《《预测与决策技术应用》时间序列分析报告地报告材料：美国AcmeTool公司1994-2000年销售额记录簿.docx》由会员分享，可在线阅读，更多相关《《预测与决策技术应用》时间序列分析报告地报告材料：美国AcmeTool公司1994-2000年销售额记录簿.docx（49页珍藏版）》请在课桌文档上搜索。
1、美国ACmeT9公司1994-2。年销售额记录二3年份季度时期/t销售额/XSl(=0.3)S2(a=0.3)abY/a=0.3绝对误差误差平方-1O-433.3433.3433.30.0-2300.03(X).0300.00.03200.0200.0200.00.04366.7366.7366.70.0199411UU433.3439.3467.36.U433.360.74444.4Z235U315.U3U4.3325.54.5300.03U.U2.u33250215.0204.5225.54.5200.050.02500.04443/0./369.7383.73.U3bb.733.3111
2、1.1199515450452.3443.2461.43.9473.323.3544.42635U必.3310.8340.26.3330.020.0400.03I200，Iuqzuo.3214.71.230.03u.u9(J().()4830()353.7364.9342.5-4.8386.786.77511.119961y35U421.643b.8406.5-6.5465.3115.313301.82IO200287.9303.9271.8-6.9346.5146.521462.331115()192.4202.1182.6-4.2210.506.54422.3412400367.6365.
3、7369.50.8337.762.33885.419971998113550460.1443.8476.57.0400.0150.022490.0214350306.5304.7308.30.8264.985.17242.0315250209.6204.4214.92.3178.471.65126.6416550422.3382.7461.917.0370.3179.732304.11999117550487.1456.8517.413.0483.566.54417.8218400334.5313.6355.49.0309.190.98267.4319350251.8218.6284.914.
4、2217.2132.817642.5420600475.6410.5540.727.9478.9121.114661.2121750566.0489.5642.432.8530.4219.648210.8222500384.2334.8433.621.2364.4.618386.3323400296.2241.9350.623.3299.1100.910175.0424650527.9445.8610.135.2568.681.46633.7200012585()651.2538.()764.348.5675.2174.830565.1226600448.9369.0528.834.2454.
5、7145.321106.6327450342.4272.。412.730.1373.970.13796.6428700579.5485.9673.240.1645.354.72991.62001Yj1/-)129预测12.均方差ZJUj63.0331442.8432713.3平均误爰-94.211392.9图1-2:原美国ACmeToOI公司19942000年销售额记录表数据图与“a=0.3的二次指数平滑法预测数据趋势图。【预测】.用二次指数平滑法对该公司2001年1、2季度的销售额进行预测，其中a=03的时候,得到预测值分别是：2001年1季度为924.2;2001年2季度为649.2。美国
6、ACmeT。1公司1994-2000年销售额记录，一。$年份季度时期/t销售额/XSl(a=0.5)S2(a=0.5)abY(a=0.5)绝对误差误差平方-10-433.3433.3433.30.0-2300.0300.0300.00.03200.0200.0200.0.004366.7366.7366.70.0199411500466.7450.0333716.7433.366.74444.422350325.0312.55237.12.5300.050.02500.033250225.0212.55391.12.5200.050.02500.044400383.3375.07462.8.3
7、366.733.31111.1199515450458.3454.25350.4.2500.050.02500.026350337.5325.00212.12.5350.00.00.037200212.5212.5J325.O0.0250.050.02500.048300341.7358.3379.2-16.7400.0100.0100.0199619350404.2429.2240.6-25.0466.7116.713611.1210200268.8296.9165.6-28.1362.5162.526406.3311150181.3.9377.1-15.6212.562.53906.341
8、2400370.8364.6501.021S6.3308.391.78402.81997113550477.1453.1Jl6225.24.0354.2.838350.7214350309.4303.16.3212.5137.518906.33Ij25021j.6206.39.4Ij(Ja)1()0.()1(XXX).00416550460.4412.53U8.347.9383.3166.727777.8117550513.5483.33j43.830.2525.025.0625.01998218400354.7328.95321.25.8321.978.16103.5319350282.82
9、44.51589.38.3234.4115.613369.1420600530.2471.41706.58.9556.343.81914.1121750631.8557.60476.74.2574.0176.030990.71999222500427.3378.16389.P49.2406.393.88789.1323400341.4293.0649.548.4359.440.61650.4424650590.1530.7832.659.4647.92.14.3125850740.9649.2581.491.7780.269.84870.92000226600513.7445.9447.167
