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  • Método de Atenuación Exponencial

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    Miguel Angel Sebastian Aguirre
    8 views9 pages
    This document presents a time series of sales data from 2000 to 2006 and applies simple exponential smoothing to smooth the values. It tests different smoothing constants (alpha values) from 0.1 to 0.6 and calculates the error and mean absolute percentage error of each model. The best fitting model has a smoothing constant of 0.34, with the lowest mean absolute percentage error of 14.3%.

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    Método de atenuación exponencial(2) (1)

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    This document presents a time series of sales data from 2000 to 2006 and applies simple exponential smoothing to smooth the values. It tests different smoothing constants (alpha values) from 0.1 to 0.6 and calculates the error and mean absolute percentage error of each model. The best fitting model has a smoothing constant of 0.34, with the lowest mean absolute percentage error of 14.3%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    8 views9 pages

    Método de Atenuación Exponencial

    Uploaded by

    Miguel Angel Sebastian Aguirre
    This document presents a time series of sales data from 2000 to 2006 and applies simple exponential smoothing to smooth the values. It tests different smoothing constants (alpha values) from 0.1 to 0.6 and calculates the error and mean absolute percentage error of each model. The best fitting model has a smoothing constant of 0.34, with the lowest mean absolute percentage error of 14.3%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 9

    0.1*500 + (1 - 0.1)*500 ɑ = 0.

    1 Ŷt+1 = ɑYt + (1 - ɑ)Ŷt

    Tiempo Valor real Valor suavizado Error Abs.


    Año Trimestre Yt Ŷt (ɑ=0.1) |et|
    2000 1 500 500 0.0
    2 350 500
    3 250
    4 400
    2001 5 450
    6 350
    7 200
    8 300
    2002 9 350
    10 200
    11 150
    12 400
    2003 13 550
    14 350
    15 250
    16 550
    2004 17 550
    18 400
    19 350
    20 600
    2005 21 750
    22 500
    23 400
    24 650
    2006 25
    PROMEDIOS 0.0
    DAM
    Valores reales
    800
    700
    600
    500
    Ventas

    400
    300
    200
    100
    0
    1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
    Trimestre
    = ɑYt + (1 - ɑ)Ŷt

    Valor suavizado Error Abs.


    (Y - Ŷt)‸2 |et| / Yt (Y - Ŷt)‸2 |et| / Yt
    Ŷt (ɑ=0.6) |et|
    500 0.0 0.0 0.0
    500

    0.0 - 0.0%
    EMC EPAM DAM EMC EPAM
    Ŷt+1 = ɑYt + (1 - ɑ)Ŷt Ŷt+1 = ɑYt + (1 - ɑ)Ŷt

    Valor suavizado Error Abs. Valor suavizado


    (Y - Ŷt)‸2 |et| / Yt
    Ŷt (ɑ=0.23) |et| Ŷt (ɑ=0.34)
    500 0.0 0 - 500
    500 150.0 22,500 0.4 500
    -

    75.0 11,250 14.3%


    DAM EMC EPAM
    ɑYt + (1 - ɑ)Ŷt Ŷt+1 = ɑYt + (1 - ɑ)Ŷt

    Error Abs. Valor suavizado Error Abs.


    (Y - Ŷt)‸2 |et| / Yt (Y - Ŷt)‸2
    |et| Ŷt (ɑ=0.28) |et|
    0.00 - 0.0 500 0.00 -
    150.00 500 150.00 22,500

    75.0 - 0.0% 75.0 11,250


    DAM EMC EPAM
    |et| / Yt

    0.0
    0.4

    21.4%
    At = ɑYt + (1- ɑ)*At-1 A' t = ɑAt + (1- ɑ)*A' t-1
    a= 2At - A' t ɑ= 0.2 0<ɑ<1
    b= ((ɑ/(1+ɑ))(At - A' t) p= 1

    t Yt At A' t at bt Ŷt+p
    1 1274 1274 1274
    2 1297
    3 1317
    4 1370
    5 1447
    6 1485
    7 1433
    8 1561
    9 1699
    10 1711
    11 1746
    12 1820
    13 0

    https://www.youtube.com/watch?v=wmd4RniVYM8
    ɑ= 0.41 0<ɑ<1
    p= 1 Ŷt+p = at + btp

    |et| t Yt At A' t at bt Ŷt+p


    1 1274 1274 1274 1274 0
    2 1297
    3 1317
    4 1370
    5 1447
    6 1485
    7 1433
    8 1561
    9 1699
    10 1711
    11 1746
    12 1820
    13 0
    |et|

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