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Homework

John Nowell Diestro

Problem 1
Use quantitative forecast methods for the data shown below.

a.

Compute for:

PERIOD

OBSERVATION

24

34

36

37

41

44

45

i.

NAVE METHOD

ii.

THREE PERIOD MOVING AVERAGE

iii.

THREE- PERIOD WEIGHTED MOVING AVERAGE

iv.

FOUR PERIOD MOVING AVERAGE

v.

FOUR PERIOD WEIGHTED MOVING AVERAGE

b. Plot the original time series and comment on the appropriateness of linear trend.

NAVE
Forecast

THREE-PERIOD
MOVING
AVERAGE

THREE-PERIOD
WEIGHTED
MOVING
AVERAGE

FOUR-PERIOD
MOVING
AVERAGE

FOUR-PERIOD
WEIGHTED
MOVING
AVERAGE

PERIOD

Demand

24

34

24

36

34

37

36

31

33

41

37

36

36

33

35

44

41

38

39

37

38

45

44

41

42

40

41

Solution (Three-Period Moving


Average)
(Period 4) 24 + 34 + 36 / 3 = 21
(Period 5) 37 + 36 + 34 / 3 = 36
(Period 6) 41 + 37 + 36 / 3 = 38
(Period 7) 44 + 41 + 37 / 3 = 41

(Period 5) 24 + 34 + 36 + 37 / 4 = 33
(Period 6) 41 + 37 + 36 + 34 / 4 = 37

Solution (Four-Period Moving


Average)
(Period 7) 44 + 41 + 37 + 36 / 4 = 40

Solution (Three-Period
Weighted Average)
(Period 4) 36(3)+34(2)+24(1) / 6 = 33
(Period 5) 37(3)+36(2)+34(1) / 6 = 36
(Period 6) 41(3)+37(2)+36(1) / 6 = 39
(Period 7) 44(3)+41(2)+37(1) / 6 = 42
(Period 5) 37(4)+36(3)+34(2)+24(1) / 10 = 35
(Period 6) 41(4)+37(3)+36(2)+34(1) / 10 = 38

(Period 7) 44(4)+41(3)+37(2)+36(1)
/ 10 = 40
Solution (Four-Period
Moving
Average)

Demand
Three-Period Moving Average
Four-Period Moving Average

Nave Forecast
Three-Period Weighted Average
Four-Period Weighted Average

Problem 2
Suppose that the University of the West had the following data of its growth of enrollment from
2000-2008.
Year
Enrollment
2000

3000

2001

3200

2002

3600

2003

3650

2004

4000

2005

4200

2006

4300

Requirements:
2007
4410
a.
Forecast the 2009 enrollment
using three-year weighted4520
moving average forecast.
2008
b.
Using smooth a = 0.30, forecast the 2009 enrollment.
c.
Using MAD, solve for the forecasting error at a=0.10.
d.
Use four-year weighted moving average from 2004 to 2009.

Year

Enrollment

2000

3000

2001

3 year weighted
moving average

3 year weighted
moving average

30% Forecast

10% Forecast

Error

3200

3000

3000

200

2002

3600

3060

3020

580

2003

3650

3367

3222

3078

572

2004

4000

3558

3350

3135

865

3480

2005

4200

3817

3545

3222

978

3735

2006

4300

4042

3742

3320

980

3970

2007

4410

4217

3909

3418

992

4145

2008

4520

4338

4059

3517

1003

4294

4447

4197

3617

27786

32084

29327

2009
34880

4411
6170

24035

Solution (Three-Year Weighted


Average)
2003 3000 (1) + 3200 (2) + 3600 (3) = 20200 / 6 = 3367
2004 3200 (1) + 3600 (2) + 3650 (3) = 21350 / 6 = 3558
2005 3600 (1) + 3650 (2) + 4000 (3) = 22900 / 6 = 3817
2006 3650 (1) + 4000 (2) + 4200 (3) = 24250 / 6 = 4042
2007 4000 (1) + 4200 (2) + 4300 (3) = 25300 / 6 = 4217
2008 4200 (1) + 4300 (2) + 4410 (3) = 26030 / 6 = 4338
2009 4300 (1) + 4410 (2) + 4520 (3) = 26680 / 6 = 4447

