(W-3-2) SI-5101 Forecasting (2021)

FAKULTAS TEKNIK SIPIL DAN LINGKUNGAN
SI-5101
Engineering Analysis
Forecasting
BIEMO W. SOEMARDI
b.soemardi@itb.ac.id
24/08/2021 SI-5101 ANALISIS REKAYASA – Ir. Biemo W. Soemardi Ph.D 1

Review Forecast
01 Concept
Scatter Diagram
02
Agenda and Time Series
Measures of Forecast
Forecasting 03 Accuracy
Time Series
04 Forecasting Models
Monitoring and
05 Controlling Forecast
2
01
Review
Forecast
Concept
Principles of Forecasting
• Perfection is rare. There’ll be some error
• Forecast for grouped data is better (more accurate)
than for individual items
• Shorter-term forecasting is better than longer time
periods

Forecasting
• the process of making predictions of the future based on past and present data
and analysis of trends
• Quantitative forecasting models

are used to forecast future data
as a function of past data.
Mathematical models
• Qualitative forecasting techniques are used when past data are not available.
These techniques are subjective, based on the opinion and judgment of
consumers, experts. Educated guess
Principles of Forecasting
QUANTITATIVE QUALITATIVE
Based on human judgment,

Mathematical modeling;
Characteristics subjective; non-
quantitative
mathematical
Consistent and objective; able
Adaptable for latest
Strengths to accommodate large data at
changes in environment
one time
Data often quantifiable
Weaknesses unavailable, thus reduce Bias due to subjectivity
accuracy
Forecasting
Models
Forecasting Techniques
Qualitative Causal
Models Time-Series Methods
Methods
Delphi Moving
Methods Average Regression Analysis
Jury of Executive Multiple

Opinion Exponential Smoothing
Regression
Sales Force Trend

Composite Projections
Consumer
Decomposition Figure 5.1
Market Survey
Time – Series
Models
• Time-series models attempt to predict the future based on the past
• Common time-series models are
• Moving average
• Exponential smoothing
• Trend projections
• Decomposition
• Regression analysis is used in trend projections and one type of

decomposition model

Causal
Models
• Causal models use variables or factors that might influence the
quantity being forecasted
• The objective is to build a model with the best statistical
relationship between the variable being forecast and the
independent variables
• Regression analysis is the most common technique used in causal
modeling

Qualitative
Models
• Incorporate judgmental or subjective factors
• Useful when subjective factors are thought to be important or
when accurate quantitative data is difficult to obtain
• Common qualitative techniques are
— Delphi method
— Jury of executive opinion
— Sales force composite
— Consumer market surveys

Qualitative
Models
• Delphi Method – an iterative group process where (possibly
geographically dispersed) respondents provide input to decision
makers
• Jury of Executive Opinion – collects opinions of a small group of
high-level managers, possibly using statistical models for analysis
• Sales Force Composite – individual salespersons estimate the sales
in their region and the data is compiled at a district or national
level
• Consumer Market Survey – input is solicited from customers or
potential customers regarding their purchasing plans
02
Scatter Diagram
and Time Series
Scatter
Diagram
Scatter diagrams are helpful when forecasting time-series data because they depict
the relationship between variables.
450
400
350
Annual Sales
300 Televisions
250
200
150
100
50
0
0 2 4 6 8 10 12
Time (Years)

Scatter
Diagram
Wacker Distributors wants to forecast sales for three different products
YEAR TELEVISION SETS RADIOS CD PLAYERS
1 250 300 110

2 250 310 100
3 250 320 120
4 250 330 140
5 250 340 170
6 250 350 150
7 250 360 160
8 250 370 190
9 250 380 200
10 250 390 190
Scatter
Diagram
(a)
330 – ▪ Sales appear to be constant over time
Annual Sales of Televisions
250 – ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ Sales = 250

200 – ▪ A good estimate of sales in year 11 is
150 – 250 televisions
100 –
50 –
| | | | | | | | | |
0 1 2 3 4 5 6 7 8 9 10
Time (Years)
Figure 5.2

