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    WIP 3 - Stationary Hanke

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    pradyumna bhandiwad
    This document contains a table with 76 rows of actual Atron readings and forecast values along with error metrics. It compares the performance of different forecasting models on this time series data, including no forecast (NF1), simple moving averages (MA(3) and MA(12)), exponential smoothing with different alpha values (α=0.5, 0.9, 0.1, 0.044), regression with simple exponential smoothing (R(SES)), SPSS simple exponential smoothing (SPSS(SES)), and ARIMA(1,0,0). The best performing model was ARIMA(1,0,0) with a MAPE of 12% and a lower bound of 0.508.

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    WIP 3 - Stationary Hanke

    Uploaded by

    pradyumna bhandiwad
    6 views9 pages
    This document contains a table with 76 rows of actual Atron readings and forecast values along with error metrics. It compares the performance of different forecasting models on this time series data, including no forecast (NF1), simple moving averages (MA(3) and MA(12)), exponential smoothing with different alpha values (α=0.5, 0.9, 0.1, 0.044), regression with simple exponential smoothing (R(SES)), SPSS simple exponential smoothing (SPSS(SES)), and ARIMA(1,0,0). The best performing model was ARIMA(1,0,0) with a MAPE of 12% and a lower bound of 0.508.

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    Time Series Decomposition - AirPass

    Original Title

    WIP 3_Stationary Hanke (1)

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    This document contains a table with 76 rows of actual Atron readings and forecast values along with error metrics. It compares the performance of different forecasting models on this time series data, including no forecast (NF1), simple moving averages (MA(3) and MA(12)), exponential smoothing with different alpha values (α=0.5, 0.9, 0.1, 0.044), regression with simple exponential smoothing (R(SES)), SPSS simple exponential smoothing (SPSS(SES)), and ARIMA(1,0,0). The best performing model was ARIMA(1,0,0) with a MAPE of 12% and a lower bound of 0.508.

    Copyright:

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

    WIP 3 - Stationary Hanke

    Uploaded by

    pradyumna bhandiwad
    This document contains a table with 76 rows of actual Atron readings and forecast values along with error metrics. It compares the performance of different forecasting models on this time series data, including no forecast (NF1), simple moving averages (MA(3) and MA(12)), exponential smoothing with different alpha values (α=0.5, 0.9, 0.1, 0.044), regression with simple exponential smoothing (R(SES)), SPSS simple exponential smoothing (SPSS(SES)), and ARIMA(1,0,0). The best performing model was ARIMA(1,0,0) with a MAPE of 12% and a lower bound of 0.508.

    Copyright:

    © All Rights Reserved
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    Download as xlsx, pdf, or txt
    of 9