Solution (30%)
(2002) 3000 + .30 (3200 - 3000) = 3000
(2003) 3060 + .30 (3600 - 3060) = 3222
(2004) 3222 + .30 (3650 - 3222) = 3350
(2005) 3350 + .30 (4000 - 3350) = 3545
(2006) 3545 + .30 (4200 - 3545) = 3742
(2007) 3742 + .30 (4300 - 3742) = 3909
(2008) 3909 + .30 (4410 - 3909) = 4059
(2009) 4059 + .30 (4520 - 4059) = 4197

Solution (10%)

Error

(2002) 3000 + .1 (3200-3000) = 3020

(2001) 3200-3000 = 200

(2003) 3020 + .1 (3600-3020) = 3078

(2002) 3600-3020 = 580

(2004) 3078 + .1 (3650-3078) = 3135

(2003) 3650-3078 = 572

(2005) 3135 + .1 (4000-3135) = 3222

(2004) 4000-3135 = 865

(2006) 3222 + .1 (4200-3222) = 3320

(2005) 4200- 3222 = 978

(2007) 3320 + .1 (4300-3320) = 3418

(2006) 4300- 3320 = 980

(2008) 3418 + .1 (4410-3418) = 3517

(2007) 4410- 3418 = 992

(2009) 3517 + .1 (4520-3517) = 3617

(2008) 4520- 3517 = 1003

= 6170
8

Four-Year Weighted
Average

= 771.25

(2004) 3000(1)+3200(2)+3600(3)+3650(4) / 10 = 3480

MAD

(2005) 3200(1)+3600(2)+3650(3)+4000(4) / 10 = 3735


(2006) 3600(1)+3650(2)+4000(3)+4200(4) / 10 = 3970
(2007) 3650(1)+4000(2)+4200(3)+4300(4) / 10 = 4145
(2008) 4000(1)+4200(2)+4300(3)+4410(4) / 10 = 4294
(2009) 4200(1)+4300(2)+4410(3)+4520(4) / 10 = 4411

Problem 3
For the 2007-2008 Philippine Basketball Association (PBA) season, Pure Foods James Yap was the
scoring leader with an average of 33 points per game. The following data shows the average
number of points per game for the scoring leader from the 2002-2003 season to the 2007-2008
season.
Season

Average

2002-2003

25

2003-2004

35

2004-2005

29

2005-2006

34

2006-2007

35

2007-2008

33

a.) Use exponential smoothing to forecast this time series. Consider smoothing constant of a = 0.20
and a = 0.30. What value of the smoothing provides the best forecast?
b.) What is the forecast of the leading scoring average for the 2008-2009 season?
c.) Graph the forecast at a = 0.30.

Forecast
(0.20)

Error
(0.20)

Error
(0.20)

Forecast
(0.30)

Error
(0.30)

Error
(0.30)

35

25

10

100

25

49

2004-2005

29

27

28

2005-2006

34

27

49

28

16

2006-2007

35

28

49

30

2007-2008

33

29

16

32

16

76

Season

Average

2002-2003

25

2003-2004

2008-2009

30

Total

166

32
30

218

175

Solution (20%)
Forecast (0.20):
2004-2005:
F = 25 + 0.20(35-25)
= 25 + 0.20(10)
= 27

2005-2006:

2007-2008:

F = 27 + 0.20(29-27) F = 28 + 0.20(35-28)
= 27 + 0.20(2)

= 28 + 0.20(7)

= 27

= 29

2006-2007:

2008-2009:

F = 27 + 0.20(34-27) F = 29 + 0.20(33-29)
= 27 + 0.20(7)

= 29 + 0.20(4)

= 28

= 30

Error:

Error2:

MAD:

2004-2005: 35 - 25 = 10

2004-2005: 10 = 100

2005-2006: 29 - 27 = 2

2005-2006: 2 = 4

2006-2007: 34 - 27 =7
2007-2008: 35 - 28 = 7
2008-2009: 33 - 29 = 4

2006-2007: 7 = 49
2007-2008: 7 = 49
2008-2009: 4 = 16

30/5 = 6

MSE:
218/5 = 43.6

Solution (30%)
Forecast (0.30):
2004-2005:
F = 25 + 0.30(35-25)

2005-2006:

2007-2008:

F = 28 + 0.30(29-28)

F = 30 + 0.30(35-30)

= 28 + 0.30(1)

= 30 + 0.30(5)

= 28

= 32

= 25 + 0.30(10)
= 28

2006-2007:

2008-2009:

F = 28 + 0.30(34-28)

F = 32 + 0.30(33-32)

= 28 + 0.30(6)

