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Exponential Smoothing Error Analysis

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0% found this document useful (0 votes)
6 views17 pages

Exponential Smoothing Error Analysis

Uploaded by

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

t Zt

1 77.4 Zt

2 88.8 200
3 92.1
180
4 79.8
5 77.5 160
6 89.1
7 92.4 140

8 80.1
120
9 74.7
10 185.2 100
11 162.4
12 178.1 80

13 129.1
60
14 158.4
15 160.6 40
16 138.7
17 20
127.2
18 149.8
0
19 151.7 0 5 10 15 20 25 30
20 132.9
21 103
22 136.8
23 141.3
24 123.5
25 107.3
26 136.1
27 138.6
28 123.7
29 106.1
30 144.4
31 156.1
32 138.2
33 111.8
34 149.8
35 158.5
36 141.8
37 119.1
38 158
39 170.4
40 151.8
41 127.4
Zt

20 25 30 35 40 45
Autor: Bernardo Almada Lobo Exponential Smoothing Mixed

Avaliação da Precisão
Medidas Estatísticas Padrão Medidas Relativas
Mean Error Erro Médio 8.52 MPE
Mean Absolute Error Erro Absoluto Médio 19.87 MAPE
Sum of Squared Errors Soma dos Erros Quadráticos 17616.22
Mean Squared Error Erro Quadrático Médio 600.85
Standard Deviation of Errors Desvio Padrão dos Erros 34.36
Standard Deviation of Mean of Errors Desvio Padrão da Média dos Erros 8.87

a b g bs
0.75512 0.001 0.422588 0

t Zt nt bt ft Forecast Er=Zt-Z^t IErI MediaEr


1 77.4 0.92 8.52
2 88.8 1.05 DesvP Er
3 92.1 1.09 34.36
4 79.8 84.53 0.00 0.94
5 77.5 84.61 0.00 0.92
6 89.1 84.76 0.00 1.05 88.80 0.30 0.30
7 92.4 84.79 0.00 1.09 92.19 0.21 0.21
8 80.1 84.83 0.00 0.94 80.02 0.08 0.08
9 74.7 82.37 0.00 0.91 77.65 -2.95 2.95
10 185.2 153.25 0.07 1.12 89.14 96.06 96.06
11 162.4 150.09 0.07 1.09 89.75 72.65 72.65
12 178.1 179.21 0.09 0.97 144.82 33.28 33.28
13 129.1 150.79 0.07 0.89 137.01 -7.91 7.91
14 158.4 143.98 0.06 1.11 200.47 -42.07 42.07
15 160.6 146.89 0.06 1.09 163.97 -3.37 3.37
16 138.7 144.50 0.06 0.96 139.08 -0.38 0.38
17 127.2 143.51 0.06 0.89 130.62 -3.42 3.42
18 149.8 137.05 0.05 1.10 160.55 -10.75 10.75
19 151.7 138.73 0.05 1.09 156.46 -4.76 4.76
20 132.9 138.21 0.05 0.96 132.07 0.83 0.83
21 103 121.49 0.04 0.87 123.23 -20.23 20.23
22 136.8 123.42 0.04 1.11 152.55 -15.75 15.75
23 141.3 128.02 0.04 1.10 132.64 8.66 8.66
24 123.5 128.27 0.04 0.96 118.85 4.65 4.65
25 107.3 124.47 0.04 0.87 111.55 -4.25 4.25
26 136.1 123.48 0.04 1.10 141.86 -5.76 5.76
27 138.6 125.70 0.04 1.10 136.56 2.04 2.04
28 123.7 127.83 0.04 0.96 118.93 4.77 4.77
29 106.1 123.72 0.04 0.86 109.06 -2.96 2.96
30 144.4 129.08 0.04 1.11 141.22 3.18 3.18
31 156.1 138.87 0.05 1.11 136.05 20.05 20.05
32 138.2 142.19 0.06 0.97 124.61 13.59 13.59
33 111.8 132.65 0.05 0.85 119.95 -8.15 8.15
34 149.8 134.38 0.05 1.11 157.99 -8.19 8.19
35 158.5 140.78 0.05 1.12 147.29 11.21 11.21
36 141.8 145.13 0.06 0.97 130.14 11.66 11.66
37 119.1 140.80 0.05 0.85 120.40 -1.30 1.30
38 158 141.77 0.06 1.11 161.53 -3.53 3.53
39 170.4 149.98 0.06 1.12 157.32 13.08 13.08
40 151.8 154.71 0.07 0.98 137.87 13.93 13.93
41 127.4 150.97 0.06 0.85 127.72 -0.32 0.32
42 172.36
43 169.95
44
45
46
47
48
Teste ao valor esperado dos Erros
Medidas Relativas Estatística U (Theil) Valor de teste: 0.960341
5.33% U = 0.725655718 Valor de t crítico: 2.144787
13.99%
Correlation
Z(0,95): 1.959964
Limite: 0.258199
Lim. Inf. r Lim. Sup.
-0.506061 0.501492 0.506061

