Chuong 2 - Cac Phuong Phap Du Bao Co Ban

CC PHNG PHP D BO C BN

Ni dungM t d liu bng thBin tr ca chui thi giano lng chnh xc ca d boChuyn dng bin s v iu chnh d liu

M T D LIU BNG TH

Chui thi gian v d liu choD liu chui thi gian: mt dy cc quan st theo thi gian D liu cho: tt c cc quan st trong cng mt thi im

Bng 1: sn lng bia ca c theo thng t thng 1 nm 1991 n thng 8 nm 1995

Bng 2: nc sn xut, mc tiu thu nhin liu v gi c mt s loi xe t

th thi gian (time plot)M t s thay i ca d liu theo thi gian

Hnh mu d liuMu d liu n nh (Horizontal pattern) Mu d liu thi v (Seasonal pattern)Mu d liu chu k (Cyclical pattern) Mu d liu xu th (Trend pattern) Co 4 hnh mu thay i ca d liu theo thi gian

D liu n nhD liu xu thD liu ma vD liu chu k

Hnh mu d liuMu d liu n nh: d liu dao ng quanh mt gi tr trung bnh c nhMu d liu thi v: d liu b nh hng bi nhng yu t ma v (qu, thng, tun)

Hnh mu d liuMu d liu xu th: d liu tng hoc gim trong mt khong thi gian diMu d liu chu k: d liu dao ng quanh ng xu th tng hay gim khng theo mt khong thi gian c nh no

Kt hp cc mu d liuTrong thc t, mt chui thi gian thng kt hp nhiu mu d liu

S thi v (seasonal plot)Ct cc chui thi gian theo tng giai on thng lp li v biu din chng trn cng mt trc thi gianGip pht hin yu t thi v

S phn tn (scatter plot)Biu din mi quan h ph thuc gia hai bin sGip pht hin mi quan h, mc quan h, chiu quan h (thun, nghch)

Bin tr ca chui thi gian

Bin tr ca chui thi gianTrong mt chui thi gian, quan st Yt-k c gi l tr k giai thi k ca quan st YtBin s cha cc quan st tr Yt-k c gi l mt bin tr ca bin s cha cc quan st Yt

T hip phng sai v t tng quanT hip phng sai v t tng quan l s m rng ca hip phng sai v tng quan vo chui thi gian nghin cu s ph thuc ca mt bin s vi cc bin tr ca n

Hip phng sai v tng quanHip phng saiH s tng quan

T hip phng sai v t tng quanT hip phng saiT tng quan

S lng VCR bn trong nm 2000 ti cc ca hiu hng in t

Time tMonthOriginal dataYtY lagged one period Yt-1Y lagged two period Yt-2123456789101112JanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember123130125138145142141146147157150160123130125138145142141146147157150160

123130125138145142141146147157150160

Hm t tng quan (ACF)Hm ACF cho bit h s t tng quan ti cc mc tr khc nhauACF c biu din bng s t tng quan (correlogram)

Sn lng bia c

O LNG CHNH XC CA D BO

Ct 2: Cc quan st trong 8 thng (t1- t8 nm 1995)Ct 3: Cc gi tr d bo, tnh bng cch ly trung bnh ca cng thng trong 4 nm.

VD: gi tr d bo cho thng 1 nm 1995 l trung bnh ca thng 1 cc nm 1991, 1992, 1993, 1994.Sn lng bia hng thng ca c

T YtFt1138150.252136139.53152157.254127134.551511386130127.57119138.258153141.59140.510167.25

o lng sai sYt l quan st thc trong k t v Ft l gi tr d bo cho cng kSai s c nh ngha: et =Yt-Ft

Cc o lng sai s c bn MAE = MSE =

tY FY-F|Y-F |(Y-F)212345678138136152127151130119153150.25139.5157.25134.5138127.5138.25141.5-12.25-3.5-5.25-7.5132.5-19.2511.512.253.55.257.5132.519.2511.5150.062512.2527.562556.251696.25370.5625132.25Tng -29.7583.751140.20ME = -29.75/8 = -3.72MAE = 83.75/8 = 10.47MSE = 1140.20 /8 = 142.52