= 32 + 0.30(1)

= 30

= 32

Error:

Error2:

MAD:

2004-2005: 35-28 = 7

2004-2005: 7= 49

2005-2006: 29-28 = 1

2005-2006: 1= 1

2006-2007: 34-30 = 4
2007-2008: 35-32 = 3
2008-2009: 33-32 = 1

2006-2007: 4= 16
2007-2008: 3= 9
2008-2009: 1= 1

16/5 = 3.2

MSE:
76/5 = 15.2

Average

Forecast (.2)

Forecast (.3)

Problem 4
Fill-up the vacant table. Given is as follows:
Week

Sales (1000)

23

36

45

46

55

64

55

58

66

Four-Week Moving
Average

Four-Week Weighted
Moving Average

Week

Sales

23000

36000

45000

4
5
6
7
8
9
10
11
12
13
14

46000
55000
64000
55000
58000
66000
65000
48000
67000
58000
68000

Four-Week Moving
Average

Four-Week Weighted
Moving Average

37500
45500
52500
55000
58000
60750
61000
59250
61500
59500

41400
48400
55800
56800
58000
61200
62900
57700
6080
59400

Solution (Four-Week Moving


Average)
Week 5: 23000 + 36000 + 45000 + 46000 / 4 = 37500
Week 6: 36000 + 45000 + 46000 + 55000 / 4 = 45500
Week 7: 45000 + 46000 + 55000 + 64000 / 4 = 52500
Week 8: 46000 + 55000 + 64000 + 55000 / 4 = 55000
Week 9: 55000 + 64000 + 55000 + 58000 / 4 = 58000
Week 10: 64000 + 55000 + 58000 + 66000 / 4 = 60750
Week 11: 55000 + 58000 + 66000 + 65000 / 4 = 61000
Week 12: 58000 + 66000 + 65000 + 48000 / 4 = 59250
Week 13: 66000 + 65000 + 48000 + 67000 / 4 = 61500
Week 14: 65000 + 48000 + 67000 + 58000 / 4 = 59500

Solution (Four-Week Weighted


Average)
Week 5: 23000(1) + 36000(2) + 45000(3) + 46000(4) / 10 = 41400
Week 6: 36000(1) + 45000(2) + 46000(3) + 55000(4) / 10 = 48400
Week 7: 45000(1) + 46000(2) + 55000(3) + 64000(4) / 10 = 55800
Week 8: 46000(1) + 55000(2) + 64000(3) + 55000(4) / 10 = 56800
Week 9: 55000(1) + 64000(2) + 55000(3) + 58000(4) / 10 = 58000
Week 10: 64000(1) + 55000(2) + 58000(3) + 66000(4) / 10 = 61200
Week 11: 55000(1) + 58000(2) + 66000(3) + 65000(4) / 10 = 62900
Week 12: 58000(1) + 66000(2) + 65000(3) + 48000(4) / 10 = 57700
Week 13: 66000(1) + 65000(2) + 48000(3) + 67000(4) / 10 = 60800
Week 14: 65000(1) + 48000(2) + 67000(3) + 58000(4) / 10 = 59400

Problem 5
Use exponential smoothing with between 0.10 and 0.30 to get the forecast
one period ahead for the following time series.Use the initial value of F1 = 200
and identify which value of is the best
PERIOD
1

DEMAND
250

265

300

350

250

350

265

390

FORECAST
200

10%

30%

Period

Demand

Forecast

Error

Forecast

Error

250

200

50

200

50

265

205

60

215

50

300

211

89

230

70

350

220

130

251

99

250

233

17

281

-31

350

235

115

272

78

265

247

18

295

-30

390

249

141

286

104

350

263

87

317

33

10

400

272

128

327

73

11

470

285

185

349

121

2620

1020

3023

617

Total

Solution (10%)
Period 2:
Ft = 200 + .10 (250-200)
= 200 + 5
= 205
Period 3:
Ft = 205 + .10 (265-205)
= 205 + 6
= 211
Period 4:
Ft = 211 + .10 (300-211)
= 211 + 8.9
= 220

