6 -
1999-2006. (. .) , :
1) ;
2) ;
3) - .
, 1 1999. 4 2005., 2006. ( ).
. . , , yt, , , . , a, 0-1.
.
1) , , , . , (15-20 ) , , , , .
2) , , , .
3) , , a , , .
, , - .
(. ):
3.3 | 125-130 |
3.4 | 53-65 |
3.10 | 60-85 |
( )
: a = 0,1; a = 0,5; a = 0,9.
|
|
, ( ) Time series & Frication ( ).
STATISTICA :
1. StatisticsAdvanced Linear/Nonlinear Models Time series/Frication ( / ).
2. Time Series Analysis ( 6.1) Exponential smoothing & forecasting ( ), Seasonal and Non-Seasonal Exponential smoothing ( ).
6.1
6.2
: Seasonal component () ;
None ;
Additive ;
Multiplicative ;
No trend ;
Linear trend ;
Exponential ;
Damped trend
Alpha ;
Delta ;
Gamma ;
Phi
3. a=0,1, None No trend. Alpha 0,1, Summary: Exponential smoothing ( ). Workbook ( 6.3).
, , S0 =4300. , (No trend, no season), 0,1 (Alpha =0,100).
Y, , (Residuals) . (Smoothed Series) , (Resids).
6.3 - a=0,1.
a= 0,5 a = 0,9.
6.4 - a=0,5
6.5 - a=0,9
, , . a= 0,1 . a . a= 0,9 , .
|
|
a= 0,5 . , , .
, , 4 .
, , k - ( k - ).
STATISTICA 6.0 Seasonal and Non-Seasonal Exponential smoothing Advanced ().
6.6 ( )
Forecast ___ cases ( k ) , 4 ( 2006.). 6.1.
, 6.1, 0,5 0,9 , , . , , -, . , . , .
6.1
/ | |||||
a=0,1 | a=0,5 | a=0,9 | |||
I/2006 | 7873,0 | 5938,40 | 8508,93 | 9298,35 | |
II/2006 | 9575,8 | 5938,40 | 8508,93 | 9298,35 | |
III/2006 | 9988,2 | 5938,40 | 8508,93 | 9298,35 | |
IV/2006 | - | 5938,40 | 8508,93 | 9298,35 | |
- | 3445955,49 | 907204,43 | 739004,78 | ||