Mo Hinh Du Bao

M U
Tnh cp thit ca ti
Trong nhng nm gn y, cng vi chc nng khai thc c tnh cht tc
nghip, vic khai thc cc c s d liu phc v cc yu cu tr gip quyt
nh ngy cng c ngha quan trng v l nhu cu to ln trong mi lnh vc
hot ng kinh doanh, qun l kinh t cng nh nghin cu khoa hc, thng
k tnh hnh pht trin x hi, dn s v.v D liu c lu tr v thu thp
ngy cng nhiu nhng ngi ra quyt nh trong qun l, kinh doanh li cn
nhng thng tin di dng tri thc rt ra t nhng ngun d liu hn l
chnh nhng d liu cho vic ra quyt nh.
Qu trnh ra quyt nh cn c nhiu phng php h tr, trong s nhng
phng php th D bo l mt phng php c s dng rt ph bin v
kt qu d bo chnh l u vo rt cn thit trong qu trnh a ra kin ch
quan chung sau khi tho lun.
Vic ng dng cc h h tr ra quyt nh da trn cc m hnh d bo
gip cc doanh nghip xy dng chin lc pht trin sn xut kinh doanh
ng n ca mnh trong tng lai, mang li hiu qu to ln cho doanh
nghip, t chc, v.v...
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Chng 1 - L THUYT H H TR RA QUYT NH

1.1. L thuyt ra quyt nh
Vic a ra quyt nh i vi mt vn xut hin trong khp cc lnh
vc, hot ng sn xut, i sng con ngi, nghin cu, thng k m i
khi chng ta khng nhn ra. T nhng vic n gin nh chn mt b qun
o i d tic cho n nhng vic ln nh phn b ngn sch vo cc
chng trnh quc gia u l cng vic a ra quyt nh. Nh vy:
1.1.1. Quyt nh l g ?
l mt la chn v ng li hnh ng (Simon 1960; Costello &
Zalkind 1963; Churchman 1968), hay chin lc hnh ng (Fishburn
1964) dn n mt mc tiu mong mun (Churchman 1968)
1.1.2. Ra quyt nh l g ?
Mt qu trnh la chn c thc gia hai hay nhiu phng n chn
ra mt phng n to ra c mt kt qu mong mun trong cc iu kin
rng buc bit
Quyt nh c th l nhn thc dng s kin,
Chi $10,000 cho qung co vo qu 3
Quyt nh c th l nhn thc dng qu trnh,
Trc tin thc hin A, sau B hai ln v nu c p ng tt
hy thc thi C
Quyt nh c th l mt hot ng giu kin thc,
Quyt nh c kt lun no th hp l/hp l trong hon cnh
no ?
Quyt nh c th l nhng thay i trng thi kin thc

Quyt nh c chp nhn mt kin thc mi khng ?
1.1.3. Ti sao phi h tr ra quyt nh?
Nhu cu h tr ra quyt nh
- Ra quyt nh lun cn x l kin thc
- Kin thc l nguyn liu v thnh phm ca ra quyt nh, cn
c s hu hoc tch ly bi ngi ra quyt nh
Gii hn v nhn thc: tr nh con ngi l c hn trong khi con
ngi c v vn cc mi quan h cn phi nh phi ra quyt nh
Gii hn v kinh t: Do vn kinh ph cho d n lun c hn nn
mun c mt d n thnh cng th cn phi c k hoch s dng kinh ph hp
l.
Gii hn v thi gian: Mt d n khng th ko di m phi c k
hoch thc hin trong mt khong thi gian nht nh, nh vy cn c k
hoch phn cng cng vic ph hp kp tin , m bo cht lng.
p lc cnh tranh: k hoch v chin lc thc hin d n hp l,
chnh xc lun to nn th mnh cho doanh nghip trong cuc cnh tranh.
1.1.4. Bn cht ca h tr ra quyt nh
Cung cp thng tin, tri thc
C th th hin qua tng tc ngi my, qua m phng
1.1.5. Cc yu t nh hng n ra quyt nh
Cng ngh - thng tin my tnh
Tnh cnh tranh s phc tp v cu trc
Th trng quc t - n nh chnh tr - ch ngha tiu th

Cc thay i bin ng
1.1.6. Ngi ra quyt nh
cp qun l thp hay t chc quy m nh: chnh c nhn l ngi ra
quyt nh. i vi mt c nhn cng c th c nhiu mc tiu xung t
T chc va v ln: thng l nhm ra quyt nh, nh vy thng hay
c nhiu mc tiu xung t.
Nhm c th c kch c khc nhau, c th t nhiu phng/ban hay t cc
t chc khc nhau dn n nhiu phong cch nhn thc, c tnh, phong cch
quyt nh khc nhau.
ng thun l vn chnh tr, kh khn nn qu trnh nhm ra quyt
nh rt phc tp, thng cn my tnh h tr hnh thnh cng tc trc
tuyn mc ton t chc v hn na.
Cc h tr my tnh thng thy: h thng tin t chc (Enterprise
Information System - EIS), cc dng h h tr nhm (Group Support System GSS), cc h qun l ti nguyn t chc (Enterprise Resource Management ERM), hoch nh ti nguyn t chc (Enterprise Resource Planning ERP)
1.1.7. Thch thc i vi ra quyt nh qun l
Ra quyt nh: qu trnh chn la trong tp phng n nhm t c
mc tiu.
Ra quyt nh qun l = ton b qu trnh qun l (theo Simon, 1977)
p lc cnh tranh, cc ngun lc kinh t v thi gian tnh -> ra quyt
nh tt v/hay nhanh hn
Tin : ra quyt nh hp l - phn tch logic bi ton -> p dng

