Diy 2b thd gan 1b mbt diy fe gi tr cis hién twang nghién ctu duce sip xap theo thi ty tha gan Mae diy sb tha gan tang quit cé dang Chuong 6: DAY SO THO! GIAN Tae Te ¥ [x be Ye trong dé thai gian thi i, f (1... “ye gif ti tung ding vi tho gian i, 7 © (1, .n. 1. Diy 58 that kj: diy 56 biduhign su bién dng cia hién 2. Dy sb that didm: 3 diy 36 biéw hién su bign déng ci hién ‘dong, nghién edu qua ting thai ky ‘wang nghién eu qua ede thd diém nhét dink. Cie mie dB trong diy 5b th Ky €6 thé eBng la i hau gus Cée mite 8 trong diy 8 thoi diém khng thé cng li v6inhaw thoi gian «qua thai gian vi con 36 nay king e6 f nghia kin ¢8 Nim [198719581998 2000 200 2002 '3n lugng hing tn ko (2) eda cng ty X nhu sou “Sin tueng (Hn) [200 134015121570 16531605 Ney [OT O12 OFS Oya on/S O16 O17, SLTK [130132 136 138142152 156 hi nhin bin déng 56 lao déng cia céng ty X thing 1 nm 2018 hur sau Tey aya “SELB [300312 306 510 rr Re aR nt Tete] Cho diy 56 thai gian: y sb 8 ge TDD) ¥ mic 36 rang nh cs diy uy 1200 + 1340 + --- +1615 1481, 6667 nent tym 6 ‘Sn luong trung binh hing nim trong thai kj tir ndm 1997 dem 2002 1: 1481, 6667 tn, Dr trong 66: #8 othe gian «6 mile 6 yTinh gis tri hang t8n kha binh quin trong vi dy 92 theo 1, Tung thing, trong nim 2010 trong 2. Ting auf, 3.6 thing dlu nim T= dén_| s6 neiy ¢ | 56 lo dong ys War] 7 500 Gisk amg thin af-2a] 5 312 1 Ting tS. 132 wear) 36 306 wire = 3 nine va-3in| 4 310 2. Ting eu 3.130 4:192 4136+} p= 1300-4 5.312-+ 15.306 +6310 _ gg, = BOT BABE EP aay 7 p= ROE AST = 306,129 3. 6 thing iu nim Vay bang bin mg 3.130 + 132 + 136 + 138 + 142 + 152 + $.156 EASY THR 188 188 42s 182 88 _ agg 5. TW le % hodn chinh kd hoach gi ti sin wut trong quy (C6 t8i liga v8 th hin sin xudt cla mBe doanh nghigo trong qu | nim 2004 nhu sau Thing 1 | Theng2 | Thing 3 | Thane a 7200 -|- 1300] 1400, thucc #8 (tra) -Tie% | 102 | 104 | 106 thin KH S6CNngiy | 120 | 124 | ize | 126 iu thing 1. Tinh gi tri sin xudt thu t8 trung binh m@t thing trong guy 2. 8 cng nhn trung binh mBi thing v8 cS quy 3. Ning suit lao déng trung binh eta eng nhin méi thing 4, Ning suit lao déng trung binh ei edng nin mét thing trong wy. rok 3, Luong ting (im) toyed tung Binh: sb vung Binh cng cia cée hiong tang (gidm) tuyBt di ign hodn, Cho day 56 thei gian: ig tang (gid) tuyét 41. Luong ting (giém) tuyét dBi lién hoan: thé hién uong ng ant (idm) tuyét dBi giza 2 thai gan (2 49) dig ldn nhau tong diy 8 thai gian BH Yea T= Broom 2. Luong ting (giim) tuyét dBi dinh gBc: thé hign luong ting (iam) euyét db gia hy so sinh vd KY chon lam gBe cB dinh Bann MB in hs 32 = Bs,Téc d6 phat trién 4, Tbe dB phat tin trang bin: bigubién su idm dong vé mit 1118 cd hi ewang trong sue tha KY nghien eu “Toc 86 phst trim Is chi tigu du hién sy bidn ding cia hién ng xe vb matt . 