Date cu trend dar fără

sezonalitate
 Media mobilă dublă
 (double moving average)

 Nivelarea exponenţială dublă

(double exponential smoothing)

 Tendinţă domolită (damped trend)

Double Moving Average
reprezentare grafică tipică
Double Exponential Smoothing
reprezentare grafică tipică
Damped Trend Smoothing
Nonseasonal
reprezentare grafică tipică
 Evoluţia cifrei de afaceri în 12
ani – double moving average
anul cifra de afaceri
1 9
2 10.4
3 12
4 15
5 16
6 19
7 21.5
8 23
9 25
10 27.6
11 29
12 31.4
 Double Moving Average
output Oracle Crystal Ball
Period Lower Forecast Upper
13 32.61 33.33 34.05
14 34.32 35.37 36.42
15 36.49 37.40 38.31
16 38.05 39.43 40.82
Statistic Historical data
Ljung-Box 11.88
Seasonality Non-seasonal
Method Rank RMSE
Double Moving Average Best 0.37

Method Theil's U
Double Moving Average 0.1779
Method Parameter Value
Double Moving Average Order 4
Double Exponential Smoothing
reprezentare grafică
 Double Exponential Smoothing
 (Initialization) L1 = Y1, T1 = 0, F1=Y1
 Level: Lt = α * Yt + (1 – α) * (Lt-1 + Tt-1)
 Trend: Tt = β * (Lt – Lt-1) + (1 – β) * Tt-1
 Fit: Ft = α * Yt-1 + (1 – α) * Ft-1
 Forecast for period m: Ft+m = Lt + m*Tt
 Note:
 First fit is available from period 2.
 Double Exponential Smoothing
output Oracle Crystal Ball
Period Lower: 2.5% Forecast Upper: 97.5%
13 31.48 33.37 35.26
14 32.29 35.45 38.61
15 32.52 37.53 42.55
16 32.56 39.61 46.66
Statistic Historical data
Ljung-Box 11.88
Seasonality Non-seasonal
Method Rank RMSE
Double Exponential Smoothing Best 0.96

Method Theil's U
Double Exponential Smoothing 0.5857
Method Parameter Value
Double Exponential Smoothing Alpha 0.6631
Beta 0.9990
 Aplicaţie
 Determinaţi ajustările pentru anii 5 şi 6 prin metoda
nivelării exponenţiale duble
 Dacă cifra de afaceri estimată pentru anul 12 este 28,2 să
se realizeze previziunile pentru anii 13 şi 14
Damped Trend Smoothing
Nonseasonal
reprezentare grafică
 Damped Trend Non-Seasonal
output Oracle Crystal Ball
Period Lower Forecast Upper
13 31.47 33.36 35.25
14 32.28 35.44 38.60
15 32.50 37.52 42.53
16 32.55 39.59 46.63
Statistic Historical data
Ljung-Box 11.88
Seasonality Non-seasonal
Method Rank RMSE
Damped Trend Non-Seasonal Best 0.96

Method Theil's U Durbin-Watson

Damped Trend Non-Seasonal 0.5858 1.80
Method Parameter Value
Damped Trend Non-Seasonal Alpha 0.6632
Beta 0.9990
Phi 0.9990
 Alegerea celei mai bune metode
Method Rank RMSE
Double Moving Average Best 0.37
Double Exponential Smoothing 2nd 0.96
Damped Trend Non-Seasonal 3rd 0.96
Method Theil's U
Double Moving Average 0.1779
Double Exponential Smoothing 0.5857
Damped Trend Non-Seasonal 0.5858
Method Parameter Value
Double Moving Average Order 4
Double Exponential Smoothing Alpha 0.6631
Beta 0.9990
Damped Trend Non-Seasonal Alpha 0.6632
Beta 0.9990
Phi 0.9990