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Constant model
xt = demand in period t,
a = average demand per period (assumed to vary
slowly),
t = independent random deviation with mean zero.
x t a t
(2.1)
Trend model
a = average demand in period 0,
b = trend, that is the systematic increase or decrease
per period (assumed to vary slowly).
x t a bt t
(2.2)
Trend-seasonal model
Ft = seasonal index in period t (assumed to vary
slowly).
If there are T periods in one year, we must require that
for any T consecutive periods,
x t (a bt )Ft t
. (2.3)
By setting b = 0 in (2.3) we obtain a constant-seasonal
model.
x t , a t (x t x t 1 x t 2 ... x t N 1 ) / N
. (2.4)
The forecasted demand is the same for any value of >
t.
If a is varying more slowly and the stochastic deviations
are larger, we should use a larger value of N.
If we use one month as our period length and set
N = 12, the forecast is the average over the preceding
year. This may be an advantage if we want to prevent
seasonal variations from affecting the forecast.
x t , a t (1 )a t 1 x t
(2.5)
a t (1 )a t 1 x t (1 )((1 )a t 2 x t 1 ) x t
x t (1 ) x t 1 (1 ) 2 a t 2 ... x t (1 ) x t 1
(1 ) 2 x t 2 ... (1 ) n x t n (1 ) n 1 a t n 1
(2.6)
(1 ) / ( N 1) / 2 (2.8)
2 /( N 1)
(2.9)
A value of corresponding to N = 12 is according to (2.9)
obtained as = 2/(12 + 1) = 2/13 0.15.
Note: S()=1/ 2.
a t (1 )(a t 1 b t 1 ) x t
(2.10)
b t (1 )b t 1 (a t a t 1 ) , (2.11)
where and are smoothing constants between
0 and 1.
The forecast for a future period, t + k is obtained as
x t , t k a t k b t
. (2.12)
(2.19)
(2.20)
Sporadic demand
Croston (1972) has suggested a simple technique to
handle such a situation. The forecast is only updated in
periods with positive demand. In case of a positive
demand two averages are updated by exponential
smoothing: the size of the positive demand, and the time
between two periods with positive demand.
E(X m)
(2.21)
(2.23)
where 0.5 c 1.
, (2.27)
Checking demand
Assume that that in period t-1 we obtained the forecast
x t 1, t and MADt-1. If x t 1, t can be regarded as the mean
and the deviations of the demand from the forecast are
normally distributed, we can determine the probability that
the next forecast error is within k standard deviations as,
P( x t x t 1, t k t 1 ) (k ) (k ) ,
(2.28)
,
(2.29)
with k1 = 4 to check whether xt is reasonable.
(When checking xt it is appropriate to use MADt-1
instead of MADt, which has been affected by the
demand that we are checking.)
By applying (2.28) with k = 4 / / 2 3.19 , we can see
that the probability that the test, under normal
conditions, should be satisfied is approximately 99.8
percent.
If (2.29) is not satisfied there is either some error in the
new demand or in the forecast or, alternatively, an
event with a very low probability has occurred.
price changes
sales campaigns
new regulations
A special problem with manual forecasts is that they
sometimes have systematic errors because of optimistic or
pessimistic attitudes by the forecaster.