Scatter
Diagram
(b)
420 –
▪ Sales appear to be increasing at a constant
400 –
rate of 10 radios per year
380 – ⚫
Annual Sales of Radios
⚫
360 –
⚫
⚫ Sales = 290 + 10(Year)
340 – ⚫
⚫ ▪ A reasonable estimate of sales in year 11 is
320 – ⚫
⚫
300 – ⚫
⚫ 400 televisions
280 –
| | | | | | | | | |
0 1 2 3 4 5 6 7 8 9 10
Time (Years)
Figure 5.2
Scatter
Diagram
▪ This trend line may not be perfectly accurate
(c)
200 –
because of variation from year to year
⚫ ⚫
Annual Sales of CD Players
180 – ⚫ ▪ Sales appear to be increasing

160 – ⚫ ▪ A forecast would probably be a larger figure
⚫
140 – ⚫ each year
⚫
120 –
⚫
⚫
100 – ⚫
| | | | | | | | | |
0 1 2 3 4 5 6 7 8 9 10
Time (Years)
Figure 5.2
03
Measures of
Forecast Accuracy
Measures of
Forecast Accuracy
• We compare forecasted values with actual values to see how
well one model works or to compare models
Forecast error = Actual value – Forecast value
One measure of accuracy is the mean absolute deviation (MAD)
MAD =
 forecast error
n

Measures of Forecast Accuracy
• Using a naïve forecasting model
ACTUAL ABSOLUTE VALUE OF
FORECAST
YEAR SALES OF CD ERRORS (DEVIATION),
SALES
Table 5.2 PLAYERS (ACTUAL – FORECAST)
1 110 — —
2 100 110 |100 – 110| = 10
3 120 100 |120 – 110| = 20
4 140 120 |140 – 120| = 20 MAD =  forecast error
5 170 140 |170 – 140| = 30 n
6 150 170 |150 – 170| = 20
7 160 150 |160 – 150| = 10
8 190 160 |190 – 160| = 30
9 200 190 |200 – 190| = 10
10 190 200 |190 – 200| = 10
11 — 190 —
Sum of |errors| = 160
MAD = 160/9 = 17.8

• There are other popular measures of forecast accuracy
• The mean squared error
MSE =
 ( error ) 2
n
• The mean absolute percent error
error
 actual
MAPE = 100%
n
• And bias is the average error and tells whether the forecast tends to be too
high or too low and by how much. Thus, it can be negative or positive.

measure formula
overall forecast error MSE = MAD =  2 forecast error

MAD ( error )
n n
MSE ◼ The mean absolute percent

forecast accuracy
MSE =
error  ( error ) 2
n
error
MAPE forecast accuracy (in %)
 actual
MAPE = 100%
n
how well forecast in RSFE

TS TS =
predicting actual values MAD

Actual CD
Year Forecast Sales |Actual -Forecast|
Sales
1 110
2 100 110 10
3 120 100 20
4 140 120 20
5 170 140 30
6 150 170 20
7 160 150 10
8 190 160 30
9 200 190 10
10 190 200 10
11 190
Sum of |errors| 160
MAD 17.8
Hospital Days Forecast
Error Example
Month Forecast Actual
• Ms. Smith forecasted total
hospital inpatient days last year. JAN 250 243
Now that the actual data are FEB 320 315
known, she is reevaluating her MAR 275 286
forecasting model. APR 260 256
• Compute the MAD, MSE, and MAY 250 241
MAPE for her forecast. JUN 275 298
JUL 300 292
AUG 325 333
SEP 320 326
OCT 350 378
NOV 365 382
DEC 380 396
Hospital Days Forecast Error Example
Forecast Actual |error| error2 |error/actual|
JAN 250 243 7 49 0.03
FEB 320 315 5 25 0.02
MAR 275 286 11 121 0.04
APR 260 256 4 16 0.02
MAY 250 241 9 81 0.04
JUN 275 298 23 529 0.08
JUL 300 292 8 64 0.03
AUG 325 333 8 64 0.02
SEP 320 326 6 36 0.02
OCT 350 378 28 784 0.07
NOV 365 382 17 289 0.04
DEC 380 396 16 256 0.04
MAPE=
MAD= MSE=
AVERAGE .0381*100 =
11.83 192.83
3.81

04
Time – Series
Forecasting Models
Time-Series Forecasting
Models
• A time series is a sequence of evenly spaced events (weekly,
monthly, quarterly, etc.)
• Time-series forecasts predict the future based solely of the past
values of the variable
• Other variables, no matter how potentially valuable, are ignored

