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HELP with exponential smoothing, PLEASE!
Hi !, i'm using an programm called STATISTICA to forecast telephones demand per month. I've acheived good results using an linear trend in exponential smoothing, but now i'm trying to develop an program to make the same calculations.....but i'm getting different results. Can you help me? here are the results from the program STATISTICA: month: JANUARY S0 (estimated from data) = 341884 T0 (estimated from data) = 102675 alpha=0.55 ; beta=0.1 (constants) case Real Values Smoothed Series Resids 1 393221 444559 -51337.5 2 562774 614586 2380.3 3 611754 682960 -71206.1 4 803921 736751 67169.7 5 870344 (* forecasted) I'm using the following formulas: T0=(Xn-X1)/(N-1) , where N is the length of series S0=X1-(T0/2) Formula of trend: T(t)=beta* ( F(t) - F(t-1) ) + (1-beta)*T(t-1) , where T is trend and F is forecast F(t+1)=alpha*( A(t) ) + (1-alpha)*( F(t-1) - T(t-1) ) , where A is the real value I think that this last formula is wrong, can anyone tell me the correct formula(s) so that i can get the same values of STATISTICA ? Thanks in Advance! Antonio Rosa ---- Antonio Rosa Portugal Telecom Special Systems and Services Coimbra - Portugal mail: arosa at mail.telepac.pt