INGENIERÍA INDUSTRIAL

FACULTAD NACIONAL DE INGENIERIA

IND 3311 ¨A¨

PRONOSTICOS

1. PROMEDIO MOVIL
𝑋𝑡 + 𝑋𝑡−1 + 𝑋𝑡−2 … … … + 𝑋𝑡−𝑛
𝑭𝒕+𝟏 =
𝑛
Donde:

𝑭𝒕+𝟏 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑠𝑖𝑔𝑢𝑖𝑒𝑛𝑡𝑒

𝑿𝒕 = 𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑟𝑒𝑎𝑙 𝑒𝑛 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡

𝒏 = 𝑁ú𝑚𝑒𝑟𝑜 𝑑𝑒 𝑝𝑒𝑑𝑖𝑑𝑜𝑠 𝑞𝑢𝑒 𝑠𝑒 𝑝𝑟𝑜𝑚𝑒𝑑𝑖𝑎

2. PROMEDIO MOVIL PONDERADO
𝑋𝑡 ∗ 𝑊1 + 𝑋𝑡−1 ∗ 𝑊2 + 𝑋𝑡−2 ∗ 𝑊3 … … … + 𝑋𝑡−𝑛 ∗ 𝑊𝑛
𝑭𝒕+𝟏 =
∑𝑛𝑖=1 𝑊𝑖

Donde:

𝑭𝒕+𝟏 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑠𝑖𝑔𝑢𝑖𝑒𝑛𝑡𝑒

𝑿𝒕 = 𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑟𝑒𝑎𝑙 𝑒𝑛 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡

𝑾𝒊 = 𝑃𝑒𝑠𝑜 𝑞𝑢𝑒 𝑠𝑒 𝑑𝑎 𝑎 𝑙𝑎 𝑑𝑒𝑚𝑎𝑛𝑑𝑎 𝑟𝑒𝑎𝑙 𝑒𝑛 𝑢𝑛 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡

𝒏 = 𝑁ú𝑚𝑒𝑟𝑜 𝑑𝑒 𝑝𝑒𝑑𝑖𝑑𝑜𝑠 𝑞𝑢𝑒 𝑠𝑒 𝑝𝑟𝑜𝑚𝑒𝑑𝑖𝑎

3. METODO LINEAL O MINIMOS CUADRADOS

𝒀 = 𝑎 + 𝑏 ∗ (𝑋)
∑ 𝑋 ∗ 𝑌 − 𝑛 ∗ 𝑋̅ ∗ 𝑌̅
𝒃=
∑(𝑋2 ) − 𝑛 ∗ (𝑋̅)2

𝒂 = 𝑌̅ − 𝑏 ∗ 𝑋̅

𝒃 = 𝑃𝑒𝑛𝑑𝑖𝑒𝑛𝑡𝑒 𝑑𝑒 𝑙𝑎 𝑟𝑒𝑐𝑡𝑎 𝑑𝑒 𝑟𝑒𝑔𝑟𝑒𝑠𝑖𝑜𝑛

𝑿 = 𝑣𝑎𝑙𝑜𝑟𝑒𝑠 𝑐𝑜𝑛𝑜𝑐𝑖𝑑𝑜𝑠 𝑑𝑒 𝑙𝑎 𝑣𝑎𝑟𝑖𝑏𝑙𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑖𝑒𝑛𝑡𝑒

𝒀 = 𝑣𝑎𝑙𝑜𝑟𝑒𝑠 𝑐𝑜𝑛𝑜𝑐𝑖𝑑𝑜𝑠 𝑑𝑒 𝑙𝑎 𝑣𝑎𝑟𝑖𝑏𝑙𝑒 𝑑𝑒𝑝𝑒𝑛𝑑𝑖𝑒𝑛𝑡𝑒
̅ = 𝑝𝑟𝑜𝑚𝑒𝑑𝑖𝑜 𝑑𝑒 𝑙𝑜𝑠 𝑣𝑎𝑙𝑜𝑟𝑒𝑠 𝑋
𝑿
̅ = 𝑝𝑟𝑜𝑚𝑒𝑑𝑖𝑜 𝑑𝑒 𝑙𝑜𝑠 𝑣𝑎𝑙𝑜𝑟𝑒𝑠 𝑌
𝒀

𝒏 = 𝑛𝑢𝑚𝑒𝑟𝑜 𝑑𝑒 𝑝𝑢𝑛𝑡𝑜𝑠 𝑑𝑒 𝑑𝑎𝑡𝑜𝑠 𝑢 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑐𝑖𝑜𝑛𝑒𝑠

