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    F Y F Y F Y F: 58.2766106558907 (In Million)

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    kasem_nsu
    The document discusses exponential smoothing forecasting using different values of α between 0.1 and 0.9. For each α value, it shows the actual values (Yt), forecast values (Ft), forecast errors (Yt-Ft), and mean squared error (MSE) over 10 years of data. The lowest MSE of 23.2355741838213 million is achieved with α=0.70, so that value of α is selected as optimal.

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    F Y F Y F Y F: 58.2766106558907 (In Million)

    Uploaded by

    kasem_nsu
    27 views10 pages
    The document discusses exponential smoothing forecasting using different values of α between 0.1 and 0.9. For each α value, it shows the actual values (Yt), forecast values (Ft), forecast errors (Yt-Ft), and mean squared error (MSE) over 10 years of data. The lowest MSE of 23.2355741838213 million is achieved with α=0.70, so that value of α is selected as optimal.

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    The document discusses exponential smoothing forecasting using different values of α between 0.1 and 0.9. For each α value, it shows the actual values (Yt), forecast values (Ft), forecast errors (Yt-Ft), and mean squared error (MSE) over 10 years of data. The lowest MSE of 23.2355741838213 million is achieved with α=0.70, so that value of α is selected as optimal.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    27 views10 pages

    F Y F Y F Y F: 58.2766106558907 (In Million)

    Uploaded by

    kasem_nsu
    The document discusses exponential smoothing forecasting using different values of α between 0.1 and 0.9. For each α value, it shows the actual values (Yt), forecast values (Ft), forecast errors (Yt-Ft), and mean squared error (MSE) over 10 years of data. The lowest MSE of 23.2355741838213 million is achieved with α=0.70, so that value of α is selected as optimal.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Download as xls, pdf, or txt
    of 10

    Exponential Smoothing

    We know that Exponential Forecast Value F(t+1)=αYt+(1-α)Ft


    Yt= Associated Profit in Million Tk.
    Ft= Exponential Smoothing Forecast in Million Tk.
    Yt-Ft= Forecast Error in Million Tk.

    α= 0.10
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 10.4968228 1.3941462
    2003-2004 4 11.45127 10.63623742 0.81503258
    2004-2005 5 18.418019 10.717740678 7.700278322
    2005-2006 6 18.926743 11.4877685102 7.4389744898
    2006-2007 7 20.127063 12.23166595918 7.89539704082
    2007-2008 8 29.773935 13.021205663262 16.752729336738
    2008-2009 9 20.120673 14.6964785969358 5.4241944030642
    2009-2010 10 21.072157 15.2388980372422 5.8332589627578

    Total=

    MSE= Total sum of Error squire/n 58.2766106558907 (in Million)

    α= 0.20
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 10.5867626 1.3042064
    2003-2004 4 11.45127 10.84760388 0.60366612
    2004-2005 5 18.418019 10.968337104 7.449681896
    2005-2006 6 18.926743 12.4582734832 6.4684695168
    2006-2007 7 20.127063 13.75196738656 6.37509561344
    2007-2008 8 29.773935 15.026986509248 14.746948490752
    2008-2009 9 20.120673 17.9763762073984 2.1442967926016
    2009-2010 10 21.072157 18.4052355659187 2.6669214340813

    Total=

    MSE= Total sum of Error squire/n 41.1153282957467 (in Million)

    α= 0.30
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 10.6767024 1.2142666
    2003-2004 4 11.45127 11.04098238 0.41028762
    2004-2005 5 18.418019 11.164068666 7.253950334
    2005-2006 6 18.926743 13.3402537662 5.5864892338
    2006-2007 7 20.127063 15.01620053634 5.11086246366
    2007-2008 8 29.773935 16.549459275438 13.224475724562
    2008-2009 9 20.120673 20.5168019928066 -0.396128992807
    2009-2010 10 21.072157 20.3979632949646 0.6741937050354

    Total=

    MSE= Total sum of Error squire/n 31.9888313466374 (in Million)

    α= 0.40
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 10.7666422 1.1243268
    2003-2004 4 11.45127 11.21637292 0.23489708
    2004-2005 5 18.418019 11.310331752 7.107687248
    2005-2006 6 18.926743 14.1534066512 4.7733363488
    2006-2007 7 20.127063 16.06274119072 4.06432180928
    2007-2008 8 29.773935 17.688469914432 12.085465085568
    2008-2009 9 20.120673 22.5226559486592 -2.401982948659
    2009-2010 10 21.072157 21.5618627691955 -0.489705769196

    Total=
    MSE= Total sum of Error squire/n 27.1131859997619 (in Million)

    α= 0.50
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 10.856582 1.034387
    2003-2004 4 11.45127 11.3737755 0.0774945
    2004-2005 5 18.418019 11.41252275 7.00549625
    2005-2006 6 18.926743 14.915270875 4.011472125
    2006-2007 7 20.127063 16.9210069375 3.2060560625
    2007-2008 8 29.773935 18.52403496875 11.24990003125
    2008-2009 9 20.120673 24.148984984375 -4.028311984375
    2009-2010 10 21.072157 22.1348289921875 -1.062671992188

    Total=

    MSE= Total sum of Error squire/n 24.5832644821745 (in Million)