Period 5:
Ft = 220 + .10 (350-220)
= 220 + 13
= 233

Period 8:
Ft = 247 + .10 (265-247)
= 247 + 1.8
= 249

Period 6:
Ft = 233 + .10 (250-233)
= 233 + 1.7
= 235

Period 9:
Ft = 249 + .10 (390-249)
= 249 + 14.1
= 263

Period 7:
Ft = 235 + .10 (350-235)
= 235 + 11.5
= 247

Period 10:
Ft = 263 + .10 (350-263)
= 263 + 8.7
= 272

Period 11:
Ft = 272 + .10 (400-272)
= 272 + 12.8
= 285

Solution (30%)
Period 2:
Ft = 200 + .30 (250-200)
= 200 + 15
= 215
Period 3:
Ft = 215 + .30 (265-215)
= 215 + 15
= 230
Period 4:
Ft = 230 + .30 (300-230)
= 230 + 21
= 251

Period 5:
Ft = 251 + .30 (350-251)
= 251 + 29.7
= 281

Period 8:
Ft = 295 + .30 (265-295)
= 295 + -9
= 286

Period 6:
Ft = 281 + .30 (250-281)
= 281 + -9.3
= 272

Period 9:
Ft = 286 + .30 (390-286)
= 286 + 31.2
= 317

Period 7:
Ft = 272 + .30 (350-272)
= 272 + 23.4
= 295

Period 10:
Ft = 317 + .30 (350-317)
= 317 + 9.9
= 327

Period 11:
Ft = 327 + .30 (400-327)
= 327 + 21.9
= 349

Problem 6
ANVICOROSE building contracts for a 12-month period are (in million pesos) shown below:

Month

10

11

12

Demand

35

27

37

41

45

38

44

42

39

43

39

40

a.
b.
c.
d.
e.

Compare a four-month moving average forecast with an exponential smoothing forecast using
= 0.30. Which of the two provides better forecasts?
What is the forecast for the next month?
Plot the original data and the four-month moving average on the same graph.
Plot the original data and the smoothing forecast on the same graph.
Compute the MAD and MSE.

4 Month
Moving
Average

30%
Forecast

Error

Error

27

35

-8

64

37

33

16

41

34

49

45

35

36

81

38

38

39

-1

44

40

39

25

42

42

41

39

42

41

-2

10

43

41

40

Month

Demand

35

11

39

42

41

-2

12

40

41

40

TOTAL

470

361

419

20

254

Solution (Four-Month Moving


Average)
Month 5
(41+37+27+35)/4 = 35

Month 9
(42+44+38+45)/4 = 42

Month 6
(45+41+37+27)/4 = 38

Month 10
(39+42+44+38)/4 = 41

Month 7
(38+45+41+37)/4 = 40
Month 8
(44+38+45+41)/4 = 42

Month 11
(43+39+42+44)/4 = 42
Month 12
(39+43+39+42)/4 = 41

Solution (30%)
Month 2:
Ft = 35 + .3 (27-35)
= 33
Month 3:
Ft = 33 + .3 (37-33)
= 34
Month 4:
Ft = 34 + .3 (41-34)
= 36
Month 5:
Ft = 36 + .3 (45-36)
= 39

Month 6:
Ft = 39 + .3 (38-39)
= 39

Month 10:
Ft = 40 + .3 (43-40)
= 41

Month 7:
Ft = 39 + .3 (44-39)
= 41

Month 11:
Ft = 41 + .3 (39-41)
= 40

Month 8:
Ft = 41 + .3 (42-41)
= 41

Month 12:
Ft = 40 + .3 (40-40)
= 40

Month 9:
Ft = 41 + .3 (39-41)
= 40

MAD

MSE

= 16 / 11

= 245 / 11

= 1.45

= 23.09

Graph (Four-Month
Moving Average)
Demand

4 Month Moving Average

Graph (30% Smoothing


Forecast)
Demand

30% Forecast

Problem 7
The ALCOR Department Store has recorded the following numbers of customers
complaints each month.

Month

Complaints

January

60

February

48

March

55

April

50

Maya three-month weighted


55
a.) Compute
moving average.
b.) Prepare forecast for June, July and August.

MONTH

COMPLAINTS

3-MONTH WEIGHTED
MOVING AVERAGE

FORECAST

January

60

February

48

60

March

55

48

April
May
June

50
55

54
51
53

55
50
55

July

53

53

August

53

53

Solution
April
60(1) + 48(2) + 55(3) / 6 = 54
May
48(1) + 55(2) + 50(3) / 6 = 51
June
55(1) + 50(2) + 55(3) / 6 = 53
July
50(1) + 55(2) + 53(3) / 6 = 53

August
55(1) + 53(2) + 53(3) / 6 = 53

END

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