68

Bi tp: So lieu kinh doanh theo quy (CA, ty ong)

Qy 3 nm 6: t=22 :
 W22=[33.49+1.347*22]*0.994 = 62.78
Qy 4 nm 6: t=23 :
 W23=[33.49+1.347*23]*1.536 = 99.05
Qy 1 nm 7: t=24 :
 W24=[33.49+1.347*24]*0.656 = 65.82

36.11
45.86
57.42
90.77
39.65
50.25
62.78
99.05

11

13

15

17

19

23.73
3.171

21
71

7/22/2010

PGS. Dr. Nguyn Thng

is,t
0.544
0.794
1.120
1.523
Sum=3.982

is,t hiu chnh

0.547
0.798
1.125
1.530
72
Sum=4.00

LP & THM NH D N U T
Chng 3: D bo

HT CHNG 3

7/22/2010

PGS. Dr. Nguyn Thng

73