Holt-Winters’ Multiplicative

 Initializarea: Lt = P, bt = 0, St =
Yt/P, for t = 1 to s

P=  m—Number of periods ahead to

forecast
 s—Length of the seasonality
 Lt—Level of the series at time t
 bt—Trend of the series at time t
 St—Seasonal component at
time t
 Note:
 First fit is available from period
(s + 1)
Holt-Winters’ Multiplicative
reprezentare grafică
 Holt-Winters' Multiplicative
output Oracle Crystal Ball
Period Lower Forecast Upper
25 664.78 716.64 768.51
26 702.36 778.92 855.49
27 789.98 888.28 986.57
28 609.72 714.21 818.70
Statistic Historical data
Ljung-Box 47.66
Seasonality 4
Method Rank RMSE
Holt-Winters' Multiplicative Best 26.46
Method Theil's U
Holt-Winters' Multiplicative 0.3271
Method Parameter Value
Holt-Winters' Multiplicative Alpha 0.9644
Beta 0.1129
Gamma 0.0010
 aplicaţie
 Realizaţi nivelarea pentru primii 2 ani
 Dacă L24= 738.2159, b24=14.54986, S21= 0.952013,
S22= 1.015124, S23= 1.136097 si S24= 0.896775
realizati prognoza pentru următoarele 4 luni
Damped Trend Additive Sesonal
reprezentare grafică
 Damped Trend Seasonal Additive
output Oracle Crystal Ball
Period Lower Forecast Upper
25 655.20 722.46 789.72
26 739.88 827.46 915.05
27 836.20 931.71 1,027.23
28 636.78 735.22 833.66
Statistic Historical data
Ljung-Box 47.66
Seasonality 4
Method Rank RMSE
Damped Trend Seasonal Additive Best 34.32
Method Theil's U
Damped Trend Seasonal Additive 0.3822
Method Parameter Value
Damped Trend Seasonal Additive Alpha 0.4313
Beta 0.2323
Gamma 0.9990
Phi 0.9990
Damped Trend Multiplicative
Seasonal
reprezentare grafică
 Damped Trend Seasonal
Multiplicative
output Oracle Crystal Ball
Period Lower Forecast Upper
25 665.24 717.11 768.97
26 703.07 779.47 855.87
27 791.25 888.94 986.63
28 611.35 714.75 818.16
Statistic Historical data
Ljung-Box 47.66
Seasonality 4
Method Rank RMSE

Damped Trend Seasonal Multiplicative Best 26.46

Method Theil's U

Damped Trend Seasonal Multiplicative 0.3260

Method Parameter Value

Damped Trend Seasonal Multiplicative Alpha 0.9515

Beta 0.1224
Gamma 0.0010
Phi 0.9990
 Alegerea celei mai bune metode
Method Rank RMSE
Damped Trend Seasonal Multiplicative Best 26.46
Holt-Winters' Multiplicative 2nd 26.46
Seasonal Multiplicative 3rd 29.83

Method Theil's U
Damped Trend Seasonal Multiplicative 0.3260
Holt-Winters' Multiplicative 0.3271
Seasonal Multiplicative 0.3720
Method Parameter Value
Damped Trend Seasonal Multiplicative Alpha 0.9515
Beta 0.1224
Gamma 0.0010
Phi 0.9990
Holt-Winters' Multiplicative Alpha 0.9644
Beta 0.1129
Gamma 0.0010
Seasonal Multiplicative Alpha 0.9990
Gamma 0.0010