SUMMARY OUTPUT

Regression Statistics
Multiple R 0.958065236578659
R Square 0.917888997540522
Adjusted R Square 0.904203830463942
Standard Error 414.503312449667
Observations 8

ANOVA
df SS MS F Significance F
Regression 1 11523809.5238095 11523810 67.07182 0.000179
Residual 6 1030877.97619048 171813
Total 7 12554687.5

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%

Intercept 18439 440.808707877538 41.82991 1.249E-08 17360.37 19517.61
X Variable 1 524 63.9592496813672 8.189738 0.000179 367.3069 680.3122
Lower 95.0%
Upper 95.0%
17360.37 19517.61
367.3069 680.3122
 Deseasonalized
Period Demand Dt Vi dụ 0
demand
1 8000
Nhu cầu &Khử tính chu kỳ
2 13000 45000
3 23000 19750 40000
4 34000 20625 35000
5 10000 21250 30000
6 18000 21750 25000
7 23000 22500 20000
8 38000 22125 15000
9 12000 22625 10000
10 13000 24125 5000
11 32000 0
1 2 3 4 5 6 7 8 9
12 41000
Demand Dt Deseasonalized demand
Khử tính chu kỳ

6 7 8 9 10 11 12

Deseasonalized demand
 Demand Deseason Seasonal Si trung Giá trị dự
Period alized Vi dụ 0
Dt Factor bình đoán
demand
1 8000 18963 0.42 0.47
2 13000 19487 0.67 0.68
3 23000 20011 1.15 1.17
4 34000 20535 1.66 1.66
5 10000 21059 0.47
6 18000 21583 0.83
7 23000 22107 1.04
8 38000 22631 1.68
9 12000 23155 0.52
10 13000 23679 0.55
11 32000 24203 1.32
12 41000 24727 1.66
13 11910
14 17614
15 30787
16 44642
 Average Exponetial(alpha =0.1) Ví dụ1+2
weeks Demand
Forecast Error Level (t-1) Forecast Error
1 38 60.0 60 22
2 35 57.8 58 23
3 77 55.5 56 -21
4 90 57.7 58 -32
1 80 60 -20 60.9 61 -19
2 71
3
4
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.981309
R Square 0.962966
Adjusted R 0.953708
Standard E 224883.4
Observatio 6

ANOVA
df SS MS F Significance F
Regression 1 5.26E+12 5.26E+12 104.0103 0.000521
Residual 4 2.02E+11 5.06E+10
Total 5 5.46E+12

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 2604842 209355.1 12.44222 0.00024 2023579 3186105 2023579 3186105
X Variable 548247.4 53757.42 10.19854 0.000521 398992.9 697501.9 398992.9 697501.9
Year Visitors L T Forecast Error
0 2,604,842 548,247 L0
1 3,417,774 3,179,558 553,541 3,153,089 -264,685 T0
2 3,511,513 3,710,940 549,109 3,733,098 221,585 Alpha
3 4,208,095 4,254,853 548,070 4,260,049 51,954 Beta
4 4,627,478 4,785,379 544,561 4,802,923 175,445
5 5,247,125 5,321,658 542,905 5,329,940 82,815
6 6,130,262 5,891,133 548,219 5,864,563 -265,699
6,439,352
 bài tập 3

2,604,842
548,247
0.1
0.2
 Demand
Period
Dt L T S Forecast Error Alpha Beta Gamma
0 18,439 524 0.1 0.2 0.1
1 8,000 18,769 485 0.47 8,913 913
2 13,000 19,240 482 0.68 13,093 93
3 23,000 19,716 481 1.17 23,076 76
4 34,000 20,226 487 1.66 33,528 -472
5 10,000 20,789 502 0.47 9,644 -356
6 18,000 21,811 606 0.68 14,469 -3,531
7 23,000 22,142 551 1.17 26,220 3,220
8 38,000 22,710 554 1.66 37,717 -283
9 12,000 23,506 603 0.47 10,868 -1,132
10 13,000 23,571 495 0.69 16,735 3,735
11 32,000 24,426 567 1.16 27,834 -4,166
12 41,000 24,959 560 1.66 41,570 570
13 0.47 12,033 12,033
14 0.68
15 1.17
16 1.66
 Four periods moving average