Decomposition of a
Time-Series
A time series typically has four components
1. Trend (T) is the gradual upward or downward movement of the
data over time
2. Seasonality (S) is a pattern of demand fluctuations above or below
trend line that repeats at regular intervals
3. Cycles (C) are patterns in annual data that occur every several
years
4. Random variations (R) are “blips” in the data caused by chance
and unusual situations

Moving Averages
• Moving averages can be used when demand is relatively steady
over time
• The next forecast is the average of the most recent n data values
from the time series
• The most recent period of data is added and the oldest is dropped
• This methods tends to smooth out short-term irregularities in the data
series
Sum of demands in previous 𝒏 periods
Moving average forecast =
𝒏

Moving Averages
• Mathematically
Yt + Yt −1 + ... + Yt − n+1
Ft +1 =
n
where
Ft +1 = forecast for time period t + 1
Yt = actual value in time period t
n = number of periods to average

Wallace Garden Supply
Example Table 5.3
MONTH ACTUAL SHED SALES THREE-MONTH MOVING AVERAGE
▪ Wallace Garden Supply January 10
wants to forecast February 12
demand for its Storage March 13
Shed April 16
(10 + 12 + 13)/3 = 11.67
▪ They have collected May 19
(12 + 13 + 16)/3 = 13.67
data for the past year; (13 + 16 + 19)/3 = 16.00
June 23
using a three-month (16 + 19 + 23)/3 = 19.33
moving average to July 26 (19 + 23 + 26)/3 = 22.67
forecast demand August 30 (23 + 26 + 30)/3 = 26.33
(n = 3) September 28 (26 + 30 + 28)/3 = 28.00
(30 + 28 + 18)/3 = 25.33
October 18
(28 + 18 + 16)/3 = 20.67
November 16
(18 + 16 + 14)/3 = 16.00
December 14
January —

Weighted
Moving Averages
▪ Weighted moving averages use weights to put more emphasis on recent
periods
▪ Often used when a trend or other pattern is emerging
Ft +1 =
 ( Weight in period i )( Actual value in period)
 ( Weights )
▪ Mathematically
w1Yt + w2Yt −1 + ... + w nYt − n +1
Ft +1 =
w1 + w2 + ... + w n
where
wi = weight for the ith observation

Weighted
Moving Averages
▪ Both simple and weighted averages are effective in smoothing out
fluctuations in the demand pattern in order to provide stable estimates
▪ Problems
▪ Increasing the size of n smoothness out fluctuations better, but
makes the method less sensitive to real changes in the data
▪ Moving averages can not pick up trends very well – they will always
stay within past levels and not predict a change to a higher or lower
level

Example
• Wallace Garden Supply decides to try a weighted moving average
model to forecast demand for its Storage Shed
• They decide on the following weighting scheme
WEIGHTS APPLIED PERIOD

3 Last month
2 Two months ago
1 Three months ago
3 x Sales last month + 2 x Sales two months ago + 1 X Sales three months ago
6
Sum of the weights

Example
Table 5.4
THREE-MONTH WEIGHTED
MONTH ACTUAL SHED SALES
MOVING AVERAGE
January 10
February 12
March 13
April 16 [(3 X 13) + (2 X 12) + (10)]/6 = 12.17
May 19 [(3 X 16) + (2 X 13) + (12)]/6 = 14.33
June 23 [(3 X 19) + (2 X 16) + (13)]/6 = 17.00
July 26 [(3 X 23) + (2 X 19) + (16)]/6 = 20.50
August 30 [(3 X 26) + (2 X 23) + (19)]/6 = 23.83
September 28 [(3 X 30) + (2 X 26) + (23)]/6 = 27.50
October 18 [(3 X 28) + (2 X 30) + (26)]/6 = 28.33
November 16 [(3 X 18) + (2 X 28) + (30)]/6 = 23.33
December 14 [(3 X 16) + (2 X 18) + (28)]/6 = 18.67
January — [(3 X 14) + (2 X 16) + (18)]/6 = 15.33

Exponential Smoothing
• Exponential smoothing is easy to use and requires little record keeping of data
• It is a type of moving average
New forecast = Last period’s forecast +  (Last period’s actual demand - Last period’s forecast)
Where  is a weight (or smoothing constant) with a value between 0 and 1 inclusive
A larger  gives more importance to recent data while a smaller value gives more
importance to past data

• Mathematically
Ft +1 = Ft +  (Yt − Ft )
where
Ft+1 = new forecast (for time period t + 1)
Ft = pervious forecast (for time period t)
 = smoothing constant (0 ≤  ≤ 1)
Yt = pervious period’s actual demand

