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Botbit Inc. Time Series Analysis

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0% found this document useful (0 votes)
5 views2 pages

Botbit Inc. Time Series Analysis

Uploaded by

u24594726
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

forecasts data fluctuations around we contant variance

my mean

trend shows a gradual shift


seasonal same repeating patterns hourly daily
cyclical trendrepeated at monthly or yearly intervals
irregular unexplained peak or dip

moving average forecast MAI

horizontal pattern

No significanttrend
NO significant seasonal component
No obvious cyclical component

has an irregularcomponent

MA Ftt sumof data value k


forecast error actualforecast minus average forecast

K nu
sector
treatments

c
Mse SSE
ions

2 trend projection

trend irregular component

NO significant seasonal component


NO obvious cyclical component

uses a linear equation

equation Tt bot bit

I in p L Is name or zero
bit slope times the time period
can be interpreted positive slope shows an UPWARD trend or negative slope shows a DOWNWARD even

MA Ftt sumof data value k


forecast error actualforecast minus average forecast
ye ye

uses STAT MODE on calculator

1 select mode setup to get stats


2 select option 2
3 enter t values as a and frequencies as y
4 select shift Ac and then options reg
S Even
3 multiplicative model

trend seasonal and irregular component

has a fixed pattern


is a time series decomposition

deseasonlises seasonlises values

Yt actual time series value at t


Ye trende seasonale irregular
MA Ftt sumof data value k
forecast error actual forecast minus average forecast
ye ye

moving average
I
seasonal irregular value detrendend values finds seasonal irregular effect
ye moving average t
deseasonized values shows trend of values with a linear equation
botbi
ie
or zero
I peintEEfeneh me'jingame

correction factor what you want what


you have
n seasonantirregular sum of those averages
unadjusted value Soc correction factor 2

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