alpha alpha Acme Tool Company Sales for E

0.3 0.6

Quaters Yt Y^t Error Error^2 Yt Y^t

1996 1 500 500 0.0 500
2 350 500 0.0 350
3
4
250
400
455
394
0.0
0.0
250
400 Yˆt 1 Yˆt   Yt 
1997 5 450 395 0.0 450
6 350 412 0.0 350
7 200 393 0.0 200
8 300 335 0.0 300
1998 9 350 325 0.0 350
10 200 332 0.0 200
11 150 293 0.0 150
12 400 250 0.0 400
1999 13 550 295 0.0 550
14 350 371 0.0 350
15 250 365 0.0 250
16 550 330 0.0 550
2000 17 550 396 0.0 550
18 400 442 0.0 400
19 350 430 0.0 350
20 600 406 0.0 600
2001 21 750 464 0.0 750
22 500 550 0.0 500
23 400 535 0.0 400
24 650 494 0.0 650
2002 25 850 541 0.0 850
634
MSE 0.0
MSE (24) 0.0
MSE and MAPE are both large

It is apparent that exponential smoothing does not re

Acme Tool Company Sales for Example 5

Error Error^2
0.0
0.0

Yˆt 1 Yˆt 
0.0
0.0 Yt  
 Yˆt Yt  1   Yˆt
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Yt
0.0
0.0 900
0.0 800
0.0 700
0.0
600
0.0
500
0.0
0.0 400
0.0 300
0.0 200
0.0
100
0.0
0
0.0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
0.0

MSE 0.0
MSE (24) 0.0

ponential smoothing does not represent these data well.

 alpha alpha Acme Tool Company Sales for Exam
0.1 0.6

Quaters Yt Y^t Error Error^2 Yt Y^t Error

1996 1 500 0.0 500
2 350 0.0 350
3 250 0.0 250
4 400 0.0 400
1997 5 450 0.0 450
6 350 0.0 350
7 200 0.0 200
8 300 0.0 300
1998 9 350 0.0 350
10 200 0.0 200
11 150 0.0 150
12 400 0.0 400
1999 13 550 0.0 550
14 350 0.0 350
15 250 0.0 250
16 550 0.0 550
2000 17 550 0.0 550
18 400 0.0 400
19 350 0.0 350
20 600 0.0 600
2001 21 750 0.0 750
22 500 0.0 500
23 400 0.0 400
24 650 0.0 650
2002 25 850 0.0 850

MSE 0.0 MSE

MSE (24) 0.0 MSE (24)
MSE and MAPE are both large

It is apparent that exponential smoothing does not repre

ol Company Sales for Example 5

Error^2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Yt
0.0
0.0 900
0.0 800
0.0 700
0.0
600
0.0
500
0.0
0.0 400
0.0 300
0.0 200
0.0
100
0.0
0
0.0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
0.0

0.0
0.0

smoothing does not represent these data well.

 alpha alpha
0.1 0.6
Quaters Yt Y^t Error Y^t
1996 1 500 116.7
2 350 -45.0
3 250 -140.5
4 400 23.6
1997 5 450 71.2
6 350 -35.9
7 200 -182.3
8 300 -64.1
1998 9 350 -7.7
10 200 -156.9
11 150 -191.2
12 400 77.9
1999 13 550 220.1
14 350 -1.9
15 250 -101.7
16 550 208.5
2000 17 550 187.6
18 400 18.8
19 350 -33.0
20 600 220.3
2001 21 750 348.2
22 500 63.4
23 400 -42.9
24 650 211.4
2002 25 850 390.2

MSE
MSE (24)
 alpha beta
0.2 0.05 p=1 383.3333
Quaters Yt Lt Tt Y^(t+p) Error Error^2
1996 1 500 500.0 250000.0 Lt Yt 
2 350 350.0 122500.0
3 250 250.0 62500.0
4 400 400.0 160000.0 Tt  ( L t  L
1997 5 450 450.0 202500.0
6 350 350.0 122500.0

Yˆt Lt  Tt
7 200 200.0 40000.0
8 300 300.0 90000.0
1998 9 350 350.0 122500.0
10 200 200.0 40000.0
11 150 150.0 22500.0
12 400 400.0 160000.0
1999 13 550 550.0 302500.0 800
14 350 350.0 122500.0 700
15 250 250.0 62500.0
600
16 550 550.0 302500.0
2000 17 550 550.0 302500.0 500
18 400 400.0 160000.0 400
19 350 350.0 122500.0
300
20 600 600.0 360000.0
2001 21 750 750.0 562500.0 200
22 500 500.0 250000.0 100
23 400 400.0 160000.0
0
24 650 650.0 422500.0 1 2 3 4 5 6 7 8
2002 25
26

Yˆt  p L
MSE 188541.7
dự báo tại t=25 0.0 MSE (24) 188541.7
Tính dự báo t=27
0
 Lt Yt  1   Lt  1  Tt  1 

Tt  ( L t  L t  1 )  (1   )Tt  1

Yˆt Lt  Tt

Yt
800

700

600

500

400

300

200

100

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25

Yˆt  p Lt  pTt

 alpha beta gamma S1 T1 s=4
0.4 0.1 0.3 1 0
Quaters Yt Lt Tt St Y^(t+p) Error Error^2
1996 1 500 500.0 250000.0
Yt

2 350 350.0 122500.0
3 250 250.0 62500.0 Lt 
4 400 400.0 160000.0 St  s
1997 5 450 450.0 202500.0

Tt  Lt 
6 350 350.0 122500.0
7 200 200.0 40000.0
8 300 300.0 90000.0
1998 9 350 350.0 122500.0
Yt
St  
10 200 200.0 40000.0
11 150 150.0 22500.0

1999
12
13
400
550
400.0
550.0
160000.0
302500.0
Lt
14 350 350.0 122500.0
15 250 250.0 62500.0
16 550 550.0 302500.0
2000 17 550 550.0 302500.0
18 400 400.0 160000.0
19 350 350.0 122500.0
20 600 600.0 360000.0
2001 21 750 750.0 562500.0
22 500 500.0 250000.0
23 400 400.0 160000.0
24 650 650.0 422500.0
2002 25 850 850.0 722500.0
26
27 MSE 209900.0
28 MSE (24) 188541.7
29

p 2 Y^(27) 0 Yˆt ( Lt  pTt ) S t  s

Lt 0.0
p
Tt
2
0.0 Yˆt  p ( Lt  pTt ) S t  s 
S(t-s) 0.0
S(t-s+p) 0.0

Y^(29)

S(t-s) =S(29-4) 0.0

S(t-s+p) =S(29-4+4) 0.0
 Yt
Lt   1   Lt  1  Tt  1 
St  s

Tt  Lt  Lt  1  1   Tt  1
Yt
St   1   S t  s
Lt

pTt ) S t  s
 pTt ) S t  s  p