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Error As A Function Alpha

The document analyzes errors in forecasting as a function of the alpha value used for exponential smoothing. It shows the bias, mean absolute deviation (MAD), mean squared error (MSE), standard error, and mean absolute percentage error (MAPE) for alpha values ranging from 0 to 1 in increments of 0.01. The errors generally decrease as alpha increases from 0 to around 0.8-0.9, below which the model fits the data less well.

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ojak keus
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42 views

Error As A Function Alpha

The document analyzes errors in forecasting as a function of the alpha value used for exponential smoothing. It shows the bias, mean absolute deviation (MAD), mean squared error (MSE), standard error, and mean absolute percentage error (MAPE) for alpha values ranging from 0 to 1 in increments of 0.01. The errors generally decrease as alpha increases from 0 to around 0.8-0.9, below which the model fits the data less well.

Uploaded by

ojak keus
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Wahyu

D:\SKRIPSI\Sarung.for 05-09-2019 15:56:07

Module/submodel: Forecasting/Time Series Analysis


Problem title: (untitled)
Method: Exponential Smoothing
Alpha for smoothing: .83

Errors as a function of alpha ----------

Standard
ALPHA Bias MAD MSE Error MAPE
0 -151,579 193,684 56000 250,176 ,195
,01 -138,628 189,723 52628,85 242,529 ,19
,02 -127,006 186,059 49991,88 236,375 ,185
,03 -116,578 182,65 47921,7 231,429 ,181
,04 -107,227 179,46 46288,9 227,453 ,177
,05 -98,841 176,457 44993,4 224,247 ,173
,06 -91,324 173,611 43957,86 221,652 ,169
,07 -84,586 170,901 43122,64 219,536 ,166
,08 -78,548 168,304 42441,8 217,796 ,163
,09 -73,137 165,804 41879,93 216,349 ,16
,1 -68,289 163,386 41409,73 215,131 ,158
,11 -63,944 161,039 41010,21 214,091 ,155
,12 -60,051 159,777 40665,17 213,188 ,153
,13 -56,562 159,037 40362,14 212,393 ,152
,14 -53,434 158,259 40091,44 211,679 ,151
,15 -50,628 157,441 39845,66 211,029 ,15
,16 -48,111 156,582 39619,05 210,428 ,149
,17 -45,851 155,683 39407,13 209,865 ,148
,18 -43,821 154,742 39206,46 209,33 ,147
,19 -41,994 153,762 39014,35 208,816 ,146
,2 -40,35 152,742 38828,73 208,319 ,145
,21 -38,868 151,685 38647,99 207,834 ,144
,22 -37,53 150,593 38470,93 207,357 ,143
,23 -36,319 149,466 38296,55 206,887 ,142
,24 -35,223 148,307 38124,19 206,42 ,141
,25 -34,226 147,118 37953,3 205,957 ,14
,26 -33,319 145,901 37783,51 205,496 ,138
,27 -32,491 144,659 37614,55 205,036 ,137
,28 -31,732 143,393 37446,27 204,577 ,136
,29 -31,035 142,203 37278,55 204,118 ,135
,3 -30,392 141,295 37111,4 203,66 ,134
,31 -29,797 140,349 36944,84 203,203 ,134
,32 -29,243 139,764 36778,93 202,746 ,133
,33 -28,727 139,216 36613,77 202,29 ,133
,34 -28,242 138,638 36449,47 201,836 ,132
,35 -27,786 138,034 36286,21 201,383 ,132
,36 -27,354 137,407 36124,13 200,933 ,131
,37 -26,944 136,757 35963,38 200,485 ,131
,38 -26,553 136,089 35804,15 200,041 ,13
,39 -26,178 135,404 35646,64 199,601 ,129
,4 -25,817 134,703 35491,01 199,164 ,129
,41 -25,469 134,378 35337,44 198,733 ,129
,42 -25,131 134,168 35186,1 198,307 ,128
,43 -24,802 134,223 35037,18 197,887 ,128
,44 -24,48 134,259 34890,83 197,473 ,129
,45 -24,166 134,276 34747,22 197,066 ,129
,46 -23,858 134,276 34606,48 196,667 ,129
,47 -23,554 134,532 34468,77 196,275 ,129
,48 -23,255 134,768 34334,23 195,892 ,129
,49 -22,959 134,984 34202,97 195,517 ,129
,5 -22,667 135,18 34075,12 195,151 ,13
,51 -22,378 135,357 33950,78 194,795 ,13
,52 -22,09 135,517 33830,04 194,448 ,13
,53 -21,806 135,658 33713,02 194,112 ,13
,54 -21,523 135,784 33599,77 193,785 ,13
,55 -21,241 135,893 33490,38 193,469 ,13
,56 -20,962 135,987 33384,89 193,165 ,13
,57 -20,683 136,066 33283,39 192,871 ,131
,58 -20,406 136,132 33185,9 192,588 ,131
,59 -20,131 136,183 33092,47 192,317 ,131
,6 -19,857 136,222 33003,16 192,057 ,131
,61 -19,584 136,248 32917,97 191,809 ,131
,62 -19,312 136,262 32836,93 191,573 ,131
,63 -19,042 136,265 32760,05 191,348 ,131
,64 -18,773 136,257 32687,37 191,136 ,131
,65 -18,506 136,237 32618,88 190,936 ,131
,66 -18,24 136,207 32554,57 190,747 ,131
,67 -17,975 136,168 32494,46 190,571 ,131
,68 -17,712 136,118 32438,54 190,407 ,131
,69 -17,451 136,06 32386,78 190,255 ,131
,7 -17,191 135,992 32339,22 190,115 ,131
,71 -16,934 135,915 32295,8 189,988 ,131
,72 -16,678 135,83 32256,54 189,872 ,131
,73 -16,424 135,737 32221,39 189,769 ,131
,74 -16,172 135,635 32190,35 189,677 ,131
,75 -15,922 135,526 32163,4 189,598 ,131
,76 -15,675 135,408 32140,52 189,53 ,131
,77 -15,43 135,284 32121,67 189,475 ,131
,78 -15,187 135,152 32106,86 189,431 ,131
,79 -14,946 135,012 32096,03 189,399 ,13
,8 -14,708 134,866 32089,18 189,379 ,13
,81 -14,472 134,713 32086,29 189,37 ,13
,82 -14,239 134,552 32087,31 189,373 ,13
,83 -14,008 134,385 32092,25 189,388 ,13
,84 -13,78 134,212 32101,06 189,414 ,13
,85 -13,555 134,031 32113,74 189,451 ,13
,86 -13,333 133,844 32130,26 189,5 ,13
,87 -13,113 133,65 32150,6 189,56 ,129
,88 -12,896 133,449 32174,74 189,631 ,129
,89 -12,682 133,242 32202,68 189,714 ,129
,9 -12,471 133,029 32234,4 189,807 ,129
,91 -12,263 132,809 32269,87 189,911 ,129
,92 -12,058 132,582 32309,11 190,027 ,129
,93 -11,855 132,348 32352,09 190,153 ,128
,94 -11,656 132,108 32398,81 190,29 ,128
,95 -11,46 131,862 32449,28 190,439 ,128
,96 -11,267 131,608 32503,49 190,598 ,128
,97 -11,077 131,348 32561,44 190,767 ,128
,98 -10,891 131,081 32623,15 190,948 ,127
,99 -10,707 130,807 32688,63 191,14 ,127
1 -10,526 130,526 32757,89 191,342 ,127

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