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 1000
= 250
4

1100
= 275
4

200 275 × 0.8 = 220

= 0.8
250
350 275 × 1.4 = 385
= 1.4
250
300 275 × 1.2 = 330
= 1.2
250
150 275 × 0.6 = 165
= 0.6
250
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▪
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▪
▪
▪
𝑖 , 𝑖 = 1,2, … , 𝑡 𝐹 𝑡 + 𝜏 , 𝜏 = 1,2, …

𝐹 𝑡+𝜏
▪

▪
▪
▪
 σ𝑛𝑖=1 𝐴𝑡−𝑖
𝑓 𝑡 + 𝜏 = 𝐹𝑡 =
𝑛
800 + 1400 + 1000
3

800 + 1400 + 1000 + 1500 + 1500 + 1300 + 1800 + 1700 + 1300

9

n=3
n=9
▪

▪
▪
▪
▪
 𝐹𝑡 = 𝑤1 𝐴𝑡−1 + 𝑤2 𝐴𝑡−2 𝑤𝑛 𝐴𝑡−𝑛

𝑤1
𝑤2
𝑤𝑛
𝑛
 𝟗𝟕. 𝟓

𝐹5 = 0.40 × 95 + 0.30 × 105 0.20 × 90 0.10 × 100

= 38 + 31.5 + 18 + 10

= 𝟗𝟕. 𝟓 𝑛

෍ 𝑤𝑖 = 1
𝑖=1
▪

a
𝐹 𝑡 = 𝐹𝑡 = 𝐹𝑡−1 + 𝛼(𝐴𝑡−1 − 𝐹𝑡−1 )
 10.40 + 0.2(12 − 10.40)
α=0.2
α=0.2 α=0.6
α=0.6
11.20 + 0.6(12 − 11.20)

α=0.2
α=0.6
 𝐹𝑡 = 𝛼𝐴𝑡 + 1 − 𝛼 [𝐹𝑡−1 + 𝑇𝑡−1 ]
𝑇𝑡 = 𝛽 𝐹𝑡 − 𝐹𝑡−1 + (1 − 𝛽)𝑇𝑡−1

𝐹𝐼𝑇𝑡+1 = 𝐹𝑡 + 𝑇𝑡
𝐹𝑡
𝑇𝑡
𝐹𝐼𝑇𝑡
𝐹𝐼𝑇𝑡−1
𝐴𝑡−1
𝛼
𝛽
α β α β
10.00 0.00
10.60 0.30 10.00
11.23 0.46 10.90
11,49 0.36 11.70
12.79 0.83 11.85
13.74 0.89 13.63
15.64 1.40 14.63
18.52 2.14 17.04
19.87 1.74 20.66
23.52 2.70 21.61
28.26 3.72 26.22
31.68 3.57 31.97
33.98 2.93 35.25
36.94 2.95 36.91
39.92 2.96 39.88
39.92 1.48 42.88
43.98 2.77 41.40 α=0.2, β=0.2
46.23 2.51 46.75
50.61 3.45 48.74 α=0.3, β=0.5
55.84 4.34 54.06
▪ α β
▪ α

▪ β

▪
α β
α=0.3 and α=0.5

α=0 and α=1?

α=0.3 and β=0.5

α and/or β to 0 or 1?
▪

▪
▪
▪
▪
▪
▪

෍ 𝑐𝑡 = 𝑁
 𝐴𝑡
𝐹𝑡 = 𝛼 + 1 − 𝛼 [𝐹𝑡−1 + 𝑇𝑡−1 ]
𝑐𝑡−𝑁

𝑇𝑡 = 𝛽 𝐹𝑡 − 𝐹𝑡−1 + (1 − 𝛽)𝑇𝑡−1

𝐴𝑡
𝑐𝑡 = 𝛾 + 1 − 𝛾 𝑐𝑡−𝑁
𝐹𝑡

𝐹𝑊𝑡+1 = (𝐹𝑡 +𝑇𝑡 )𝑐𝑡+1−𝑁

 α β γ

α, β, and/or γ to 0 or 1?
α β γ
 𝐴𝑖 𝐴𝑖
𝑐𝑖 = 𝑁 =
σ𝑡=1 𝐴𝑡 /𝑁 𝐹12

σ12
𝑡=1 𝐴𝑡
𝐹12 =
12
α=0.1, β=0.1, γ=0.1
α=0.1, β=0.1, γ=0.1
▪
▪

Car Repair Parts

~ f(weather/snow)