Example
• In January, February’s demand for a certain car model was predicted to be 142
• Actual February demand was 153 autos
• Using a smoothing constant of  = 0.20, what is the forecast for March?
New forecast (for March demand) = 142 + 0.2(153 – 142)

= 144.2 or 144 autos
• If actual demand in March was 136 autos, the April forecast would be
New forecast (for April demand) = 144.2 + 0.2(136 – 144.2)

= 142.6 or 143 autos

Selecting the Smoothing
Constant
▪ Selecting the appropriate value for  is key to obtaining a good
forecast
▪ The objective is always to generate an accurate forecast
▪ The general approach is to develop trial forecasts with different
values of  and select the  that results in the lowest MAD

Port of Baltimore
Example
▪ Exponential smoothing forecast for two values of 
ACTUAL
TONNAGE FORECAST FORECAST
QUARTER UNLOADED USING  =0.10 USING  =0.50
1 180 175 175
2 168 175.5 = 175.00 + 0.10(180 – 175) 177.5
3 159 174.75 = 175.50 + 0.10(168 – 175.50) 172.75
4 175 173.18 = 174.75 + 0.10(159 – 174.75) 165.88
5 190 173.36 = 173.18 + 0.10(175 – 173.18) 170.44
6 205 175.02 = 173.36 + 0.10(190 – 173.36) 180.22
7 180 178.02 = 175.02 + 0.10(205 – 175.02) 192.61
8 182 178.22 = 178.02 + 0.10(180 – 178.02) 186.30
9 ? 178.60 = 178.22 + 0.10(182 – 178.22) 184.15

Selecting the Best Value
of 
ACTUAL ABSOLUTE ABSOLUTE
Table 5.6 TONNAGE FORECAST DEVIATIONS FORECAST DEVIATIONS
QUARTER UNLOADED WITH  = 0.10 FOR  = 0.10 WITH  = 0.50 FOR  = 0.50
1 180 175 5….. 175 5….
2 168 175.5 7.5.. 177.5 9.5..
3 159 174.75 15.75 172.75 13.75
4 175 173.18 1.82 165.88 9.12
5 190 173.36 16.64 170.44 19.56
6 205 175.02 29.98 180.22 24.78
7 180 178.02 1.98 192.61 12.61
8 182 178.22 3.78 186.30 4.3..
Sum of absolute deviations 82.45 98.63
Σ|deviations|
MAD = = 10.31 MAD = 12.33
n
Best choice
with Trend Adjustment
• Like all averaging techniques, exponential smoothing does not
respond to trends
• A more complex model can be used that adjusts for trends
• The basic approach is to develop an exponential smoothing
forecast then adjust it for the trend
Forecast including trend (FITt) = New forecast (Ft) + Trend correction (Tt)
FITt+1 = FITt + α (Yt – FITt) + Tt + β(Ft+1 – FITt)

with Trend Adjustment
• The equation for the trend correction uses a new smoothing constant 
• Tt is computed by
Tt +1 = (1 −  )Tt +  ( Ft +1 − Ft )
where
Tt+1 = smoothed trend for period t + 1
Tt = smoothed trend for preceding period
 = trend smooth constant that we select
Ft+1 = simple exponential smoothed forecast for period t + 1
Ft = forecast for pervious period
Selecting a Smoothing
Constant
▪ As with exponential smoothing, a high value of  makes the forecast
more responsive to changes in trend
▪ A low value of  gives less weight to the recent trend and tends to smooth
out the trend
▪ Values are generally selected using a trial-and-error approach based on
the value of the MAD for different values of 
▪ Simple exponential smoothing is often referred to as first-order smoothing
▪ Trend-adjusted smoothing is called second-order, double smoothing, or
Holt’s method

Trend Projection
• Trend projection fits a trend line to a series of historical data points
• The line is projected into the future for medium- to long-range
forecasts
• Several trend equations can be developed based on exponential or
quadratic models
• The simplest is a linear model developed using regression analysis