Demand Absolute
Period Level (Lt) Forecast (Ft) Error (Et) MSE MAD %Error
Dt Error (At)

0
1 8,000
2 13,000
3 23,000
4 34,000 19,500
5 10,000 20,000 19,500 9,500 9,500 90,250,000 9,500 95
6 18,000 21,250 20,000 2,000 2,000 47,125,000 5,750 11
7 23,000 21,250 21,250 -1,750 1,750 32,437,500 4,417 8
8 38,000 22,250 21,250 -16,750 16,750 94,468,750 7,500 44
9 12,000 22,750 22,250 10,250 10,250 96,587,500 8,050 85
10 13,000 21,500 22,750 9,750 9,750 96,333,333 8,333 75
11 32,000 23,750 21,500 -10,500 10,500 98,321,429 8,643 33
12 41,000 24,500 23,750 -17,250 17,250 123,226,563 9,719 42
24,500

Các bạn tự đánh giá phương pháp dự báo nào tốt hơn
 Simple Exponential Smoothing
alpha 0.1

Forecast Absolute
MAPE TS Level (Lt) Error (Et) MSE MAD %Error MAPE
(Ft) Error (At)

22,083
20,675 22,083 14,083 14,083 198,340,278 14,083 176 176.04
19,908 20,675 7,675 7,675 128,622,951 10,879 59 117.54
20,217 19,908 -3,093 3,093 88,936,486 8,284 13 82.84
21,595 20,217 -13,783 13,783 114,196,860 9,659 41 72.27
95.00 1.00 20,436 21,595 11,595 11,595 118,246,641 10,046 116 81.00
53.06 2.00 20,192 20,436 2,436 2,436 99,527,532 8,777 14 69.76
37.91 2.21 20,473 20,192 -2,808 2,808 86,435,714 7,925 12 61.54
39.45 -0.93 22,226 20,473 -17,527 17,527 114,031,550 9,125 46 59.61
48.64 0.40 21,203 22,226 10,226 10,226 112,979,315 9,247 85 62.45
53.04 1.56 20,383 21,203 8,203 8,203 108,410,265 9,143 63 62.52
50.15 0.29 21,544 20,383 -11,617 11,617 110,824,074 9,368 36 60.14
49.14 -1.52 23,490 21,544 -19,456 19,456 133,132,065 10,208 47 59.08
23,490
 Trend-Corrected Exponential Smoothing (Holt’s Model)
alpha 0.1 beta 0.2

Forecast Absolute
TS Level (Lt) Trend(Tt) Error (Et) MSE MAD %Error
(Ft) Error (At)

12,015 1,549
1.00 13,008 1,438 13,564 5,564 5,564 30,958,096 5,564 70
2.00 14,301 1,409 14,445 1,445 1,445 16,523,523 3,505 11
2.25 16,439 1,555 15,710 -7,290 7,290 28,732,318 4,767 32
0.51 19,594 1,875 17,993 -16,007 16,007 85,603,146 7,577 47
1.64 20,322 1,645 21,469 11,469 11,469 94,788,701 8,355 115
2.15 21,570 1,566 21,967 3,967 3,967 81,613,705 7,624 22
2.03 23,123 1,563 23,137 137 137 69,957,267 6,554 1
-0.16 26,018 1,830 24,686 -13,314 13,314 83,369,836 7,399 35
0.95 26,262 1,513 27,847 15,847 15,847 102,010,079 8,338 132
1.86 26,298 1,217 27,775 14,775 14,775 113,639,348 8,981 114
0.58 27,963 1,307 27,515 -4,485 4,485 105,137,395 8,573 14
-1.38 30,443 1,541 29,270 -11,730 11,730 107,841,864 8,836 29
31,985