10、.8525.874.25508.4327450395.7344.3702.251.4438.311.7137.32001第700645.1587.9预测57.28.9均78.4方差3QO74QA平均477.68819.9I误差趋势图图1-1：原美国ACmeToOl公司19942000年销售额记录表数据图。图1-3:原美国ACmeToOI公司19942000年销售额记录表数据图与“a=0.5的二次指数平滑法预测数据趋势图。【预测】.用二次指数平滑法对该公司2001年1、2季度的销售额进行预测，其中a=05的时候，得到预测值分别是：2001年1季度为924.2;2001年2季度为649.2。美国A
11、CmeT向公司1994-2。年销售额记录二:年份季度时期彳/t肖售额/XSl(a=0.7)S2(a=0.7)abY(a=0.7)绝对误差误差平方-10-433.3433.3433.30.0一2300.0300.0300.00.03200.0200.0200.00.04366.7366.7366.70.0199411500480.0466.0494.032.7433.366.74444.42235()335.()324.5345.524.5300.()50.02500.033250235.0224.5245.524.5200.050.02500.0444U0390.0383.0397.016.3
12、366.733.31111.1199515450459.0461.1456.9-4.9526.776.75877.826350345.5339.2351.814.7370.020.0400.0372U0210.5214.72U6.3-9.8270.07U.U4900.048300327.0343.8310.2-39.2413.3113.312844.4199619350382.7406.2359.2-54.9452.0102.010404.021020。243.7272.3215.0-66.9366.5166.527722.3311150168.2182.1154.2-32.6.546.521
13、62.3412400378.1367.8388.424.0271.0129.016641.01997113550499.8471.7527.965.5304.3245.760368.5214350318.1304.4331.832.0148.1201.940763.6315250225.4212.4238.43。.3121.6128.4164X6.6416550498.4459.2537.691.4412.4137.618933.81998117550534.9516.0553.944.2593.443.418X3.6218400375.4354.1396.749.7363.936.11305
14、.0319350312.6282.6342.770.1268.881.26597.542。600569.5536.4602.677.2629.】29.1843.91999I2173。634.6736.3118.7598.2lM.23U57.3222500462.6430.1495.276.0446.553.52862.7323400373.8346.4401.263.8412.812.8164.442465()625.9599.0652.762.6679.829.8888.92000125850800.6750.8850.4116.2855.05.024.92266()()558.8520.2
15、597.490.1571.128.9X32.4327450427.1402.9451.456.5465.015.0225.1428700677.8654.1701.455.1715.315.3233.32001129预测966.7均万差ZOtt/.3331507.8432756.5平均误差76.49535.0图1-4:原美国AemeTOOI公司19942000年销售额记录表数据图与“a=071的二次指数平滑法预测数据趋势图。【预测】.用二次指数平滑法对该公司2001年1、2季度的销售额进行预测，其中a=0.7的时候，得到预测值分别是：2001年1季度为966.7;2001年2季度为687.5。
16、【题2】.某旅游风景区的旅游收入资料如表所示（单位万元），2006年第1季度该商店空调的销售额为830万元，试预测第2、3、4季度的收入。年份第一季度第二季度第三季度第四季度200349026764398403200466730764984490200575031685551861图2-1:原某旅游风景区2003-2005年的旅游收入资料数据图。【预测】.季节序列数0合计季平均第一季度第二季度第三季度第四季度年2份20034902676439840379671991.750046673076498449092172304.25200575031685551861103302582.50李合计1
17、9078920149331754275142292.83同季平均635.672973.334977.67584.67季节指数0.277241.296792.170970.255004.000修正指数27.72%129.6217.104UU.UU%2006预测8303882.336499.42763.41图2-2:原煤旅游风景区2003-2005年的旅游收入资料序列数据图与季节指数预测法的预测数据趋势图。【题3利用时间序列分解法预测1996年第一、二月份的社会消费品零售总额。【解】.时间序列一般包括四类因素：长期趋势因素T(TrendCOmPonen。、季节变动因素S(Seasonalcompo
18、nent)循环变动因素C(Cyclicalcomponent)、不规则变动因素I(Irregularcomponent)o时间序列分解法的乘法模式：XTSCIo(其中，X与T有相同的量纲；Itttt(CS为季节指数，C为循环指数，两者皆为比例数；I是独立随机变量序列，服从正ttt态分布。)时间序列分解法试图从时间序列中区分出这四种潜在的因素，特别是“长期趋势因素(Iy、季节变动因翦S)”和“循环变动因素(Cyb而移动平均法和指数平滑法只是把时间序列中隐含着的基本的、潜在的模式和随机波动区分开来。所以，经过移动平均法、指数平滑法计算后，使得随机波动显著减小。另外，还需要计算“长期趋势因素(IT、
19、季节变动因素(SE其中，通过移动平均数一消除了季节因素和随机因素，可求出趋势-循环因子。即利用MA(NXX)TFiTC,可以得到长期趋势因素T与循环变tIttttt动因素C的乘机序列数：TCO利用趋势外推法求出长期趋势ttT,MAJ(TC)TC/即为循环变动因子。1980-1995年各月社会消费品零售总额(亿元)日期零售额JVlt(12)TxCSITC序号均方误差1980Mn190.3269.9118054.1Vi1980M174.9269.9126780.2021980.2269.9135664.4M031Q2168.4269.9244761.6M04168.6269.9254058.219