    α= 0.60
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 10.9465218 0.9444472
    2003-2004 4 11.45127 11.51319012 -0.06192012
    2004-2005 5 18.418019 11.476038048 6.941980952
    2005-2006 6 18.926743 15.6412266192 3.2855163808
    2006-2007 7 20.127063 17.61253644768 2.51452655232
    2007-2008 8 29.773935 19.121252379072 10.652682620928
    2008-2009 9 20.120673 25.5128619516288 -5.392188951629
    2009-2010 10 21.072157 22.2775485806515 -1.205391580652

    Total=

    MSE= Total sum of Error squire/n 23.4468455734451 (in Million)


    α= 0.70
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 11.0364616 0.8545074
    2003-2004 4 11.45127 11.63461678 -0.18334678
    2004-2005 5 18.418019 11.506274034 6.911744966
    2005-2006 6 18.926743 16.3444955102 2.5822474898
    2006-2007 7 20.127063 18.15206875306 1.97499424694
    2007-2008 8 29.773935 19.534564725918 10.239370274082
    2008-2009 9 20.120673 26.7021239177754 -6.581450917775
    2009-2010 10 21.072157 22.0951082753326 -1.022951275333

    Total=

    MSE= Total sum of Error squire/n 23.2355741838213 (in Million)

    α= 0.80
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 11.1264014 0.7645676
    2003-2004 4 11.45127 11.73805548 -0.28678548
    2004-2005 5 18.418019 11.508627096 6.909391904
    2005-2006 6 18.926743 17.0361406192 1.8906023808
    2006-2007 7 20.127063 18.54862252384 1.57844047616
    2007-2008 8 29.773935 19.811374904768 9.962560095232
    2008-2009 9 20.120673 27.7814229809536 -7.660749980954
    2009-2010 10 21.072157 21.6528229961907 -0.580665996191

    Total=

    MSE= Total sum of Error squire/n 23.7286823768847 (in Million)


    α= 0.90
    Year (t) Yt Ft Yt-Ft
    2000-2001 1 10.406883 10.406883
    2001-2002 2 11.306281 10.406883 0.899398
    2002-2003 3 11.890969 11.2163412 0.6746278
    2003-2004 4 11.45127 11.82350622 -0.37223622
    2004-2005 5 18.418019 11.488493622 6.929525378
    2005-2006 6 18.926743 17.7250664622 1.2016765378
    2006-2007 7 20.127063 18.80657534622 1.32048765378
    2007-2008 8 29.773935 19.995014234622 9.778920765378
    2008-2009 9 20.120673 28.7960429234622 -8.675369923462
    2009-2010 10 21.072157 20.9882099923462 0.0839470076538

    Total=

    MSE= Total sum of Error squire/n 24.8338907876216 (in Million)

    α=0.70 gives the lowest MSE. So α=0.70 should be taken.

    F11=α*Y10+((1-α)*F10 21.0469728977
    YF
    Square of ( t- t)

    0.808916762403999
    1.94364362697444
    0.664278106461454
    59.2942862362631
    55.3383414598951
    62.3372944321892
    280.653940230002
    29.421884922233
    34.026910126594

    524.489495903016

    YF
    Square of ( t- t)

    0.808916762403999
    1.70095433380096
    0.364412784435852
    55.4977603515902
    41.8410978897708
    40.6418440805019
    217.472489788893
    4.5980087347615
    7.11246993556214

    370.03795466172

    YF
    Square of ( t- t)

    0.808916762403999
    1.47444337587556
    0.168335931125264
    52.6197954481387
    31.2088619593633
    26.1209151224488
    174.88675818953
    0.15691817894197
    0.454537151909336

    287.899482119737

    YF
    Square of ( t- t)

    0.808916762403999
    1.26411075319824
    0.055176638192526
    50.5192180153818
    22.7847398987753
    16.518711769389
    146.058466334483
    5.76952208564954
    0.239811740383376

    244.018673997857
    YF
    Square of ( t- t)

    0.808916762403999
    1.069956465769
    0.00600539753025
    49.0769777087641
    16.091908609652
    10.278795475893
    126.560250713119
    16.2272974434593
    1.12927176297975

    221.24938033957

    YF
    Square of ( t- t)

    0.808916762403999
    0.891980513587841
    0.003834101260815
    48.1910995379308
    10.7946178885051
    6.3228437823223
    113.479647022221
    29.0757016900677
    1.45296886270557

    211.021610161006
    YF
    Square of ( t- t)

    0.808916762403999
    0.730182896654762
    0.033616041736368
    47.7722184750264
    6.66800209857838
    3.9006022754461
    104.844703609754
    43.3154961830866
    1.04642931170463

    209.120167654391

    YF
    Square of ( t- t)

    0.808916762403999
    0.584563614969759
    0.082245911538831
    47.7396964830608
    3.57437736228662
    2.49147433678021
    99.2526036511091
    58.6870902706806
    0.337172999132162

    213.558141391962
    YF
    Square of ( t- t)

    0.808916762403999
    0.45512266853284
    0.138559803479889
    48.0183219643461
    1.44402650149899
    1.74368764378541
    95.6272913355411
    75.2620433089126
    0.007047100094024

    223.505017088595

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