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4813271965
R Square 0.2316758701
Adjusted R S0.1548434571
Standard Err10666.883375
Observation 12

ANOVA
df SS MS F Significance F
Regression 1 3.43E+08 3.43E+08 3.01534 0.1131270233
Residual 10 1.14E+09 1.14E+08
Total 11 1.48E+09

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%

Intercept 12015.151515 6565.013 1.830179 0.097147 -2612.608777 26642.91 -2612.609
X Variable 1 1548.951049 892.0096 1.736474 0.113127 -438.5701958 3536.472 -438.5702
Model) Trend- and seasonality-corrected exponential smoothing
alpha 0.1 beta 0.2 gama 0.1

Seasonal Forecast Absolute

MAPE TS Level (Lt) Trend(Tt) Error (Et) MSE MAD
Factor (Si) (Ft) Error (At)

18,439 524
69.55 1.00 18,769 485 0.47 8,913 913 913 832,857 913
40.33 2.00 19,240 482 0.68 13,093 93 93 420,727 503
37.46 -0.06 19,716 481 1.17 23,076 76 76 282,393 360
39.86 -2.15 20,226 487 1.66 33,528 -472 472 267,536 388
54.83 -0.58 20,789 502 0.47 9,644 -356 356 239,326 382
49.36 -0.11 21,811 606 0.68 14,469 -3,531 3,531 2,277,652 907
42.39 -0.11 22,142 551 1.17 26,220 3,220 3,220 3,433,505 1,237
41.48 -1.90 22,710 554 1.66 37,717 -283 283 3,014,302 1,118
51.54 0.22 23,506 603 0.47 10,868 -1,132 1,132 2,821,741 1,119
57.75 1.85 23,571 495 0.69 16,735 3,735 3,735 3,934,607 1,381
53.78 1.41 24,426 567 1.16 27,834 -4,166 4,166 5,154,552 1,634
51.68 0.04 24,959 560 1.66 41,570 570 570 4,752,083 1,545
0.47 12,033
0.68
1.17
1.66

Tham khảo sheet 7 cho việc dự báo của phương pháp này

Upper 95.0%
26642.91
3536.472
ential smoothing

%Error MAPE TS

11 11.41 1.00
1 6.06 2.00
0 4.15 3.00
1 3.46 1.57
4 3.48 0.66
20 6.17 -3.62
14 7.29 -0.05
1 6.47 -0.30
9 6.80 -1.32
29 8.99 1.64
13 9.36 -1.16
1 8.69 -0.86
 Four periods moving average

Demand Forecast Absolute

Period Level (Lt) Error (Et) MSE MAD %Error MAPE
Dt (Ft) Error (At)
0
1 8,000
2 13,000
3 23,000
4 34,000 19,500
5 10,000 20,000 19,500 9,500 9,500 90,250,000 9,500 95 95.00
6 18,000 21,250 20,000 2,000 2,000 47,125,000 5,750 11 53.06
7 23,000 21,250 21,250 -1,750 1,750 32,437,500 4,417 8 37.91
8 38,000 22,250 21,250 -16,750 16,750 94,468,750 7,500 44 39.45
9 12,000 22,750 22,250 10,250 10,250 96,587,500 8,050 85 48.64
10 13,000 21,500 22,750 9,750 9,750 96,333,333 8,333 75 53.04
11 32,000 23,750 21,500 -10,500 10,500 98,321,429 8,643 33 50.15
12 41,000 24,500 23,750 -17,250 17,250 123,226,563 9,719 42 49.14
24,500

Tính toán tối ưu alpha:

