Forecasting
预测
Contents 目录

18.1 Components Of A Time Series 时间序列的组成
Trend Component 趋势
Cyclical Component 循环
Seasonal Component 季节
Irregular Component 不规则

18.2 Smoothing Methods 平滑法
Moving Averages 移动平均
Weighted Moving Averages 加权移动平均
Exponential Smoothing 指数平滑

18.3 Trend Projection 趋势预测
Contents 目录

18.4 Trend And Seasonal Components 趋势
季节因素
和
Multiplicative Model 乘法模型
Calculating The Seasonal Indexes 季节指数的计
算
时间序列
Deseasonalizing The Time Series 无季节影响的
Using The Deseasonalized Time Series To
Identify Trend 使用无季节影响的时间序列识别趋势
Seasonal Adjustments 季节性调整
Models Based On Monthly Data 基于月数据模型
Cyclical Component 循环因素
Contents 目录
Regression Analysis 回归分析
 18.6 Qualitative Approaches 定性
方法
 18.5
Delphi Method 德尔菲法
Expert Judgment 专家判断法
Scenario Writing 远景方案论述法
Intutive Approaches 直观法
Overview Of Forecasting Methods
预测方法的归纳
Forecasting Methods
预测方法
Qualitative
定性
Quantitative
定量
Causal
因果
Smoothing
平滑法
Time Series
时间数列
Trend Projection
趋势推测法
Trend Projection Adjusted For Seasonal Influence
调整季节影响的趋势推测法
18.1 Components Of A Time Series
时间序列的组成


Trend Component 趋势因素
The long-run shift or movement in the time
series observable over several periods of time.
Cyclical Component 循环因素
The component of the time series model that
results in periodic above-trend and below-trend
behavior of the time series lasting more than one
year.


Seasonal Component 季节因素
The component of the time series model
that shows a periodic pattern over one year
or less.
Irregular Component 不规则因素
The component reflects the random
variation of the time series values beyond
what can be explained by the trend, cyclical,
and seasonal components.
Examples Of Some Possible
Time Series Trend Patterns
Nonlinear
Linear decreasing trend
No trend
18.2 Smoothing Methods
平滑法

Moving Averages 移动平均法
A method of forecasting or smoothing a time
series by averaging each successive group of data
points.
Moving Averages=∑(most recent n data values)/n
NOTE: Forecast Accuracy 预测精度
Mean squared error (MSE) 均方误差
The average of the sum of the squared
differences between the forecast values and the
actual time series values.

Weighted Moving Averages 加权移动平
均法
A method of forecasting or
smoothing a time series by computing
a weight average of past data values.
NOTE: The sum of the weights must
equal one.

Exponential Smoothing 指数平滑
A forecasting technique that uses a weighted
average of past time series values to arrive at
smoothed time series values that can be used as
forecasts.

Exponential Smoothing
Model
F t+1 =αY t +（1-α）F t
Ft+1 = forecast of the time series for period t+1
Yt = actual value of the time series in period t
Ft = forecast ofthe time series for period t
α= smoothing constant ( 0 ≤ α ≤ 1 )
18.3 Trend Projection
趋势预测

Trend Projection 趋势预测法
ŷ = b0 + b1x
Equation For Linear Trend:
Tt = b0 + b1t
tYt  (  t  Yt ) / n

Tt=trend value of the time series in period t
b0=intercept of the trend
* 2  ( t ) * 2 / n
 tline
b1=slope of the trend line
t=time
Computing The Slope (b1) And
Intercept (b0) :
b1 = ∑tYt - (∑t∑Yt )/n
∑t*2 - (∑t)*2/n
b0 = Y - b1t
18.4 Trend And Seasonal Components
趋势和季节因素

Multiplicative Time Series Model 成法模型
A model whereby the separate components of the
time series are multiplied together to identify the
actual time series value. When the four components
of trend, cyclical, seasonal, and irregular are
assumed present, we obtain
Yt = Tt×Ct×St×It
When the cyclical component is not modeled, we
obtain
Yt = Tt×St×It
Time Series 无季
节影响的时间序列
A time series from which the
effect of season has been removed
by dividing each original time
series observation by the
corresponding seasonal index.
 Deseasonalized
18.5 Regression Analysis
回归分析


Causal Forecasting Methods 因果预测法
Forecasting methods that relate a time
series to other variables that are believed to
explain or cause its behavior.
Autoregressive Model 自动回归模型
A time series model whereby a regression
relationship based on past time series
values is used to predict the future time
series values.
18.6 Qualitative Approaches
定性方法
Delphi Method 德尔菲法
A qualitative forecasting method
that obtains forecasts through group
consensus.
 Expert Judgment 专家判断法
Qualitative forecasts are based on
the judgment of a single expert or
represent the consensus of a group of
experts.



Scenario Writing 远景方案论述法
A qualitative forecasting method that
consists of developing a conceptual
scenario of the future based on a welldefined set of assumptions.
Intuitive Approaches 直观法
Qualitative approaches are based on the
ability of the human mind to process a
variety of information.