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Trong :
: Gi tr d bo thi im t+1
: Gi tr d bo thi im t
: Gi tr thc t thi im t
: H s san m
C 2 vn quan trng nht trong phng php san bng m.
- Th nht: h s san bng m l h s san iu chnh trong s ca cc
quan st ring bit ca dy s thi gian. V vy, khi la chn phi va m bo
kt qu d bo s gn vi quan st thc t, va phi m bo tnh linh hot ( nhanh
nhy vi cc thay i gn hin ti).
Vi =1 th gi tr d bo bng gi tr thc t thi k ngay lin trc v cc
mc trc khng c tnh n.
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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Vi =0 th gi tr d bo bng gi tr d bo thi k trc v gi tr thc t
thi k ngay lin trc khng c tnh n.
Nu c chn cng ln th cc mc cng mi s cng c ch , thch
hp vi chui thi gian khng c tnh n nh cao.
Ngc li, nu c chn cng nh th cc mc cng c s cng c
ch , thch hp vi chui thi gian c tnh n nh cao.
Do , phi da vo c im bin ng ca hin tng qua thi gian v kinh
nghim nghin cu la chon cho ph hp. Ni chung, gi tr tt nht l gi tr
lm cho tng bnh phng sai s d on nh nht.
- Th hai: Xc nh gi tr ban u ( iu kin ban u ) k hiu y
0
Phng php san bng m c thc hin theo php quy, tnh
th
phi c , c
, c
th phi c
1 1 1
( )
( ) (1 )
(1 ).
t
t t t
t
t h
t
T S S T
y
V V
S
| |
= +
= +
Vi , , o | l cc tham s san bng nhn gi tr trong on [0;1]. Cc tham
s , , o | nhn gi tr tt nht khi tng bnh phng sai s l nh nht.
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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LA CHN S LIU V X L S LIU
C bng thng k bo co doanh thu thun ca cng ty C phn ch bin
lng thc thc phm BIBICA trong giai on 2008 2010 nh sau:
(n v: T ng)
Nm 2008 2009 2010
Qu
I 131.4 121.8 143.6
II 100.3 117.1 122.1
III 146.1 162.0 217.4
IV 166.6 227.5 303.9
Ngun: www.fpts.com
Chng ti s tin hnh d bo doanh thu thun ca cng ty cho nm 2011
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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THC HIN XY DNG HM SAN M BNG PHN MM EVIEW 5.1
Bc 1: Nhp s liu
- M ca s lm vic vi Eview:
- To mt file lm vic mi: T menu chnh chn file/ new/ workfile
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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- Trong Workfile Create:
Workfile structure type: chn Dataed-regular frequency
Frequence: chn Quarterly
Start date: nhp 2008:1 (Thi gian bt u l qu 1 nm 2008)
End date : nhp 2011:4 (Thi gian kt thc l qu 4 nm 2011)
WF : t tn cho work file ( y chng ti t l thaoluan )
Ch : y s liu cho l t qu 1 nm 2008 n qu 4 nm 2010, tuy
nhin, v ta cn d bo cho nm 2011 nn ta s chn End date nh trn.
Nhp xong nh trn Click OK
Sau khi n OK
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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- Gi ta vo ObjectNew object xut hin ca s New object
Trong phn Type of object : ta chn kiu d liu l Series
Name : ta nh tn ca bin Y
Sau nhp OK
Sau khi click Ok, trong work file s xut hin thm 1 bin m ta va to l
bin Y. bt u nhp d liu, ta click p chut vo bin Y. Xut hin bng
sau :
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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- nhp d liu : Click vo nt Edit +/-
Sau ta nhp d liu cho tng qu ca nm theo bng s liu cho
Nhp xong ta tt bng s liu i
Bc 2: Thc hin bng M hnh san m n gin:
- Ta vo Quick Series statistics Exponetial smoothing
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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- Xut hin bng Series Name, yu cu ta nhp tn ca bin cn d bo.
Chng ta nhp Y ri nhp OK
- Xut hin bng Exponetial smoothing:
Smoothing method : ta chn single
Smoothed series :ta ghi tn ca bin l sanmu
Nhp OK
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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- S ra bng bo co sau:
- xem kt qu d bo, ta click p chut vo bin sanmu trong Work file
Ta c kt qu d bo nh trong hnh
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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v biu cho s liu d bo, chng ta vo Quick, chn Graph, chn kiu
biu mun v l Line graph
Ca s Series List xut hin:
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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Nhp OK, ta c biu ca doanh thu thun d bo:
Theo nh m hnh Hotl single d bo cho nm 2011 th doanh thu thun ca
cng ty BIBICA t khong 303,8 t ng. M hnh ny c c trng l khng th
d bo c cho tm xa t 2 mc tr ln nn chng ta thy kt qu ca d bo
cho 4 qu u nh nhau. Chng ta hiu rng y ch l d bo cho qu I nm 2011.
Cn bc hai ca sai s bnh phng trung bnh RMSE = 54.69234
Bc 3: Thc hin bng m hnh san m tuyn tnh khng c tnh ma
v (m hnh Hotl-Winter No seasonal).