Giả sử tôi chọn MSE làm mục tiêu c
 Simple Exponential Smoothing
alpha 0.0000
Forecast Absolute
TS Level (Lt) Error (Et) MSE MAD %Error MAPE
(Ft) Error (At)
22,083
22,083 22,083 14,083 14,083 198,340,278 14,083 176 176.04
22,083 22,083 9,083 9,083 140,423,611 11,583 70 122.96
22,083 22,083 -917 917 93,895,833 8,028 4 83.30
22,083 22,083 -11,917 11,917 105,923,611 9,000 35 71.24
1.00 22,083 22,083 12,083 12,083 113,940,278 9,617 121 81.16
2.00 22,083 22,083 4,083 4,083 97,729,167 8,694 23 71.41
2.21 22,083 22,083 -917 917 83,887,897 7,583 4 61.78
-0.93 22,083 22,083 -15,917 15,917 105,069,444 8,625 42 59.29
0.40 22,083 22,083 10,083 10,083 104,692,130 8,787 84 62.04
1.56 22,083 22,083 9,083 9,083 102,473,611 8,817 70 62.82
0.29 22,083 22,083 -9,917 9,917 102,097,854 8,917 31 59.93
-1.52 22,083 22,083 -18,917 18,917 123,409,722 9,750 46 58.78
23,490

i ưu alpha:
chọn MSE làm mục tiêu cần cực tiểu
TS

1.00
2.00
2.77
1.15
2.33
3.05
3.37
1.12
2.25
3.27
2.12
0.00
 Demand
Period
Dt L T S Forecast Error Alpha Beta Gamma
0 18,439 524 0.1 0.2 0.1
1 8,000 18,769 485 0.47 8,913 913
2 13,000 19,240 482 0.68 13,093 93
3 23,000 19,716 481 1.17 23,076 76
4 34,000 20,226 487 1.66 33,528 -472
5 10,000 20,789 502 0.47 9,644 -356
6 18,000 21,811 606 0.68 14,469 -3,531
7 23,000 22,142 551 1.17 26,220 3,220
8 38,000 22,710 554 1.66 37,717 -283
9 12,000 23,506 603 0.47 10,868 -1,132
10 13,000 23,571 495 0.69 16,735 3,735
11 32,000 24,426 567 1.16 27,834 -4,166
12 41,000 24,959 560 1.66 41,570 570
13 0.47 12,033
14 0.68 17,731
15 1.17 31,221
16 1.66 45,185
period demand dt deseasonalized demand seasonal factor sỉ trung bình giá trị dự đoán
1 8000 18963 0.42 0.47
2 13000 19487 0.67 0.68
3 23000 20011 1.15 1.17
4 34000 20535 1.66 1.66
5 10000 21059 0.47
6 18000 21583 0.83
7 23000 22107 1.04
8 38000 22631 1.68
9 12000 23155 0.52
10 13000 23679 0.55
11 32000 24203 1.32
12 41000 24727 1.66
13 11910
14 17614
15 30787
16 44642
Tháng demand deseasonalized demand season factor sỉ trung bình giá trị dự đoán
0
1 2,000 6067 0.33 0.43
2 3,000 6137 0.49 0.47
3 3,000 6207 0.48 0.46
4 3,000 6277 0.48 0.40
5 4,000 6347 0.63 0.62
6 6,000 6417 0.94 0.84
7 7,000 6541.667 6487 1.08 0.85
8 6,000 6625 6557 0.92 1.15
9 10,000 6666.667 6627 1.51 1.73
10 12,000 6750 6697 1.79 1.78
11 14,000 6875 6767 2.07 2.13
12 8,000 7000 6837 1.17 1.10
13 3,000 6916.667 6907 0.43
14 4,000 6833.333 6977 0.57
15 3,000 7000 7047 0.43
16 5,000 7083.333 7117 0.70
17 5,000 7166.667 7187 0.70
18 8,000 7333.333 7257 1.10
19 3,000 7375 7327 0.41
20 8,000 7375 7397 1.08
21 12,000 7500 7467 1.61
22 12,000 7500 7537 1.59
23 16,000 7375 7607 2.10
24 10,000 7250 7677 1.30
25 2,000 7333.333 7747 0.26
26 5,000 7583.333 7817 0.64
27 5,000 7791.667 7887 0.63
28 3,000 8041.667 7957 0.38
29 4,000 8250 8027 0.50
30 6,000 8250 8097 0.74
31 7,000 8291.667 8167 0.86
32 10,000 8375 8237 1.21
33 15,000 8291.667 8307 1.81
34 15,000 8208.333 8377 1.79
35 18,000 8208.333 8447 2.13
36 8,000 8291.667 8517 0.94
37 5,000 8458.333 8587 0.58
38 4,000 8750 8657 0.46
39 4,000 8958.333 8727 0.46
40 2,000 9041.667 8797 0.23
41 5,000 9166.667 8867 0.56
42 7,000 9416.667 8937 0.78
43 10,000 9583.333 9007 1.11
44 14,000 9500 9077 1.54
45 16,000 9375 9147 1.75
46 16,000 9333.333 9217 1.74
47 20,000 9416.667 9287 2.15
48 12,000 9458.333 9357 1.28
49 5,000 9333.333 9427 0.53
50 2,000 9083.333 9497 0.21
51 3,000 9083.333 9567 0.31
52 2,000 9416.667 9637 0.21
53 7,000 9666.667 9707 0.72
54 6,000 9583.333 9777 0.61
55 8,000 9847 0.81
56 10,000 9917 1.01
57 20,000 9987 2.00
58 20,000 10057 1.99
59 22,000 10127 2.17
60 8,000 10197 0.78
61 4,383.65
62 4,908.89
63 4,818.27
64 4,174.85
65 6,558.66
66 8,865.96
67 9,123.09
68 12,394.94
69 18,781.74
70 19,394.91
71 23,313.83
72 12,094.35
Week demand forecast error
1 108
2 116
3 118
4 124 116.5
5 96 113.5 116.5 20.5
6 119 114.25 113.5 -5.5
7 96 108.75 114.25 18.25
8 102 103.25 108.75 6.75
9 112 107.25 103.25 -8.75
10 102 103 107.25 5.25
11 92 102 103 11
12 91 99.25 102 11
13 99.25
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.963761
R Square 0.928834
Adjusted R 0.919939
Standard E 110.8491
Observatio 10