MediaIErI Er^2 PE APE VRR VRR^2 VRP (VRP-VRR)^2


19.87
SSE
17616.22
MSE
250
600.85
0.09 0.34% 0.34% 0.00 0.000 0.00 0.00
4.56 0.04 0.23% 0.23% 0.00 0.000 0.00 0.00
0.01 0.10% 200
0.10% 0.00 0.000 0.00 0.00
8.73 -3.95% 3.95% -0.04 0.001 0.00 0.00
9226.90 51.87% 51.87% 1.08 1.163 0.00 1.16
5278.59 44.74% 44.74% 0.76 0.574 -0.03 0.62
150
1107.31 18.68% 18.68% 1.22 1.497 0.81 0.17
62.53 -6.13% 6.13% 0.73 0.530 0.83 0.01
1769.83 -26.56% 26.56% -0.14 0.021 0.08 0.05
11.37 -2.10% 100
2.10% -0.01 0.000 0.01 0.00
0.14 -0.27% 0.27% -0.22 0.049 -0.22 0.00
11.68 -2.69% 2.69% -0.01 0.000 0.01 0.00
115.62 -7.18% 7.18%
50 -0.05 0.003 0.01 0.00
22.69 -3.14% 3.14% -0.06 0.003 -0.03 0.00
0.69 0.63% 0.63% -0.04 0.002 -0.05 0.00
409.05 -19.64% 19.64% -0.19 0.036 -0.03 0.03
247.96 -11.51% 0
11.51% -0.09 0.008 0.02 0.01
0 10 20 30 40 50
75.07 6.13% 6.13% -0.07 0.005 -0.13 Zt 0.00 Forecast
21.64 3.77% 3.77% -0.07 0.005 -0.11 0.00
18.07 -3.96% 3.96% 0.04 0.002 0.08 0.00
33.16 -4.23% 4.23% -0.01 0.000 0.04 0.00
4.17 1.47% 1.47% -0.02 0.000 -0.03 0.00
22.78 3.86% 3.86% 0.00 0.000 -0.04 0.00
8.78 -2.79% 2.79% -0.01 0.000 0.02 0.00
10.13 2.20% 2.20% 0.06 0.004 0.04 0.00
401.95 12.84% 12.84% 0.13 0.016 -0.02 0.02
184.82 9.84% 9.84% 0.12 0.014 0.01 0.01
66.40 -7.29% 7.29% 0.05 0.003 0.13 0.01
67.06 -5.47% 5.47% 0.04 0.001 0.09 0.00
125.56 7.07% 7.07% 0.02 0.000 -0.06 0.01
135.85 8.22% 8.22% 0.03 0.001 -0.06 0.01
1.68 -1.09% 1.09% 0.07 0.004 0.08 0.00
12.49 -2.24% 2.24% 0.05 0.003 0.08 0.00
171.01 7.67% 7.67% 0.08 0.006 -0.01 0.01
194.11 9.18% 9.18% 0.07 0.005 -0.03 0.01
0.10 -0.25% 0.25% 0.07 0.005 0.07 0.00
0 50 60
Autor: Bernardo Almada Lobo Exponential Smoothing Mixed

Avaliação da Precisão
Medidas Estatísticas Padrão Medidas Relativas
Mean Error Erro Médio 8.51 MPE
Mean Absolute Error Erro Absoluto Médio 20.33 MAPE
Sum of Squared Errors Soma dos Erros Quadráticos 17541.12
Mean Squared Error Erro Quadrático Médio 583.51
Standard Deviation of Errors Desvio Padrão dos Erros 24.05
Standard Deviation of Mean of Errors Desvio Padrão da Média dos Erros 6.21

