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weighted moving average
sum(wt*dt)/sum(wt)
wt = weight for the t-th period
dt = demand for the t-th period
exponential smoothing
Ft=Ft-1+α(At-1-Ft-1)
Mean Absolute Deviation (MAD)
Mad = Sum(abs(actual-forecast)) / n
Mean Squared Error (MSE)
MSE = sum(actual-forecast)2 / n
Mean Absolute Percent Error (MAPE)
MAPE = sum(abs(actual-forecast)/actual) / n
Tracking Signal
TS = Sum(E)/MAD
E = error
standard error of the estimate
sy,x = sqrt(sum(y-yhat)2 / (n-2)
Exponential Smoothing With Trend Adjustment
Ft = α*At-1 + (1-α)*(Ft-1 + Tt-1)
FITt-1 = (Ft-1 + Tt-1)
Tt = β(Ft-Ft-1) + (1 - β)*Tt-1
T = trend
F = forecast