AUXILIAR: UNIV: ESCOBAR AGUAYO STEVE OLIVER FORMULARIO

 INGENIERÍA INDUSTRIAL
FACULTAD NACIONAL DE INGENIERIA
IND 3311 ¨A¨

4. AJUSTE EXPONENCIAL SIMPLE O ALISAMIENTO EXPONENCIAL

𝑭𝟏 = 𝐹𝑡−1 + 𝛼 ∗ (𝑋𝑡−1 − 𝐹𝑡−1 )

2
𝛼=
𝑛+1
𝛼 < 0,5 𝑐𝑜𝑒𝑓𝑖𝑒𝑛𝑡𝑒 𝑏𝑢𝑒𝑛𝑜 𝑢 𝑜𝑝𝑡𝑖𝑚𝑜
𝛼 = 0,5 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑟𝑒𝑔𝑢𝑙𝑎𝑟 𝑜 𝑎𝑐𝑒𝑝𝑡𝑎𝑏𝑙𝑒

𝛼 > 0,5 𝑐𝑜𝑒𝑓𝑖𝑐𝑒𝑛𝑡𝑒 𝑚𝑎𝑙𝑜 𝑜 𝑝𝑒𝑠𝑖𝑚𝑜

Donde:

𝑭𝟏 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑐𝑖𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝑎𝑚𝑖𝑛𝑜𝑟𝑖𝑧𝑎𝑑𝑜 𝑝𝑎𝑟𝑎 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡

𝑭𝒕−𝟏 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑐𝑖𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝑎𝑚𝑖𝑛𝑜𝑟𝑖𝑧𝑎𝑑𝑜 𝑝𝑎𝑟𝑎 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑎𝑛𝑡𝑒𝑟𝑖𝑜𝑟

𝑿𝒕−𝟏 = 𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑟𝑒𝑎𝑙 𝑒𝑛 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑎𝑛𝑡𝑒𝑟𝑖𝑜𝑟

𝜶 = 𝐿𝑎 𝑡𝑎𝑠𝑎 𝑑𝑒𝑠𝑒𝑎𝑑𝑎 𝑑𝑒 𝑟𝑒𝑠𝑝𝑢𝑒𝑠𝑡𝑎 𝑜 𝑙𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑒 𝑑𝑒 𝑎𝑡𝑒𝑛𝑢𝑎𝑐𝑖ó𝑛

5. AJUSTE EXPONENCIAL CON TENDENCIA O ALISAMIENTO EXPONENCIAL CON AJUSTE DE
TENDENCIA

𝐹̂𝑡 = 𝛼 ∗ 𝐹𝑡−1 + (1 − 𝛼) ∗ (𝐹
̂𝑡−1 +𝑇𝑡−1 )

𝑇𝑡 = 𝛽 ∗ (𝐹̂𝑡 − 𝐹
̂𝑡−1 ) + (1 − 𝛽) ∗ (𝑇𝑡−1 )

𝑭𝒕+𝟏 = 𝐹̂𝑡 + 𝑇𝑡

Donde:

𝑭𝒕+𝟏 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑝𝑎𝑟𝑎 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡 + 1

̂
𝐹𝑡−1 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑐𝑖𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝑎𝑚𝑖𝑛𝑜𝑟𝑖𝑧𝑎𝑑𝑜 𝑝𝑎𝑟𝑎 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑎𝑛𝑡𝑒𝑟𝑖𝑜𝑟

𝑇𝑡 = 𝑇𝑒𝑛𝑑𝑒𝑛𝑐𝑖𝑎 𝑒𝑛 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡
𝜶 = 𝐿𝑎 𝑡𝑎𝑠𝑎 𝑑𝑒𝑠𝑒𝑎𝑑𝑎 𝑑𝑒 𝑟𝑒𝑠𝑝𝑢𝑒𝑠𝑡𝑎 𝑜 𝑙𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑒 𝑑𝑒 𝑎𝑡𝑒𝑛𝑢𝑎𝑐𝑖ó𝑛

𝛽 = 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑑𝑒 𝑠𝑢𝑎𝑣𝑖𝑧𝑎𝑐𝑖𝑜𝑛 𝑝𝑎𝑟𝑎 𝑙𝑎 𝑡𝑒𝑛𝑑𝑒𝑛𝑐𝑖𝑎

6. AJUSTE EXPONENCIAL TRIPLE METODO DE WINTER

𝐹̂𝑡 = 𝛼 ∗ 𝐹𝑡−1 + (1 − 𝛼) ∗ (𝐹
̂𝑡−1 +𝑇𝑡−1 )

𝑇𝑡 = 𝛽 ∗ (𝐹̂𝑡 − 𝐹
̂𝑡−1 ) + (1 − 𝛽) ∗ (𝑇𝑡−1 )