a b g bs
0.667637 0.001 0.602253 0

t Zt nt bt ft Forecast Er=Zt-Z^t IErI MediaEr


1 77.4 -7.13 8.51
2 88.8 4.27 DesvP Er (k=3)
DesvP Er (k=2)
3 92.1 7.57 28.46 24.05
4 79.8 84.53 0.00 -4.73
5 77.5 84.59 0.00 -7.10
6 89.1 84.75 0.00 4.32 88.80 0.30 0.30
7 92.4 84.80 0.00 7.59 92.17 0.23 0.23
8 80.1 84.82 0.00 -4.72 80.02 0.08 0.08
9 74.7 82.81 0.00 -7.71 77.69 -2.99 2.99
10 185.2 148.28 0.06 23.95 89.14 96.06 96.06
11 162.4 152.66 0.07 8.88 90.39 72.01 72.01
12 178.1 172.82 0.09 1.30 143.69 34.41 34.41
13 129.1 148.81 0.06 -14.93 145.09 -15.99 15.99
14 158.4 139.24 0.05 21.07 196.95 -38.55 38.55
15 160.6 147.59 0.06 11.37 157.82 2.78 2.78
16 138.7 140.80 0.06 -0.75 140.65 -1.95 1.95
17 127.2 141.71 0.06 -14.68 132.78 -5.58 5.58
18 149.8 133.07 0.05 18.46 161.98 -12.18 12.18
19 151.7 137.93 0.05 12.81 153.19 -1.49 1.49
20 132.9 135.09 0.05 -1.62 132.41 0.49 0.49
21 103 123.48 0.04 -18.17 123.36 -20.36 20.36
22 136.8 120.06 0.03 17.42 153.65 -16.85 16.85
23 141.3 125.70 0.04 14.49 136.37 4.93 4.93
24 123.5 125.32 0.04 -1.74 118.52 4.98 4.98
25 107.3 125.44 0.04 -18.15 107.60 -0.30 0.30
26 136.1 120.94 0.04 16.06 142.82 -6.72 6.72
27 138.6 123.07 0.04 15.12 140.01 -1.41 1.41
28 123.7 124.66 0.04 -1.27 119.27 4.43 4.43
29 106.1 124.40 0.04 -18.24 104.99 1.11 1.11
30 144.4 127.04 0.04 16.84 140.80 3.60 3.60
31 156.1 136.36 0.05 17.90 139.60 16.50 16.50
32 138.2 138.46 0.05 -0.66 125.85 12.35 12.35
33 111.8 132.86 0.05 -19.94 118.22 -6.42 6.42
34 149.8 132.94 0.05 16.85 155.40 -5.60 5.60
35 158.5 138.07 0.05 19.42 150.85 7.65 7.65
36 141.8 141.02 0.06 0.21 132.37 9.43 9.43
37 119.1 139.71 0.05 -20.34 118.24 0.86 0.86
38 158 140.69 0.05 17.13 157.98 0.02 0.02
39 170.4 147.57 0.06 21.47 159.25 11.15 11.15
40 151.8 150.28 0.06 1.00 141.01 10.79 10.79
41 127.4 148.61 0.06 -20.86 127.35 0.05 0.05
42 120.40 167.53 214.67
43 123.07 170.21 217.34
44 94.01 149.79 205.58
45 127.99
46 166.05
47 170.46
48 150.04
Teste ao valor esperado dos Erros
Medidas Relativas Estatística U (Theil) Valor de teste: 1.370144
5.17% U = 0.736019463 Valor de t crítico: 2.144787
14.44%
Correlation
Z(0,95): 1.959964
Limite: 0.258199
Lim. Inf. r Lim. Sup.
-0.506061 0.488302 0.506061