Trend Projection
▪ Trend projections are used to forecast time-series data that exhibit
a linear trend.
▪ A trend line is simply a linear regression equation in which the
independent variable (X) is the time period
▪ Least squares may be used to determine a trend projection for future
forecasts.
— Least squares determines the trend line forecast by minimizing the
mean squared error between the trend line forecasts and the actual
observed values.
▪ The independent variable is the time period, and the dependent
variable is the actual observed value in the time series.
Trend Projection
▪ The mathematical form is
Yˆ = b0 + b1 X
where
Ŷ = predicted value
b0 = intercept
b1 = slope of the line
X = time period (i.e., X = 1, 2, 3, …, n)

Trend Projection
Figure 5.4
Dist7 *
Value of Dependent Variable

Dist5 * Dist6
* Dist3 *
Dist4
Dist1 * Dist2
*
*
Time
Midwestern Manufacturing
Company Example
• Midwestern Manufacturing Company has experienced the following dem
and for its electrical generators over the period of 2001 – 2007
YEAR ELECTRICAL GENERATORS SOLD Table 5.7

2001 74
2002 79
2003 80
2004 90
2005 105
2006 142
2007 122

Company Example
• The forecast equation is
Yˆ = 56.71+ 10.54 X
• To project demand for 2008, we use the coding system

to define X = 8
(sales in 2008) = 56.71 + 10.54(8)
= 141.03, or 141 generators
• Likewise for X = 9
(sales in 2009) = 56.71 + 10.54(9)
= 151.57, or 152 generators
Company Example
Figure 5.5 160 –
150 – ⚫
140 – ⚫
Trend Line
130 –
Generator Demand Yˆ = 56.71+ 10.54 X
120 – ⚫
110 –
⚫
100 –
90 – ⚫
80 – ⚫ ⚫
70 – ⚫ Actual Demand Line
60 –
50 –
| | | | | | | | |
2001 2002 2003 2004 2005 2006 2007 2008 2009

Year
Seasonal Variations
• Recurring variations over time may indicate the need for seasonal
adjustments in the trend line
• A seasonal index indicates how a particular season compares with an
average season
• When no trend is present, the seasonal index can be found by
dividing the average value for a particular season by the average of
all the data

Seasonal Variations
Eichler Supplies sells telephone answering machines
Table 5.8 AVERAGE
SALES DEMAND
AVERAGE TWO- MONTHLY SEASONAL
MONTH YEAR 1 YEAR 2 YEAR DEMAND DEMAND INDEX
January 80 100 90 94 0.957
February 85 75 80 94 0.851
March 80 90 85 94 0.904
April 110 90 100 94 1.064
May 115 131 123 94 1.309
June 120 110 115 94 1.223
July 100 110 105 94 1.117
August 110 90 100 94 1.064
September 85 95 90 94 0.957
October 75 85 80 94 0.851
November 85 75 80 94 0.851
December 80 80 80 94 0.851
Total average demand = 1,128
1,128 Average two-year demand
Average monthly demand = = 94 Seasonal index =
12 months Average monthly demand

Seasonal Variations
• The calculations for the seasonal indices are
1,200 1,200
Jan.  0.957 = 96 July  1.117 = 112
12 12
1,200 1,200
Feb.  0.851 = 85 Aug.  1.064 = 106
12 12
1,200 1,200
Mar.  0.904 = 90 Sept.  0.957 = 96
12 12
1,200 1,200
Apr.  1.064 = 106 Oct.  0.851 = 85
12 12
1,200 1,200
May  1.309 = 131 Nov.  0.851 = 85
12 12
1,200 1,200
June  1.223 = 122 Dec.  0.851 = 85
12 12
Regression with Trend and
Seasonal Components
• Multiple regression can be used to forecast both trend and seasonal components
in a time series
• One independent variable is time
• Dummy independent variables are used to represent the seasons
• The model is an additive decomposition model
Yˆ = a + b1 X 1 + b2 X 2 + b3 X 3 + b4 X 4
where
X1 = time period
X2 = 1 if quarter 2, 0 otherwise
Seasonal Components
▪ The resulting regression equation is
Yˆ = 104.1 + 2.3 X 1 + 15.7 X 2 + 38.7 X 3 + 30.1X 4
▪ Using the model to forecast sales for the first two quarters of next
year
Ŷ = 104.1 + 2.3(13) + 15.7(0) + 38.7(0) + 30.1(0) = 134
Ŷ = 104.1 + 2.3(14 ) + 15.7(1) + 38.7(0) + 30.1(0) = 152
▪ These are different from the results obtained using the multiplicative
decomposition method
▪ Use MAD and MSE to determine the best model