1 The d6 phat eri in haan: bd én sy btn dng v8 mit V6 cia hi twong ida 24) én nhaw be pean ya 2. Tée d6 phit tin dink gbc: biéu hin su bién dng vd mat t Ig cla hig tugng gida KY nghién edu v8 kj chon lim gée. Min 2 bate 6.5. Téc dé tang (giam) “Tbe d@ tang (adm) Is chi tgu phn én d6 tang (gidm) tuong Gis tri tuyGt Bi cita 1% tang (gid) lién hod phan nh 1% Abi cia hign twang qua thoi gian tng (gidm) cia 2 KY dling in nhau twang cing véi gis tr yet 1. Tee d8 ting (eiém) lige hoan 8; bing bao nhieu 2 = BEM ya, FQ 2. Tbc 6 ting (giém) doh abc yi van 7m Doanh thu (ty déng) cia céng ty ABC giai doan ti nim 2013 - 2018 nhw sau doanh nghiép A nhu sau TD tang giim (%) Nin [2015 2014 os 21s ALT aT Nam | ORG Tan | Dish] CTD as Doanh tha [195.6 130,8 150.1 163.5 165.4170. (sia) [hon | gc | hoan | gd % ting gir son wT " n 2012 120 0,03 1. Lugng ting( iim) tuyét dBi lién ho’n, dink gSc(2073), trung 2013 130 inh aos] 4 2. Téc dé phéttrign lién hodn, dinh g6c, trung binh, ae 125 3. Toe d3 ting( idm) lién hodn, dh gée, trung binh H 4 T. Xie dink deanh thu fling nim cla deanh nghigp A 4, Tinh gis te tuyét dBi 1% tang hod gidm Ge dinh 4 ing na hie 2. Vide phuong tri hai quy tuyén tinh cia doanh thu theo th tian, Dy bio doanh thu nim 2016. 5. Dy bio doanh thu nm 2016 theo phuong php: Iuong tng idm trung binh va tbc &6 phst tra trung binheae eee) err Dat =F (=A am rong dé gis ti thye tf 5. gi8 wi dy bso, Sat sb taytt dBi rang Binh Mean Absolute Error (MAE) MAE Z, Sal sb phn trim tuyGt dBi tung Binh Mean Absolute Percent Error (MAPE) 5, Sais Binh phuang trung Binh Mean Square Error (MSE) MSE Aer ee kee ak el cura ad Ph twang eé lasng tng (g'im) tuyét dBi idm hodn xp xd pha ing ahip ny thuéng duce sir dung khi bién déng cis hién Fou = yo LE 1) Trong 46 L: thm xa dy doén 1g: 8 ti thy 0 tai tho gan 0 'B: lug tang gidm tA Frct’ 56 id bao ai tha gian a+ L APM ROU CRRA CR aucun and 6.7.3. Du bao bang ham xu hung (xu thé) Phuong php nay thing due sir dung ki bién dng cia hién ng 6 tbc db phat trign ign hodn xSp xi nhau. Fao = yo ()! (2) Trong &6 L: td xa du dodo, yoo gi tri thuc t& TE the d6 phst wi Faves gis ei du bo tai thd gian n+ L ZN eee ee Phuong phép san bing mi don giin duoc sit dung trong dy doin ngin han dBi v6i day s6 thoi gian khng ob xu thé hose lehng e6 bién ding thai vy 18 rt Céng thie tinh jeden (23) Trong a6 “yi 8 t thu ota th di = ¥) 8 tr cia day 58 d3 duge san phing tai thd diém i = ar hé 8 san phing (0-< a <2), ng thie du doin Fost Yo (24) = ava gid tr dy bso tai thai dim m+ L Dua trén co 38 chidu hudng bién déng cia hién tuong nghién itu ta c6 thé chon m6t him sb thich hop d& m6 5 sy bién dng. ‘eda ign tugng,theo thoi gian Ham tuyén tinh: 7 = a+ bast Ham da thie: 7 — bp + by.t +--+ Bp. Ham ma: 7— a Cong thie du dose: youu = F(n+ O) cha y 1. ham su thé Bi quy 2. Cin vé biéu a8 “rong mBt nB luc nhim dy béo gis tr twang Iai dé gidm thidu ri ro trong kinh doanh, sidu thi X gh ai doanh thu cia mat mat hang theo qui trong ving 4 nim nhu sau Nam | Guy_Deanh thu [[ Nam | Quy _Desnh tha is) 139 ~ | Es Nim [ Quy [ OT) yea =08 [a= 03 [Ui zs p 1 | 39 Ey 5 2] ar | ass 318 ing thie: wtooty 3] 6 = two (25) 4 | 58 k ora Trong dé 2 | 36 ~ ys i tri thye t8 tai thd diém i 3 | a ~via 31 thd dim 1-41. a [2 =e hodng