    No Atron readings Forecast Error Abs Err Sqr Err APE α

    1 60.00 60
    2 81.00 60.0
    3 72.00 60.9
    4 78.00 61.4
    5 61.50 62.2
    6 78.00 62.1
    7 57.00 62.8
    8 84.00 62.6
    9 72.00 63.5
    10 67.50 63.9
    11 99.00 64.1
    12 25.50 65.6
    13 93.00 63.8
    14 75.00 65.1
    15 57.00 65.6
    16 88.50 65.2
    17 76.50 66.2
    18 82.50 66.7
    19 72.00 67.4
    20 76.50 67.6
    21 75.00 74.70328 0.30 0.296725 0.09 0%
    22 78.00 75.49935 2.50 2.500652 6.25 3%
    23 66.00 73.9072 -7.91 7.907203 62.52 12%
    24 97.50 80.27579 17.22 17.22421 296.67 18%
    25 60.00 63.55826 -3.56 3.558255 12.66 6%
    26 97.50 83.46008 14.04 14.03992 197.12 14%
    27 61.50 63.55826 -2.06 2.058255 4.24 3%
    28 96.00 82.664 13.34 13.336 177.85 14%
    29 79.50 64.35433 15.15 15.14567 229.39 19%
    30 72.00 73.11113 -1.11 1.11113 1.23 2%
    31 79.50 77.09149 2.41 2.408506 5.80 3%
    32 64.50 73.11113 -8.61 8.61113 74.15 13%
    33 99.00 81.07186 17.93 17.92814 321.42 18%
    34 72.00 62.76218 9.24 9.237818 85.34 13%
    35 78.00 77.09149 0.91 0.908506 0.83 1%
    36 63.00 73.9072 -10.91 10.9072 118.97 17%
    37 66.00 81.86793 -15.87 15.86793 251.79 24%
    38 84.00 80.27579 3.72 3.724215 13.87 4%
    39 66.00 70.72291 -4.72 4.722911 22.31 7%
    40 87.00 80.27579 6.72 6.724215 45.22 8%
    41 61.50 69.13077 -7.63 7.630765 58.23 12%
    42 81.00 82.664 -1.66 1.664004 2.77 2%
    43 76.50 72.31506 4.18 4.184943 17.51 5%
    44 84.00 74.70328 9.30 9.296725 86.43 11%
    45 57.00 70.72291 -13.72 13.72291 188.32 24%
    46 84.00 85.05222 -1.05 1.052223 1.11 1%
    47 73.50 70.72291 2.78 2.777089 7.71 4%
    48 78.00 76.29542 1.70 1.704579 2.91 2%
    49 49.50 73.9072 -24.41 24.4072 595.71 49%
    50 78.00 89.03259 -11.03 11.03259 121.72 14%
    51 88.50 73.9072 14.59 14.5928 212.95 16%
    52 51.00 68.33469 -17.33 17.33469 300.49 34%
    53 85.50 88.23651 -2.74 2.736514 7.49 3%
    54 58.50 69.92684 -11.43 11.42684 130.57 20%
    55 90.00 84.25615 5.74 5.74385 32.99 6%
    56 60.00 67.53862 -7.54 7.53862 56.83 13%
    57 78.00 83.46008 -5.46 5.460077 29.81 7%
    58 66.00 73.9072 -7.91 7.907203 62.52 12%
    59 97.50 80.27579 17.22 17.22421 296.67 18%
    60 64.50 63.55826 0.94 0.941745 0.89 1%
    61 72.00 81.07186 -9.07 9.071858 82.30 13%
    62 66.00 77.09149 -11.09 11.09149 123.02 17%
    63 73.50 80.27579 -6.78 6.775785 45.91 9%
    64 66.00 76.29542 -10.30 10.29542 106.00 16%
    65 73.50 80.27579 -6.78 6.775785 45.91 9%
    66 103.50 76.29542 27.20 27.20458 740.09 26%
    67 60.00 60.37396 -0.37 0.373964 0.14 1%
    68 81.00 83.46008 -2.46 2.460077 6.05 3%
    69 87.00 72.31506 14.68 14.68494 215.65 17%
    70 73.50 69.13077 4.37 4.369235 19.09 6%
    71 90.00 76.29542 13.70 13.70458 187.82 15%
    72 78.00 67.53862 10.46 10.46138 109.44 13%
    73 87.00 73.9072 13.09 13.0928 171.42 15%
    74 99.00 69.13077 29.87 29.86923 892.17 30%
    75 72.00 62.76218 9.24 9.237818 85.34 13%

    ME MAE MSE MAPE


    76 80.88 1.26 9.02 126.76 12%
    77 80.88 RMSE
    11.26
    0.044498
    Chart Title
    110.00

    100.00

    90.00

    80.00

    70.00

    60.00

    50.00

    40.00
    21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65

    Actual Forecast
    4 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75
    No Atron readings Forecast
    1 60 60

    2 81 60.0

    3 72 70.5
    4 78 71.3
    5 61.5 74.6
    6 78 68.1
    7 57 73.0
    8 84 65.0
    9 72 74.5
    10 67.5 73.3
    11 99 70.4
    12 25.5 84.7
    13 93 55.1
    14 75 74.0
    15 57 74.5
    16 88.5 65.8
    17 76.5 77.1
    18 82.5 76.8
    19 72 79.7
    20 76.5 75.8
    21 75 76.2
    22 78 75.6
    23 66 76.8
    24 97.5 71.4
    25 60 84.4
    26 97.5 72.2
    27 61.5 84.9
    28 96 73.2
    29 79.5 84.6
    30 72 82.0
    31 79.5 77.0
    32 64.5 78.3
    33 99 71.4
    34 72 85.2
    35 78 78.6
    36 63 78.3
    37 66 70.6
    38 84 68.3
    39 66 76.2
    40 87 71.1
    41 61.5 79.0
    42 81 70.3
    43 76.5 75.6
    44 84 76.1
    45 57 80.0
    46 84 68.5
    47 73.5 76.3
    48 78 74.9
    49 49.5 76.4
    50 78 63.0
    51 88.5 70.5
    52 51 79.5
    53 85.5 65.2
    54 58.5 75.4
    55 90 66.9
    56 60 78.5
    57 78 69.2
    58 66 73.6
    59 97.5 69.8
    60 64.5 83.7
    61 72 74.1
    62 66 73.0
    63 73.5 69.5
    64 66 71.5
    65 73.5 68.8
    66 103.5 71.1
    67 60 87.3
    68 81 73.7
    69 87 77.3
    70 73.5 82.2
    71 90 77.8
    72 78 83.9
    73 87 81.0
    74 99 84.0
    75 72 91.5
    α 0.5

    F1=Y1
    Ft+1 = α*Yt + (1-α) Ft
    Model MAPE LB
    NF1 26%
    MA(3) 17%
    MA(12) 15%
    α=0.5 19%
    α=0.9 24%
    α=0.1 15%
    α=0.044 14%
    R(SES) 14% 3.73E-06
    SPSS(SES) 14% 0
    ARIMA(1,0,0) 12% 0.508

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