05
Monitoring and
Controlling
Forecast
Monitoring and Controlling
Forecast
▪ Tracking signals can be used to monitor the performance of a forecast
▪ Tacking signals are computed using the following equation
RSFE
Tracking signal =
MAD
where
RSFE = Σ(Forecast error) Running sum of forecast errors
MAD =  forecast error

n

Forecast
Figure 5.7 Signal Tripped
Upper Control Limit Tracking Signal
+
Acceptable R
0 MADs ange
–
Lower Control Limit
Time

Forecast
• Positive tracking signals indicate demand is greater than forecast
• Negative tracking signals indicate demand is less than forecast
• Some variation is expected, but a good forecast will have about as
much positive error as negative error
• Problems are indicated when the signal trips either the upper or lower
predetermined limits
• This indicates there has been an unacceptable amount of variation
• Limits should be reasonable and may vary from item to item

Seasonal Components
• How do you decide on the upper and lower limits?
• Too small a value will trip the signal too often and too large will cause a
bad forecast
• Plossl & Wight – use maximums of ±4 MADs for high volume stock items and ±8
MADs for lower volume items
• One MAD is equivalent to approximately 0.8 standard deviation so that
±4 MADs =3.2 s.d.
• For a forecast to be “in control”, 89% of the errors are expected to fall within ±2
MADs, 98% with ±3 MADs or 99.9% within ±4 MADs, whenever the errors are
approximately normally distributed

Seasonal Components

Time Series of Historical
Data
Trend, Random, and irregular variations

Data
Cyclical,

Data
Seasonal,

Data
Forecast by averaging

Qualitative Model
TYPE CHARACTERISTICS STRENGTHS WEAKNESSES
Seeks to develop
Delphi consensus amongst experts
Good for long-term Time consuming
Good for determining Problem in

Marker Uses surveys and
consumers’ developing good
research interviews to consumers
preferences questionnaire
Executive Group managers to Good for strategic Domination of

opinion forecast planning single person

Decomposition of a
Time-Series
Demand for Product or Service

Figure 5.3 Trend Component
Seasonal Peaks
Actual Demand
Line
Average Demand
over 4 Years
| | | |
Year Year Year Year
1 2 3 4
Time

Smoothing

Decomposition of a
Time-Series
• There are two general forms of time-series models
• The multiplicative model
Demand = T x S x C x R
• The additive model

• Demand = T + S + C + R
• Models may be combinations of these two forms

• Forecasters often assume errors are normally distributed with a
mean of zero
Time-Series Model
DEMAND

Tracking the Accuracy
of Forecast
Period Actual, Forecast Error, Ei RSFE, Cum Absolute Cum. Abs.
MAD TS
(n) (Ai) (Fi) = Ai – Fi Ei Error, Abs Ei Error
(1) (2) (3) (4)=(2)-(3) (5)=Cum(4) (6)=Abs(4) (7)=Cum(6) (8)=(7)/(1) (9)=(5)/(8)
UCL = +4.0
Tracking Signal
Value of
CL
LCL = -4.0
Period
Tracking Error in
Forecasting
• e = At - Ft
• eave =
• MSE = e2 =
UCL = + 3 MSE 0.5

e
eave
Value of
LCL = - 3 MSE 0.5

Period

Associative Forecast
• Causal Forecasting Method
• Attempt to estimate demand from other variables by means of associating demand to that
variables
• Attempt to find the cause-and-effect model between demand and (predictor) variables
• Associative Forecast Models
• Linear regression
n(Sxy) – (Sx)(Sy) Sy – bSx)
yc = a + bx b= a=
n(Sx2) – (Sx)2 n
n(Sxy) – (Sx)(Sy)
Correlation, r = [n(Sx2) – (Sx)2]0.5 . [n(Sy2) – (Sy)2]0.5
• Non-linear regression
• Multivariate Regression
Demand Management &
Capacity Planning
exercise
• Suatu organisasi (perusahaan) yang bergerak dalam usaha pelayanan pelayaran
penyeberangan yang melayani rute pulau Bali dan pulau Lombok tengah
menyusun rencana kapasitas. Sasaran kegiatan penyusunan ini adalah adanya
suatu gambaran tentang berapa jumlah kapal ferry yang harus disediakan oleh
perusahaan tersebut, dan bagaimana cara menanggulangi permintaan akan
jasa penyeberangan
• Satu ferry dapat melayani penumpang sejumlah 300 orang dan barang
seberat 160 ton dalam satu perjalanan dari Benoa ke Lombok dan
demikian pula sebaliknya. Perusahaan tersebut mempunyai 4 buah ferry
dengan kapasitas yang sama, yang masing-masing dioperasikan sebanyak
6 trip / hari pulang pergi (6 kali Benoa – Lombok dan 6 kali Lombok – Benoa).
Sebuah ferry dicadangkan bila diperlukan untuk mengatasi kondisi darurat
Demand Management &
Capacity Planning exercise
• Dari data yang diperoleh hasil pengamatan pergerakan penumpang dan barang di
pelabuhan selama 2 minggu terakhir, diperoleh catatan sebagai berikut:
Hari Penumpang Barang Hari Penumpang Barang