MediaIErI Er^2 PE APE VRR VRR^2 VRP (VRP-VRR)^2


20.33
SSE
17541.12
MSE
583.51
0.09 0.34% 0.34% 0.00 0.000 0.00 0.00
0.05 0.25% 0.25% 0.00 0.000 0.00 0.00
0.01 0.10% 0.10% 0.00 0.000 0.00 0.00
8.97 -4.01% 4.01% -0.04 0.001 0.00 0.00
9227.75 51.87% 51.87% 1.08 1.163 0.00 1.16
5185.00 44.34% 44.34% 0.76 0.574 -0.02 0.61
1184.06 19.32% 19.32% 1.22 1.497 0.79 0.18
255.67 -12.39% 12.39% 0.73 0.530 0.94 0.05 250
1485.95 -24.34% 24.34% -0.14 0.021 0.06 0.04
7.74 1.73% 1.73% -0.01 0.000 -0.03 0.00
3.81 -1.41% 1.41% -0.22 0.049 -0.21 0.00
31.13 -4.39% 4.39% -0.01 0.000 0.03 0.00 200
148.41 -8.13% 8.13% -0.05 0.003 0.02 0.01
2.23 -0.99% 0.99% -0.06 0.003 -0.05 0.00
0.24 0.37% 0.37% -0.04 0.002 -0.05 0.00 150
414.46 -19.77% 19.77% -0.19 0.036 -0.03 0.03
283.82 -12.32% 12.32% -0.09 0.008 0.03 0.01
24.27 3.49% 3.49% -0.07 0.005 -0.10 0.00
24.83 4.04% 4.04% -0.07 0.005 -0.11 0.00
100
0.09 -0.28% 0.28% 0.04 0.002 0.04 0.00
45.21 -4.94% 4.94% -0.01 0.000 0.04 0.00
1.99 -1.02% 1.02% -0.02 0.000 -0.01 0.00 50
19.64 3.58% 3.58% 0.00 0.000 -0.03 0.00
1.23 1.05% 1.05% -0.01 0.000 -0.02 0.00
12.94 2.49% 2.49% 0.06 0.004 0.03 0.00
0
272.24 10.57% 10.57% 0.13 0.016 0.01 0.01 0 10
152.43 8.93% 8.93% 0.12 0.014 0.02 0.01
41.23 -5.74% 5.74% 0.05 0.003 0.11 0.00
31.38 -3.74% 3.74% 0.04 0.001 0.08 0.00
58.49 4.83% 4.83% 0.02 0.000 -0.03 0.00
88.84 6.65% 6.65% 0.03 0.001 -0.04 0.00
0.75 0.72% 0.72% 0.07 0.004 0.06 0.00
0.00 0.01% 0.01% 0.05 0.003 0.05 0.00
124.40 6.55% 6.55% 0.08 0.006 0.00 0.00
116.49 7.11% 7.11% 0.07 0.005 -0.01 0.01
0.00 0.04% 0.04% 0.07 0.005 0.07 0.00
46082.96
0

0
0 10 20 30 40 50 60
Zt Forecast
Autor: Bernardo Almada Lobo Exponential Smoothing Mixed

Avaliação da Precisão
Medidas Estatísticas Padrão Medidas Relativas
Mean Error Erro Médio 12.53 MPE
Mean Absolute Error Erro Absoluto Médio 27.31 MAPE
Sum of Squared Errors Soma dos Erros Quadráticos 25647.20
Mean Squared Error Erro Quadrático Médio 829.36
Standard Deviation of Errors Desvio Padrão dos Erros 28.46
Standard Deviation of Mean of Errors Desvio Padrão da Média dos Erros 7.61

a b g bs
0.667629 0.001 0.602245 0

t Zt nt bt ft Forecast Er=Zt-Z^t IErI MediaEr


1 77.4 -7.13 12.53
2 88.8 4.27 DesvP Er
3 92.1 7.57 28.46
4 79.8 84.53 0.00 -4.73
5 77.5 84.59 0.00 -7.10
6 89.1 84.75 0.00 4.32
7 92.4 84.80 0.00 7.59 92.10 0.30 0.30
8 80.1 84.82 0.00 -4.72 79.87 0.23 0.23
9 74.7 82.81 0.00 -7.71 77.64 -2.94 2.94
10 185.2 148.28 0.06 23.95 89.12 96.08 96.08
11 162.4 152.66 0.07 8.88 92.41 69.99 69.99
12 178.1 172.82 0.09 1.30 78.08 100.02 100.02
13 129.1 148.81 0.06 -14.93 140.76 -11.66 11.66
14 158.4 139.24 0.05 21.07 176.82 -18.42 18.42
15 160.6 147.59 0.06 11.37 181.97 -21.37 21.37
16 138.7 140.80 0.06 -0.75 150.30 -11.60 11.60
17 127.2 141.71 0.06 -14.68 124.47 2.73 2.73
18 149.8 133.07 0.05 18.46 168.84 -19.04 19.04
19 151.7 137.93 0.05 12.81 152.34 -0.64 0.64
20 132.9 135.09 0.05 -1.62 141.13 -8.23 8.23
21 103 123.48 0.04 -18.17 118.53 -15.53 15.53
22 136.8 120.06 0.03 17.42 156.55 -19.75 19.75
23 141.3 125.70 0.04 14.49 148.05 -6.75 6.75
24 123.5 125.32 0.04 -1.74 121.98 1.52 1.52
25 107.3 125.44 0.04 -18.15 101.99 5.31 5.31
26 136.1 120.94 0.04 16.06 143.24 -7.14 7.14
27 138.6 123.07 0.04 15.12 139.94 -1.34 1.34
28 123.7 124.66 0.04 -1.27 123.82 -0.12 0.12
29 106.1 124.40 0.04 -18.24 102.89 3.21 3.21
30 144.4 127.04 0.04 16.84 139.24 5.16 5.16
31 156.1 136.36 0.05 17.90 139.90 16.20 16.20
32 138.2 138.46 0.05 -0.66 123.25 14.95 14.95
33 111.8 132.86 0.05 -19.94 108.93 2.87 2.87
34 149.8 132.94 0.05 16.85 153.35 -3.55 3.55
35 158.5 138.07 0.05 19.43 156.52 1.98 1.98
36 141.8 141.02 0.06 0.21 132.34 9.46 9.46
37 119.1 139.71 0.05 -20.34 113.15 5.95 5.95
38 158 140.69 0.05 17.13 155.08 2.92 2.92
39 170.4 147.57 0.06 21.47 160.61 9.79 9.79
40 151.8 150.28 0.06 1.00 140.08 11.72 11.72
41 127.4 148.61 0.06 -20.86 120.51 6.89 6.89
42 109.10 164.89 220.67 220.67
43 116.16 171.94 227.73
44
45
46
47
48
Teste ao valor esperado dos Erros
Medidas Relativas Estatística U (Theil) Valor de teste: 1.647493
7.31% U = 0.936553062 Valor de t crítico: 2.160369
18.24%
Correlation
Z(0,95): 1.959964
Limite: 0.267261
Lim. Inf. r Lim. Sup.
-0.523822 0.457775 0.523822