trugt (mie dB ) (k= 3,4...) aT ar 2| a 3 | 4 Cho tiga chuBi thai gian v8 lvong xing (Gallon) bin duge ela a | 6 nha phn phi xing Vermont T[3* Tun [1 2 3 4 5 6 7 8 9 (2 2] a SHluong [17 21 19 23 18 16 20 18 22 20 15 [23 3 | 90 (1000 GI) a | 6 iy dy io Bing exe tinh tung Binh uot vi 3 mie d ven TMS Moigglrnee Fone Sue Sais binh phuang trung Binh ~ SZ — 10,22 Phan tich tinh thai vu cia day s6 théi gian Cea rrr ts Trt 1. Tinh xu hutdng - Trent component (T) Thé hién chidu hudng bién dng, tng hose giim, ela hig wong, trong mde thai gan di. "Nguyén nin: lam phit, Sng din s8, ting thu nhip, ting giim ng 2. Tinh that vu - Seasonal component (5) Sy tang ca0 hose gidm thip cis hin tuong & mbt s6 thai im 30 d6, duge lip di lip lai qua nhidu nim NNguyén nin: khi hf, t3p quan VF du: Doanh s8 bin quan So, gy dp thy phim ting manh vio dip et. Che mit hing xiy dung bin chay vio mba kh. wv. Bin dng thd vu duoe xem xét khi elit Hu duge thu thSp theo ng hoBe quy, te chu ky bién déng [8 1 nim, néu chu ky bién cla thi ng Ién han mét nam, ta goi lb bién dng chu ki, ‘Str 0 ite 3. Tinh chu kj - Cylical component (C) Bign déng cia hign tuong dude lip si v6i L chu ky ht dinh (thurdng kéo ait 2-10 nam) va trai qua 4 giai oan: phuc hi vd phst trién, thinh vuong, suy thodi, inh tr. Bin dng theo chu kj [8 do t8ng hop ca mhidu yéu t6 khéec 4, Tinh ngdu nhién - Irregular component (I) La bién dng khéng 6 quy lait vi hdu nhu khéng dug. Lai bién dng ndy thudng xay ra trong thd gian ngin v8 hd dy dosn hu khéng lip lai, do anh hung cia bién <6 chinh tr, thién tai chin tran, Goi ¥; 8 gia tr cha hin twang tai thoi gian i, ta 66 Y= TSG(eee eked Tinh xu huéng cia day sé thdi gian - T (Céc€iligu say cho thly doanh 26 bin ti vi (1000 b@) cia 1 nha ng 4 nim qua sin xualt cy thé Nam | Quj_Doanh tha [Nam [ Quj_Deanh thu T]i 48 1 60 2 44 2 56 3 60 3 78 465 478 Ti 38 715 2 52 2 59 3 68 3 80 4a 484 Xi dung him hai quy tuyén tinh theo thai gian: 7 = by + by.t Tu vi du 102, ta o6 him hai quy: 7 =4,8275 40,1901. Tk eee ue le TW] Quy [tang bin [TE reat endo [TS at mas | ST Bute 1: Néu di ligu cho theo quy, tinh s6 trung binh truot 4 mde dé. 8 gud hi wo dng 3 Nba du cho theo thing, tinh 38 tung binhtrugt 12 mite 0, Kée qui chi dng 7. Buse 2 Tinh sé trung binh truct 2 mite d6 ciia bé dif liéu vita tim duge tong buée 1 Kg higu: y? Ket qua ghi tir dong 3 hoac 7. Bue 3: Tinh chi s6 thai vy SI si = Tt T[ 48 ar 60) 65: 3 3 65 Ta 6a 56) 75: Te 65 5a) 30 aa Bue 4: Tinh chi 8 thai vu didu chinhS. Bude 5: Tinh CTI Bude 6: Dya vio CTI viét PT hdi quy. : se Theo gus: S ‘Téng chi s6 thdi vu trung binh Theo thing: $= ———__t*#2 Tag iB twa tang Doh w Gut Ow? | ws [OA T 1.096 [1.133 z Tare | OAT Lars | 6 3 are [0.30 [108 | Lar a 7908 [0838 Teh arar[asis | 328 | 3a Ch SST TES — [ose [oases | 1.055 as [aa CHB who ww dea hI] | 0.957 [OBST | 1081 | 1 TarGap [ Laeng bin | CHS enor ww S| CTT T [48 ‘O31 241 oa 3s [60 1081 = [85 TIL Tp 38 ‘og31 2] 52 0837 385 T08T a TTL 7 [30 ‘aa3T 2 [36 0.837 [7 108 a Tia 1 931 2 0.837 7 109 z Tia