(ke) (total) (tot.Ton) (ke) (total) (tot.Ton)
1 3,500 3,000 8 3,400 3,XX0 XX = dua digit terahir NIM saudara
2 3,XX0 3,000 9 3,450 3,890

3 3,740 2,500 10 4,XX0 3,210
4 4,000 2,XX0 11 4,120 4,000
5 3,200 2,600 12 3,220 3,310
6 3,XX0 4,200 13 3,200 3,300
7 3,600 3,100 14 2,800 3,XX0
Demand Management &
• Data arus penumpang dan barang pada tabel di atas adalah jumlah total yang
dari ke dua arah (Benoa – Lombok & Lombok – Benoa)
• Dengan menggunakan teknik Moving Average (MA), buat perkiraan demand
dari data di atas mulai setelah hari ke tiga, dan hitung Mean Actual Demand
(MAD) dan Mean Square Error (MSE) dari forecasting Saudara tersebut.
• Plotkan hasil perkiraan dan kenyataan demand tersebut dalam suatu grafik
Tracking Signal (TS) dan berikan komentar.
• Berikan penjelasan strategi apa yang akan Saudara terapkan untuk
menghadapi situasi seperti ini. Sebagai pertimbangan, di wilayah usaha
Saudara terdapat sebuah usaha pesaing dengan sebuah ferry dengan kapasitas
yang sama

Demand Management &
Jika data jumlah penumpang dan barang

mempunyai derajat kebenaran masing-
masing 95% dan 90%, bagaimana pendapat
Saudara tentang forecast tersebut dan
apakah strategi yang diambil akan
berubah?
Tugas dikumpulkan paling lambat Senin, 6 September 2021, pukul 08:00 di

b.soemardi@gmail.com atau b.soemardi@itb.ac.id
Notes on
Forecasting
• Objective
• MVA = period of moving
• Conversion person to load
• Proportion of load

• Kerjakan, kumpulkan sebelum pukul 09:00
Bagaimana pengaruhnya jika diketahui bahwa

kapasitas angkut aman total sebuah ferry adalah
165 ton

End Note

(W-3-2) SI-5101 Forecasting (2021)

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FAKULTAS TEKNIK SIPIL DAN LINGKUNGAN

24/08/2021 SI-5101 ANALISIS REKAYASA – Ir. Biemo W. Soemardi Ph.D 1

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• Quantitative forecasting models

Based on human judgment,

Jury of Executive Multiple

Sales Force Trend

• Regression analysis is used in trend projections and one type of

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YEAR TELEVISION SETS RADIOS CD PLAYERS

1 250 300 110

250 – ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ ⚫ Sales = 250

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180 – ⚫ ▪ Sales appear to be increasing

Forecast error = Actual value – Forecast value

One measure of accuracy is the mean absolute deviation (MAD)

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overall forecast error MSE = MAD =  2 forecast error

MSE ◼ The mean absolute percent

how well forecast in RSFE

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WEIGHTS APPLIED PERIOD

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New forecast (for March demand) = 142 + 0.2(153 – 142)

New forecast (for April demand) = 144.2 + 0.2(136 – 144.2)

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FITt+1 = FITt + α (Yt – FITt) + Tt + β(Ft+1 – FITt)

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Value of Dependent Variable

YEAR ELECTRICAL GENERATORS SOLD Table 5.7

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• To project demand for 2008, we use the coding system

2001 2002 2003 2004 2005 2006 2007 2008 2009

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Ŷ = 104.1 + 2.3(14 ) + 15.7(1) + 38.7(0) + 30.1(0) = 152

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MAD =  forecast error

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