Sai s tng iSai s phn trm

Sai s phn trm trung bnh

Sai s phn trm tuyt i

MPE = -26.0/8 = -3.3%MAPE = 62.1/8 = 7.8%62.1-26.0Tng8.92.63.5138.61916.27.5-8.9-2.6-3.5-138.61.9-16.27.512.253.55.2516.5132.519.2511.5-12.25-3.5-5.25-16.5132.5-19.2511.5150.25139.5157.25143.5138127.5138.25141.513813615212715113011915312345678|Yt-Ft |Yt-Ft FtYtT

So snh cc phng php d boLy mt phng php n gin lm c s so snh kt qu d bo vi nhng phng php phc tp hn.Phng php d bo Nave 1 hay NF1: Gi tr k sau bng gi tr k ngay trc : Ft+1 = Yt

Tnh sai s phn trm ca phng php NF1

TYtFt (NF1)|Yt - Ft| 1234567813813615212715113011915318213813615212715113011944216252421113431.91.510.519.715.916.29.222.2Tng117127.1MAE = 117/8 = 22.1 MAPE = 127.1/8 = 15.9%

H s Theil UH s U c pht trin bi Theil (1966) cho php so snh so snh kt qu ca cc phng php d bo vi phng php NF1

Thay i tng i ca gi tr d bo

Thay i tng i ca gi tr thc t

MAPE ca phng php d bo cn so snhMAPE ca phng php d bo NF1

Kt lunU=1: hai phng php nh nhauU1: phng php dang s dng khng tt hn NF1.

H s Theil U

Hm sai ACF ca s d boHm t tng quan ca sai s d bo cho bit c cn thay i mang tnh h thng trong cc sai s hay khng.

CHUYN DNG BiN S V iI CHNH D LiU

Ba dng iu chnh Chuyn dng bin s bng cc hm ton iu chnh d liu do nh hng ca lch thi gian iu chnh tc ng ca lm pht hoc mc tng dn s

Chuyn dng bin sDng cc hng ton hc chuyn dng bin s. Mc ch l lm n nh mc bin thin ca gi tr trong bin s.Quy trnh:Chuyn dang bin sD bo da trn d liu chuyn dngChuyn dng ngc li d bo bin s ban u

Mt s dng chuyn i thng dngCn bc 2Cn bc 3Hm logm nghch oChuyn dngChuyn ngc

Dng thc chungChuyn dng hm mChuyn dng ngc

D liu gc

Yt

Ln(Yt)

Jan-561254Feb-561290Mar-561379Apr-561346May-561535Jun-561555Jul-561655Aug-561651Sep-561500Oct-561538

Jan-56125435.411862427.1341Feb-56129035.916569997.1624Mar-56137937.134889267.2291Apr-56134636.687872667.2049May-56153539.179076057.3363Jun-56155539.433488317.3492Jul-56165540.681691217.4116Aug-56165140.632499317.4091Sep-56150038.729833467.3132Oct-56153839.21734317.3382

Variation increases

Cn bc 2

Log

iu chnh do lch thi gianThay i trong chui thi gian c th do s thay i v s ngy theo lch hoc s ngy lm vic trong thng.

iu chnh thay i ngy trong thngKhc bit gia s ngy ca thng di nht v ngn nht l (31- 28)/30 = 10%.

S ngy lm vic trong thngS ngy lm vic khc nhau trong cc thng

Sn lng s hng thng (365.25/12)= ------------ x 589 31

Sn lng sa

Sn lng sa iu chnh

iu chnh do lm pht hay pht trin dn sV d 1: $1000 nm 2007 khc vi $1000 nm 1997. iu tit ta c th quy v gi tr ti mt mc thi gian.V d 2:D bo s ngi s dng phng tin cng cng qua cc nm phi tnh n mc tng dn s.Thay v d bo tng s ngi s dng, ta d bo t l ngi s dng trn tng s dn.

Data patterns, including components such as trend, seasonality and irregularity, can be studies using the autocorrelation analysis.