Promoted Item
~f(discount, placement, advertisements)
▪

𝑦ො = 𝑎 + 𝑏𝑥
𝑦ො
𝑎
𝑏
𝑥
 (σ 𝑥𝑦) − 𝑛𝑥ҧ 𝑦ത
𝑏= 𝑎 = 𝑦ത − 𝑏𝑥ҧ
(σ 𝑥 2 ) − 𝑛𝑥ҧ 2
σ𝑛𝑖=1(𝑦𝑖 − 𝑦ො𝑖 )2
𝑆𝑦𝑥 =
𝑛−2
 𝒙 𝒚 𝒙×𝒚 𝒙𝟐 ෝ
𝒚 ෝ
𝒚−𝒚 𝟐

𝑥ҧ = 6.5 SLOPE
𝑦ത = 2,779.17
𝑏 = 359.62 INTERCEPT
𝑎 = 441.67
𝑇ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒, 𝑦ො = 441.67 + 359.62𝑥

σ𝑛𝑖=1(𝑦𝑖 − 𝑦ො𝑖 )2
𝑆𝑦𝑥 =
𝑛−2

= 363.9
σ
𝑦 = 6698.5 + 344.2𝑥
▪

▪
6,698.5 + 344.2(25) = 15,304.02
 𝑆 = 𝑎 + 𝑏𝑚 𝑚 + 𝑏ℎ ℎ + 𝑏𝑖 𝑖 + 𝑏𝑡 𝑡

𝑆
𝑎
𝑚
ℎ
𝑖
𝑡
𝑏𝑚
𝑏ℎ
𝑏𝑖
𝑏𝑡
 𝐴𝑡−2 → 𝐴𝑡

𝐶𝑜𝑟𝑟(𝐴𝑡−2 , 𝐴𝑡 )

𝐴𝑡−2 → 𝐴𝑡−1 → 𝐴𝑡
𝐶𝑜𝑟𝑟(𝐴𝑡−2 , 𝐴𝑡 )
 𝐴𝑡−2 → 𝐴𝑡

𝐴𝑡 = 𝜙1 𝐴𝑡−1 + 𝜙2 𝐴𝑡−2 + 𝜀𝑡

𝐴𝑡 = 𝜙1 𝐴𝑡−1 + 𝜙2 𝐴𝑡−2 + ⋯ + 𝜙𝑘 𝐴𝑡−𝑘 + 𝜀𝑡

𝐴𝑡 = 𝜙1 𝐴𝑡−1 + 𝜙2 𝐴𝑡−2 + 𝜙3 𝐴𝑡−3 + 𝜙4 𝐴𝑡−4 + 𝜙6 𝐴𝑡−6 + 𝜀𝑡
▪
▪

𝐴𝑡
𝐴𝑡 = 𝜙1 𝐴𝑡−1 + 𝜙2 𝐴𝑡−2 + 𝜙4 𝐴𝑡−4 + 𝜙12 𝐴𝑡−12 + 𝜀𝑡
 𝜀𝑡

𝐹𝑡 = 𝜇 + 𝜃1 𝜀𝑡−1

𝜇 = 10 𝐹𝑡 𝜀𝑡 𝐴𝑡
𝜃1 = 0.5
𝐹𝑡 = 𝜇 + 𝜃1 𝜀𝑡−1

𝐹𝑡 = 𝜇 + 𝜃1 𝜀𝑡−1 + 𝜃2 𝜀𝑡−2
𝐴𝑡 = 𝜇 + 𝜃1 𝜀𝑡−1 + 𝜃2 𝜀𝑡−2 + 𝜀𝑡
▪ 𝑌𝑡

𝑀𝐴 𝑞 : 𝑌𝑡 = 𝜇 + 𝜃1 𝜀𝑡−1 + 𝜃2 𝜀𝑡−2 + ⋯ + 𝜃𝑞 𝜀𝑡−𝑞 + 𝜀𝑡

𝐶𝑂𝑅𝑅 𝑌𝑡 , 𝑌𝑡−𝑘 ≠ 0 𝐼𝐹𝐹 𝑘 ≤ 𝑞

▪

𝑌𝑡 = 𝜇 + 𝜙1 𝑌𝑡−1 + 𝜃1 𝜀𝑡−1 + 𝜀𝑡
𝑌𝑡 = 𝜇 + 𝜙1 𝑌𝑡−1 + 𝜙1 𝑌𝑡−2 + 𝜙1 𝑌𝑡−3 + 𝜙1 𝑌𝑡−4 +
𝜃1 𝜀𝑡−1 + 𝜃1 𝜀𝑡−2 + 𝜃1 𝜀𝑡−3 + 𝜃1 𝜀𝑡−4 + 𝜀𝑡
▪