20、80Mnc168.2269.9263566.6VU1980M.5173.4994.24%269.920.6473388.0061980161.6174.5392.59%269.920.6583481.6M071Q2172.91665175.471769598.53%94.09%269.92269930.650669IO3827.2454?1N1098.29%269.930.66115821.81980M175.2178.2511110.151980M1981M.7172.58179.4812%117.461981M212.1174.40180.58%011981177.9174.65181.5
21、298.01%269.960.6714100.25M%100.2702182.9176.29182.451981M184.2177.61183.7103%1981M184178.89185.3099.30%270.010.6917041981182.4180.08187.2597.41%270.040.6918M05175.6181.08.2892.77%270.070.70191981M06172181.95190.3590.36%270.100.70201981M184.9182.95191.5096.55%270.140.7121100.19071981%114.51184.7184.4
22、7193.2495.58%270.190.7222M.1.13.73081981M091981M101981M11269.940.6621269.95C).671实3用标准文案269.97邮242铜.以C0.72妈121982224.8188.38.31%118.06Z7tJ!VirJn7azM01233.6182190.18190.52.87.18%91.38%乙/UJ/270.45(V/O.74261982M021983P1.110.33.742.73).163.37.42)IVbZM03221041983P213.714222.33206.699.40%192.49273.22200.3
23、0.811031%104119M83M202.2220.5193.99215.20201.53224.9698.检270.63273.560.740.822842041982M201.7.47202.5499.59%270.740.7529051982202.6.15203.9699.33%270.860.7530M06192.8.58205.3393.90%271.000.763119X2M07.2.77207.2189.86%271.140.76321982M.3200.97209.5195.13%271.300.7733081982M.2202.092ll.2l93.84%271.480
24、.7834115091982205.8202.98212.909三却宓喃,4S3加UM10243.2205.73215.7110(%101982M11217.5208.69217.1)5101f51982M226.2型5210.33in21o.62121983M011983M021983M03270.540.7427271.880.7936272.110.7937272.350.8038272.620.8039272.910.81400681216.892742QO40%973Ql0834&.289.04)193M07206.9821把Ol228.8990.39%274.300.8344198
25、3M218.8M0219.6&230.2495.03%274.710.8445()81983M2161922112232.1593.04%275.150.84460919834M235223.510(M10U928?5234.34%111983M11268.42204784239.91以幺7%哪州0.87491983M227.622M243.3593.53%277.230.8850121984M248.6231.18247.35100.50%277.830.8951011984247233.13252.2097.94%278.470.9152M02249.9235.54257.4997.05%
26、279.150.92531984M03253.1238.26263.6995.98%279.860.94541984M245.5241.57270.1490.88%280.620.9655041984M249.6245.13276.9590.12%281.420.9856051984272.3249.584Q1283.3296.11%QAO11n282.271.00Inn57M064/a.77)fc4.o1S/.01vo.yu/015101.UNDo1984M07275.620.8547276.130.8648101985M198412102.83M299.4260.18291.151986M
27、%124.32111984M1201366.3267.20294.65%113.75338.9273.08297.93%106.55%1985M320.6280.83300.89101.4001%1985308.5285.82304.23M290.1289.41307.8394.24%289.541.0664021985291.8292.90311.2993.74%290.801.0765M03295.2296.41314.9293.74%292.121.08661985M04282299.45318.5688.52%293.491.09671985M284.2302.33321.4088.4
28、3%294.931.0968051985M317.8306.13323.5898.22%296.441.0969061985319.5309.53326.3397.91%崛6511.1070M%123.3507341.7311329.681985%M08411.1316.78333.271985M381.6320.34337.00091985M101985M11287.201.0562284.091.(259285.081.(360288.35.06(3299.651.1071301.361.1172286.111.(461303.141.11731986M346322.46340.93101
29、.49305.00.1274021987P119bM03041987P41986M051987P4041986M051986M061986M07378.3348.04376.0)1986M382353.25380.6081986M405.4358.56385.3)091986481.2364.40390.1)M101980M111986M121987M011987M021987M335.3324.69345.5297.04%306.931.1375329.4327.97350.6593.94%308.951.1376332.9331.39355.9093.54%311.041.1477340.2335.14361.4894.11%313.221.1578326.6338.86367.0588.98%315.491.1679333.9343.00371.7089.83%317.841.178010060320.281.1