𝐸𝑡 = 𝛾 ∗ 𝐹𝑡−1 + (1 − 𝛾) ∗ (𝐸𝑡−1 )

AUXILIAR: UNIV: ESCOBAR AGUAYO STEVE OLIVER FORMULARIO

 INGENIERÍA INDUSTRIAL
FACULTAD NACIONAL DE INGENIERIA
IND 3311 ¨A¨

𝑭𝒕+𝟏 = (𝐹̂𝑡 + 𝑇𝑡 ) ∗ 𝐸𝑡

Donde:

𝑭𝒕+𝟏 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑝𝑎𝑟𝑎 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡 + 1

̂
𝐹𝑡−1 = 𝑃𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑜 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑐𝑖𝑎𝑙𝑚𝑒𝑛𝑡𝑒 𝑎𝑚𝑖𝑛𝑜𝑟𝑖𝑧𝑎𝑑𝑜 𝑝𝑎𝑟𝑎 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑎𝑛𝑡𝑒𝑟𝑖𝑜𝑟

𝑇𝑡 = 𝑇𝑒𝑛𝑑𝑒𝑛𝑐𝑖𝑎 𝑒𝑛 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡
𝜶 = 𝐿𝑎 𝑡𝑎𝑠𝑎 𝑑𝑒𝑠𝑒𝑎𝑑𝑎 𝑑𝑒 𝑟𝑒𝑠𝑝𝑢𝑒𝑠𝑡𝑎 𝑜 𝑙𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑒 𝑑𝑒 𝑎𝑡𝑒𝑛𝑢𝑎𝑐𝑖ó𝑛

𝛽 = 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑑𝑒 𝑠𝑢𝑎𝑣𝑖𝑧𝑎𝑐𝑖𝑜𝑛 𝑝𝑎𝑟𝑎 𝑙𝑎 𝑡𝑒𝑛𝑑𝑒𝑛𝑐𝑖𝑎

𝐸𝑡−1 = 𝑒𝑠𝑡𝑖𝑚𝑎𝑐𝑖𝑜𝑛 𝑑𝑒 𝑙𝑎 𝑒𝑠𝑡𝑎𝑐𝑖𝑜𝑛𝑎𝑙𝑖𝑑𝑎𝑑𝑒𝑛 𝑒𝑙 𝑝𝑒𝑟𝑖𝑜𝑑𝑜 𝑡 − 1

𝛾 = 𝑐𝑜𝑒𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑒 𝑑𝑒 𝑠𝑢𝑎𝑣𝑖𝑧𝑎𝑐𝑖𝑜𝑛 𝑑𝑒 𝑙𝑎 𝑒𝑠𝑡𝑎𝑐𝑖𝑜𝑛𝑎𝑙𝑖𝑑𝑎𝑑

MEDICION DEL ERROR DEL PRONÓSTICO

𝑬𝑹𝑹𝑶𝑹 𝑫𝑬 𝑷𝑹𝑶𝑵𝑶𝑺𝑻𝑰𝑪𝑶 = 𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑅𝑒𝑎𝑙 − 𝑉𝑎𝑙𝑜𝑟 𝑝𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑎𝑑𝑜

𝑬 = 𝐴𝑖 − 𝐹𝑖
DESVIACION ABSOLUTA MEDIA
∑𝑛𝑖=1(𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑅𝑒𝑎𝑙𝑖 − 𝑉𝑎𝑙𝑜𝑟 𝑝𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑎𝑑𝑜𝑖 ) ∑𝑛𝑖=1 𝐸𝑖
𝑴𝑨𝑫 = =
𝑛 𝑛
ERROR CUADRATICO MEDIO

∑𝑛𝑖=1(𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑅𝑒𝑎𝑙𝑖 − 𝑉𝑎𝑙𝑜𝑟 𝑝𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑎𝑑𝑜𝑖 )2 ∑𝑛𝑖=1 𝐸𝑖2

𝑴𝑺𝑬 = =
𝑛 𝑛
ERROR PORCENTUAL MEDIO ABSOLUTO
|𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑅𝑒𝑎𝑙𝑖 − 𝑉𝑎𝑙𝑜𝑟 𝑝𝑟𝑜𝑛𝑜𝑠𝑡𝑖𝑐𝑎𝑑𝑜𝑖 | |𝐸 |
(∑𝑛𝑖=1 ) ∗ 100% (∑𝑛𝑖=1 𝑖 ) ∗ 100%
𝐷𝑒𝑚𝑎𝑛𝑑𝑎 𝑅𝑒𝑎𝑙𝑖 𝐴𝑖
𝑴𝑨𝑷𝑬 = =
𝑛 𝑛

AUXILIAR: UNIV: ESCOBAR AGUAYO STEVE OLIVER FORMULARIO