Sessions_17_18

Sessions_17_18 - t $ 1 I t $ 1 $ N + (1 $ ) # F t $ 1 I t $...

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Forecasting Models (Simple) Moving Average F t = A t " 1 + A t " 2 + L + A t " N N Weighted Moving Average F t = w 1 " A t # 1 + w 2 " A t # 2 + L + w n " A t # n w 1 + w 2 + L + w n = 1 (Simple) Exponential Smoothing F t = " # A t $ 1 + (1 $ ) # F t $ 1 , 0 < α < 1 Double Exponential Smoothing F t = L t + T t L t = # A t $ 1 + (1 $ ) # F t $ 1 , 0 < < 1 T t = # L t $ L t $ 1 ( ) + (1 $ ) # T t $ 1 , 0 < δ < 1 Holt-Winters Algorithm F t = L t + T t ( ) " I t # N L t = # A
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Unformatted text preview: t $ 1 I t $ 1 $ N + (1 $ ) # F t $ 1 I t $ 1 $ N , 0 &lt; &lt; 1 T t = # L t $ L t $ 1 ( ) + (1 $ ) # T t $ 1 , 0 &lt; &lt; 1 I t = # A t L t + (1 $ ) # I t $ N , 0 &lt; &lt; 1...
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This note was uploaded on 05/08/2008 for the course BUAD 311 taught by Professor Vaitsos during the Spring '07 term at USC.

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