- Chng ti vn s dng b s liu Y nh cho ban u, cc bc lm tng
t nh trn, nhng trong ca s Exponetial smoothing ta c cc la chn sau:
Smoothing method : ta chn Hotl-Winter-No seasonal
Smoothed series :ta ghi tn ca bin l hotlmuavu
Nhp OK
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
16
- Chng ta c kt qu nh sau:
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
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- xem kt qu d bo, ta click p chut vo bin holtmuavu trong
Workfile, c kt qu d bo nh trong hnh:
Tng t nh m hnh n gin v biu cho doanh thu d on bng
m hnh ny:
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
18
Kt qu d bo cho thy doanh thu thun ca nm 2011 theo tng qu ln
lt l:
Qu I: doanh thu thun t 192.6 t ng
Qu II: doanh thu thun t 197.7 t ng
Qu III: doanh thu thun t 202.8 t ng
Qu III: doanh thu thun t 207.9 t ng
Cn bc hai ca sai s bnh phng trung bnh cho m hnh ny RMSE = 46.92912
Bc 4: Thc hin bng m hnh xu th tuyn tnh v c bin ng thi
v (M hnh Holt-Winter Seasonal)
M hnh cng tnh:
Trong ca s Exponetial smoothing ta c cc la chn sau:
Smoothing method : ta chn Hotl-Winter- Seasonal
Smoothed series :ta ghi tn ca bin l hotlcongtinh
Nhp OK
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
19
- xem kt qu d bo, ta click p chut vo bin holtcongtinh trong
Workfile, c kt qu d bo nh trong hnh
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
20
- Biu doanh thu d on bng m hnh ny l:
Kt qu d bo cho thy doanh thu thun ca nm 2011 theo tng qu ln
lt l:
Qu I: doanh thu thun t 233.6 t ng
Qu II: doanh thu thun t 214.5 t ng
Qu III: doanh thu thun t 276.5 t ng
Qu III: doanh thu thun t 333.9 t ng
Cn bc hai ca sai s bnh phng trung bnh cho m hnh ny RMSE = 21.98306
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
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M hnh nhn tnh
Trong ca s Exponetial smoothing ta c cc la chn sau:
Smoothing method : ta chn Hotl-Winter- Seasonal
Smoothed series : ta ghi tn ca bin l hotlnhantinh
Nhp OK
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
22
- xem kt qu d bo, ta click p chut vo bin holtcongtinh trong
Workfile, c kt qu d bo nh trong hnh
Biu doanh thu d on bng m hnh ny l:
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
23
Kt qu d bo cho thy doanh thu thun ca nm 2011 theo tng qu ln
lt l:
Qu I: doanh thu thun t 212.1 t ng
Qu II: doanh thu thun t 177.0 t ng
Qu III: doanh thu thun t 265.6 t ng
Qu III: doanh thu thun t 343.7 t ng
Cn bc hai ca sai s bnh phng trung bnh cho m hnh ny RMSE = 17.46824
NH GI KT QU V SO SNH CC M HNH S DNG
Bng bo co kt qu d bo cho doanh thu thun ca cng ty nm 2011:
Qu I Qu II Qu III Qu IV RMSE
SINGLE 303.8 303.8 303.8 303.8 54.69234
HOLT
NO
SEASONAL
192.6 197.7 202.8 207.9 46.92912
HOLT
SEASONAL
ADD
233.6 214.5 276.5 333.7 21.98306
HOLT
SEASONAL
MULTI
212.1 177.0 265.6 343.7 17.46824
Tiu ch nh gi cht lng d bo ca m hnh c s dng l sai s bnh
phng trung bnh MSE hoc cn bc hai ca sai s bnh phng trung bnh
RMSE. Da vo bng kt qu bo co chng ta d nhn thy m hnh san m xu
th tuyn tnh c bin ng thi v dng nhn tnh (Holt-Winter Multiplicative) c
RMSE nh nht (RMSE = 17.46824), iu ny chng t rng sai s khi d bo ca
m hnh l thp nht.
Nh vy, bo co kt qu d bo v doanh thu thun ca cng ty BIBICA,
chng ta s s dng kt qu ca m hnh san m nhn tnh. Tng kt li, d bo v
doanh thu nm 2011 ca cng ty nh sau:
Qu I doanh thu t 212.1 t ng
Qu II doanh thu t 177.0 t ng
Qu III doanh thu t 265.6 t ng
Qu IV doanh thu t 343.7 t ng.
M HNH D BO BNG PHNG PHP SAN M
NHM 02 LP 1101AMAT0511
Apr. 29
24
TNG KT
Thng qua v d v m hnh d bo doanh thu thun ca cng ty C phn
Bnh ko Bin Ha BIBICA, hy vng cc bn c th nm c nhng cch thc
s dng m hnh san m trong quy trnh d bo kinh t - x hi bng phn mm
Eview. Chng ti xin a ra mt s u, nhc im ca m hnh ny nh sau:
u im:
- n gin v c kt qu tng i chnh xc ph hp vi d on ngn hn
cho cc nh kinh doanh cng nh lp k hoch ngn hn cp v m.
- H thng d bo c th c iu chnh thng qua 1 tham s duy nht (tham
s san bng m)
- D dng chng trnh ho v ch phi thc hin mt s php ton s cp
xc nh gi tr d bo.
Hn ch:
- Phng php san m ch b hp trong phm vi d bo ngn hn v khng
tnh n s thay i cu trc ca chui thi gian m phi tun th tnh n nh theo
thi gian ca cc qu trnh kinh t - x hi.
TI LIU THAM KHO
- Bi ging mn cc m hnh d bo kinh t x hi i hc thng mi
- Bi ging mn cc phng php phn tch v d bo i hc Thi Nguyn
- Gio trnh Kinh t lng i hc Kinh t quc dn
- Trang thng tin chng khon: www.fpts.com