ANOVA
df SS MS F Significance F
Regression 1 1282986 1282986 104.4137 7.223E-06
Residual 8 98300.2 12287.53
Total 9 1381287

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
Intercept 828.0505 86.72632 9.547857 1.198E-05 628.0593 1028.042 628.0593 1028.042
X Variable 124.7051 12.20409 10.2183 7.223E-06 96.56238 152.8477 96.56238 152.8477
 Month demand (units)
deseasonalization deseasonalized demand seasonal factor si trung binh
1 100 953 0.10 0.80
2 1113 828 1077 1.03 1.03
3 1271 1276 1202 1.06 1.00
4 1445 1425 1327 1.09
5 1558 1550 1452 1.07
6 1648 1643 1576 1.05
7 1724 1741 1701 1.01
8 1850 1813 1826 1.01
9 1864 1930 1950 0.96
10 2076 2036 2075 1.00
11 2167 2145 2200 0.99
12 2191 2325 0.94
13
14
15

Level 828
Trend 125
 MA (n=4)
prediction level

982.25
1346.75
1480.5
1593.75
1695
1771.5
1878.5
1989.25
2074.5
1964.2409
2641.2953
2699.3176
year quarter demand ('000$)
1I 98
II 106
III 109
IV 133
2I 130
II 116
III 133
IV 116
3I 138
II 130
III 147
IV 141
4I 144
II 142
III 165
IV 173