MediaIErI Er^2 PE APE VRR VRR^2 VRP (VRP-VRR)^2


27.31
SSE
25647.20
MSE
829.36

0.09 0.32% 0.32% 0.00 0.000 0.00 0.00


0.05 0.29% 0.29% 0.00 0.000 0.00 0.00
8.66 -3.94% 3.94% -0.04 0.001 0.00 0.00
9231.02 51.88% 51.88% 1.08 1.163 0.00 1.16
4898.89 43.10% 43.10% 0.76 0.574 0.00 0.57
10003.81 56.16% 56.16% 1.22 1.497 -0.03 1.56
200
136.07 -9.04% 9.04% 0.73 0.530 0.88 0.02
339.23 -11.63% 11.63% -0.14 180 0.021 -0.05 0.01
456.57 -13.30% 13.30% -0.01 0.000 0.12 0.02
134.60 -8.36% 8.36% -0.22 160 0.049 -0.16 0.00
7.45 2.15% 2.15% -0.01 0.000 -0.04 0.00
140
362.58 -12.71% 12.71% -0.05 0.003 0.07 0.01
0.41 -0.42% 0.42% -0.06 0.003 -0.05 0.00
120
67.76 -6.19% 6.19% -0.04 0.002 0.02 0.00
241.22 -15.08% 15.08% -0.19 100 0.036 -0.07 0.01
389.94 -14.43% 14.43% -0.09 0.008 0.05 0.02
45.63 -4.78% 4.78% -0.07 80 0.005 -0.02 0.00
2.31 1.23% 1.23% -0.07 0.005 -0.08 0.00
60
28.15 4.94% 4.94% 0.04 0.002 -0.01 0.00
50.97 -5.25% 5.25% -0.01 40 0.000 0.05 0.00
1.79 -0.96% 0.96% -0.02 0.000 -0.01 0.00
0.01 -0.09% 0.09% 0.00 20 0.000 0.00 0.00
10.28 3.02% 3.02% -0.01 0.000 -0.04 0.00
26.64 3.57% 3.57% 0.06
0
0 0.004 0.02
10 0.00 20 30 40
Zt Forecast
262.37 10.38% 10.38% 0.13 0.016 0.01 0.01
223.64 10.82% 10.82% 0.12 0.014 0.00 0.01
8.26 2.57% 2.57% 0.05 0.003 0.03 0.00
12.63 -2.37% 2.37% 0.04 0.001 0.06 0.00
3.94 1.25% 1.25% 0.02 0.000 0.00 0.00
89.54 6.67% 6.67% 0.03 0.001 -0.04 0.00
35.45 5.00% 5.00% 0.07 0.004 0.01 0.00
8.54 1.85% 1.85% 0.05 0.003 0.04 0.00
95.87 5.75% 5.75% 0.08 0.006 0.01 0.00
137.28 7.72% 7.72% 0.07 0.005 -0.01 0.01
47.48 5.41% 5.41% 0.07 0.005 0.01 0.00
48695.23
30 40 50 60
Forecast

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