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Alisamento exemplo-2

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    Henock A.
    ET
    Henock A.

    done

    Rachel N.
    IE
    Rachel N.

    Smoothing - example 1

    Tin Myo H.
    MY
    Tin Myo H.

    why do we need to do smoothing in trends analysis please?

    Hanif Ur R.
    PK
    Hanif Ur R.

    nice

    Jahidul I.
    BD
    Jahidul I.

    Weighted average form The forecast at time t+1 is equal to a weighted average between the most recent observation yt and the most recent forecast y^t|t−1, y^t+1|t=αyt+(1−α)y^t|t−1 for t=1,…,T, where 0≤α≤1 is the smoothing parameter. The process has to start somewhere, so we let the first forecast of y1 be denoted by ℓ0. Then y^2|1y^3|2y^4|3⋮y^T+1|T=αy1+(1−α)ℓ0=αy2+(1−α)y^2|1=αy3+(1−α)y^3|2=αyT+(1−α)y^T|T−1 Then substituting each equation into the following equation, we obtain y^3|2y^4|3=αy2+(1−α)[αy1+(1−α)ℓ0]=αy2+α(1−α)y1+(1−α)2ℓ0=αy3+(1−α)[αy2+α(1−α)y1+(1−α)2ℓ0]=αy3+α(1−α)y2+α(1−α)2y1+(1−α)3ℓ0 ⋮ y^T+1|T=∑j=0T−1α(1−α)jyT−j+(1−α)Tℓ0.(7.2) So the weighted average form leads to the same forecast equatio

    Jahidul I.
    BD
    Jahidul I.

    Describe the Smoothing Time Series ?

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