D

Sales will be $200 Million!

BO NHU C U S N PH M & D CH V

4 January 2012

Th.S T Th Bch Th y

D bo l g?
D bo v d on gi ng nhau hay khc nhau?

4 January 2012

Th.S T Th Bch Th y

D bo c vai tr v t m quan tr ng nh th no i v i doanh nghi p?

4 January 2012

Th.S T Th Bch Th y

Cac loai d bao



Phan loai theo thi gian d bao:

?


Phan loai theo lnh vc d bao:

?
4 January 2012 Th.S T Th Bch Th y 4

Trnh t thc hien d bao

?
4 January 2012 Th.S T Th Bch Th y 5

Phng phap d bao

 Phng  Phng

phap nh tnh phap nh

lng

4 January 2012

Th.S T Th Bch Th y

ac iem c ban cua d bao bang phng phap nh tnh

?
4 January 2012 Th.S T Th Bch Th y 7

Cc ph tnh

ng php

nh

?
4 January 2012 Th.S T Th Bch Th y 8

ac iem c ban cua d bao bang phng phap nh lng

?
4 January 2012 Th.S T Th Bch Th y 9

Cac phng phap nh lng

?
4 January 2012 Th.S T Th Bch Th y 10

Phng phap tiep can gian n (1)

?
1995 Corel Corp.

4 January 2012

Th.S T Th Bch Th y

11

Phng phap bnh quan di ong gian n (1)

?
4 January 2012 Th.S T Th Bch Th y 12

V du 1:

Phng phap bnh quan di ong gian n (3)

Tuan 1 2 3 4 5 6 7 8 9 10 11 12 Nhu cau 650 678 720 785 859 920 850 758 892 920 789 844

Ft = ? V iN=3 V iN=6

4 January 2012

13

14

Tuan 1 2 3 4 5 6 7 8 9 10 11 12
4 January 2012

Nhu cau 3-tuan 650 678 720 785 859 920 850 758 892 920 789 844

6-tuan

Th.S T Th Bch Th y
The McGraw-Hill Companies, Inc., 2004

14

Phng phap bnh quan di o co trong so

?
4 January 2012 Th.S T Th Bch Th y 15

V du 2:

Tuan Nhu cau 1 650 2 678 3 720 4

4 January 2012

Trong so: t-1 = W 1 = 0.5 t-2 = W 2 = 0.3 t-3 = W 3 = 0.2

F4=?
16

Th.S T Th Bch Th y

Phng phap san bang so mu (bac 1)

?
4 January 2012 Th.S T Th Bch Th y 17

V du 3:
Tuan Nhu cau

1 2 3 4 5 6 7 8 9 10

820 775 680 655 750 802 798 689 775 ?

Xac nh so d bao cho cac tuan t 2-10 bang phng phap san bang so mu bac 1. Cho he so w= 0,1 va w = 0,6 Biet rang F1 = A1 = 820
18

4 January 2012

Th.S T Th Bch Th y

Phng phap san bang so mu bac 2

?
4 January 2012 Th.S T Th Bch Th y 19

V du 4: phng phap san bang so

mu bac 2 (1) vi w = 0,2; = 0,4; F1=11, T1 = 0
Thang Thc te D bao(Ft) (At) Ft(h) 1 2 3 4
4 January 2012

Tt

12 17 19 24

F1 = 11

T1 = 0

Th.S T Th Bch Th y

20

Phng phap bnh phng be nhat

?
4 January 2012 Th.S T Th Bch Th y 21

B ng tnh ton
Xi X1 X2 : Xn Xi
4 January 2012

Yi Y1 Y2 : Yn Yi

2 Xi

2 Yi

X iY i X 1Y 1 X 2Y 2 : X nY n X iY i
22

X1 X2 : Xn

2 2

Y1 Y2 : Yn

2 2

2 Xi

2 Yi

Th.S T Th Bch Th y

V du 5:
N m 1997 1998 1999 2000 2001 2002 2003
4 January 2012

Nhu c u 74 79 80 90 105 142 122

Th.S T Th Bch Th y 23

Phng phap he so thi vu

?
4 January 2012 Th.S T Th Bch Th y 24

D bao theo nguyen nhan bang phng phap h i qui

D

bo theo t ng nguyn nhn: (h i qui n) bo theo nhi u nguyn nhn (h i qui b i)

D

4 January 2012

Th.S T Th Bch Th y

25

Mo hnh hoi quy tuyen tnh (1)

?
4 January 2012 Th.S T Th Bch Th y 26

B ng tnh ton
Xi X1 X2 : Xn Xi
4 January 2012

Yi Y1 Y2 : Yn Yi

2 Xi

2 Yi

X iY i X 1Y 1 X 2Y 2 : X nY n X iY i
27

X1 X2 : Xn

2 2

Y1 Y2 : Yn

2 2

2 Xi

2 Yi

Th.S T Th Bch Th y

He so tng quan
n xi yi  xi yi r!
i !1 i !1 2 n i !1 n 2 n n n

2 n xi  xi i !1 i !1
n n

2 n yi  yi i !1 i !1

28

4 January 2012

Th.S T Th Bch Th y

He so xac nh
i v i hm n bi n:

2 r

r2 = bnh ph ng c a h s t ng quan r

4 January 2012

Th.S T Th Bch Th y

29

o lech chuan

y
S y,x !
i !1

 yc

n2 y i2  a y i  b xi y i !
i !1 i !1 i !1 n n n

n2
Th.S T Th Bch Th y 30

4 January 2012

Kiem tra ket qua d bao



Cc ph

ng trnh sai s d bo

Tn hi u d bo (tracking signals)

4 January 2012

Th.S T Th Bch Th y

31

Cc ph

ng trnh sai s d bo (1)

Mean Square Error (MSE)

n

MSE !

(y i  y i )
i !1

forecast errors

4 January 2012

Th.S T Th Bch Th y

32

Cc ph

ng trnh sai s d bo (2)

Mean Absolute Deviation (MAD)

A -F
t

MAD =

t=1

1 MAD } 0.8 standard deviation 1 standard deviation } 1.25 MAD

MAD ly tng nhat la bang zero MAD cang ln th sai so d bao cang ln, mo d bao cang kem chnh xac
4 January 2012 Th.S T Th Bch Th y 33

Cc ph

ng trnh sai s d bo (3)

Mean Absolute Percent Error (MAPE)

actual  forecast actual MAPE ! 100 n

n i i !1 i
4 January 2012 Th.S T Th Bch Th y

34

Cc ph

ng trnh sai s d bo (4)

(Runing sum of forecast errors)

Tong sai so d bao RSFE

RSFE = Sai so = Et
Vi: Sai so = So thc te So d bao
1. Neu RSFE cang ln th so d bao < Nhu cau thc te

2. Neu RSFE cang nho th so d bao > Nhu cau thc te

4 January 2012 Th.S T Th Bch Th y 35

Tn hieu d bao (tracking signal): TS

RSFE TS ! MAD
y i
n

i !

 yi

MAD

!
4 January 2012

forecast error MAD

Th.S T Th Bch Th y 36