▪
▪

▪
▪
▪

𝑑𝑡 = 𝑎𝑡 − 𝑎𝑡−1

𝑑𝑡
▪

▪
𝑍𝑡 = 𝑌𝑡 − 𝑌𝑡−1
𝑍𝑡 = 𝜙1 𝑍𝑡−1 + 𝜃1 𝜀𝑡−1 + 𝜀𝑡

𝑌𝑘 = 𝑍𝑘 + 𝑌𝑘−1 = 𝑍𝑘
𝑍𝑘−1 + 𝑌𝑘−2 = ⋯

𝑌𝑘 = ෍ 𝑍𝑘 + 𝑌𝑘−𝑛
𝑛=1
▪
▪
▪
▪

𝐴𝑅𝐼𝑀𝐴(𝑝, 𝑑, 𝑞)(𝑃, 𝐷, 𝑄)𝑚

▪
▪
 𝐴𝑅𝐼𝑀𝐴(1,1,1)(1,1,1)4

(1 − 𝜙1 𝐿)(1 − 𝜙1 𝐿4 )(1 − 𝐿)(1 − 𝐿4 )𝑌𝑡 = (1 + 𝜃1 𝐿)(1 + 𝜃1 𝐿4 )𝜀𝑡

𝐿𝑌𝑡 = 𝑌𝑡−1
𝐴𝑅𝐼𝑀𝐴(1,0,0)(0,1,1)4 𝐿2𝑌𝑡 = 𝑌𝑡−2
(1 − 𝜙1 𝐿) (1 − 𝐿4 )𝑌𝑡 = (1 + 𝜃1 𝐿4 )𝜀𝑡
1 − 𝜙1 𝐿 − 𝐿4 + 𝜙1 𝐿5 𝑌𝑡 = 𝜀𝑡 + 𝜃1 𝜀𝑡−4
𝑌𝑡 − 𝑌𝑡−4 = 𝜙1 𝑌𝑡−1 − 𝜙1 𝑌𝑡−5 + 𝜃1 𝜀𝑡−4 𝜀𝑡
𝑙𝑒𝑡 𝑍𝑡 = 𝑌𝑡 − 𝑌𝑡−4

𝑍𝑡 = 𝜙1 𝑍𝑡−1 + 𝜃1 𝜀𝑡−4 𝜀𝑡
▪
▪

▪
▪
▪
▪
▪
▪
▪
▪

σ𝑛𝑡=1 𝐴𝑡 − 𝐹𝑡
𝑀𝐴𝐷 = 𝑀𝐴𝐸 =
𝑛

𝐴𝑡
𝐹𝑡
𝑛
 𝑀𝐴𝐷
𝑀𝐴𝑃𝐸 =
𝐴𝑐𝑡𝑢𝑎𝑙 𝐷𝑒𝑚𝑎𝑛𝑑

𝑛
100% 𝐴𝑡 − 𝐹𝑡
𝑀𝐴𝑃𝐸 = ෍
𝑛 𝐴𝑡
𝑡=1

𝐴𝑡
𝐹𝑡
𝑛
 σ𝑛𝑡=1 𝐴𝑡 − 𝐹𝑡
𝑀𝐴𝐸 =
𝑛 ▪

σ𝑛𝑡=1 𝐴𝑡 − 𝐹𝑡 2
▪
𝑀𝑆𝐸 =
𝑛
▪

σ𝑛𝑡=1 𝐴𝑡 − 𝐹𝑡 2
𝑅𝑀𝑆𝐸 =
𝑛
 σ𝑛𝑖=1(𝑦𝑖 − 𝑦ො𝑖 )2
𝑆𝑦𝑥 =
𝑛−2

2 × 𝑆𝑦𝑥
▪
▪
▪
▪ α
▪ α
▪ α
β
•

•
𝐴𝐼𝐶 = −2 ln 𝐿 + 2𝑘
•
•

•
▪

▪
▪ 𝑘 ln 𝑛

𝐵𝐼𝐶 = 𝑘 ln 𝑛 − 2 ln(𝐿)

▪
▪ ▪ ▪ ▪
▪ ▪

▪
▪