khoa hc vo kinh doanh (thng k, xc sut, kinh t hc, v.v...) > my tnh
h tr ra quyt nh
Phng thc ra quyt nh: ra quyt nh bi mt/nhiu thnh vin
Quyt nh lm bi nhm: c cc thi v suy ngh khc nhau trong
nhm
Cc mc tiu c th xung t
C th c nhiu phng n/gii php
Cc kt cc c th xy ra tng lai
C tinh thn chp nhn ri ro
Qu nhiu thng tin; cn thng tin; thu thp thng tin tn km v tn
thi gian
i hi phn tch what-if
Tip cn th v sai trn h thng thc c th nguy him
Thc hnh trn h thng thc c th ch lm c mt ln
Thay i mi trng xy ra thng xuyn v nhanh
p lc thi gian
1.2. Qu trnh ra quyt nh
1.2.1. Phn loi quyt nh
C th phn ra bn loi quyt nh nh sau:
Quyt nh c cu trc (Structured Decision): Cc quyt nh m
ngi ra quyt nh bit chc chn ng.
Quyt nh khng c cu trc (Nonstructured Decision): Cc quyt

nh m ngi ra quyt nh bit l c nhiu cu tr li gn ng v khng c
cch no tm ra cu tr li chnh xc nht.
Quyt nh quy (Recurring Decision): Cc quyt nh lp i, lp
li.
Quyt nh khng quy (Nonrecurring Decision): Cc quyt nh
khng xy ra thng xuyn.
1.2.2. Cc giai on ca qu trnh ra quyt nh
Theo Simon, cc giai on ca qu trnh ra quyt nh bao gm cc pha:
Nhn nh (Intelligence): Tm kim cc tnh hung dn n vic phi
ra quyt nh, nhn dng cc vn , nhu cu, c hi, ri ro.
Thit k (Design): Phn tch cc hng tip cn gii quyt vn ,
p ng cc nhu cu, tn dng cc c hi, hn ch cc ri ro
La chn (Choice): Cn nhc v nh gi tng gii php, o lng
hu qu ca tng gii php v la chn gii php ti u.
Tin hnh ra quyt nh (Implementation): Thc hin gii php c
chn, theo di kt qu v iu chnh khi thy cn thit.
Hnh 1.1. Cc giai on ca qu trnh ra quyt nh

1.3. H h tr ra quyt nh
1.3.1. Khi nim
Trong thp nin 1970, Scott Morton a ra khi nim u tin v H h
tr ra quyt nh (Decision Support Systems - DSS). ng nh ngha DSS
nh l nhng h thng my tnh tng tc nhm gip nhng ngi ra quyt
nh s dng d liu v m hnh gii quyt cc vn khng c cu trc.
H H Tr Quyt nh - HHTQ l cc h da trn my tnh, c tnh

tng tc, gip cc nh ra quyt nh dng d liu v m hnh gii quyt
cc bi ton phi cu trc (S. Morton, 1971)
HHTQ kt hp tr lc ca con ngi vi nng lc ca my tnh ci
tin cht lng ca quyt nh. y l cc h da vo my tnh h tr cho
ngi ra quyt nh gii cc bi ton na cu trc (Keen and Scott Morton,
1978)
HHTQ l tp cc th tc da trn m hnh nhm x l d liu v phn
on ca con ngi gip nh qun l ra quyt nh (Little, 1970)
u th ca ngi ra quyt nh:
- Kinh nghim
- Kh nng trc gic
- C c phn on
- C tri thc
u th ca my tnh:
- Tc
- Thng tin
- Kh nng x l
Kt hp c u th ca ngi ra quyt nh v my tnh, ta c u th ca
H h tr ra quyt nh:
- Tng hiu qu
- Tng s hiu bit
- Tng tc
- Tng tnh linh hot

- Gim s phc tp
- Gim chi ph
Hin ti cha c mt nh ngha thng nht no v DSS. Tuy nhin tt c
u ng mc ch c bn nht ca DSS l h tr v ci tin vic ra
quyt nh.
L do dng HHTQ
Nhu cu v HHTQ
Vo cc nm 1980, 1990 iu tra cc cng ty ln cho thy:
- Kinh t thiu n nh
- Kh theo di vn hnh ca doanh nghip
- Cnh tranh gay gt
- Xut hin thng mi in t (e-commerce)
- B phn IT qu bn, khng gii quyt c cc yu cu qun l
- Cn phn tch li nhun, hiu qu v thng tin chnh xc, mi,
kp thi
- Gim gi ph hot ng
L do s dng HHTQ
- Ci thin tc tnh ton
- Tng nng sut ca c nhn lin i
- Ci tin k thut trong vic lu tr, tm kim, trao i d liu
trong v ngoi tchc theo hng nhanh v kinh t
- Nng cao cht lng ca cc quyt nh a ra

- Tng cng nng lc cnh tranh ca t chc
- Khc phc kh nng hn ch ca con ngi trong vic x l v
lu cha thng tin
Thun li ca h DSS
- Tng s phng n xem xt, so snh, phn tch nhanh nhy,
hiu qu.
- Hiu r cc quan h nghip v trong ton h thng tt hn.
- p ng nhanh trc cc tnh hung khng mong i, d iu
chnh v thay i khi cn thit.
- C th thc hin cc phn tch phi chnh qui
-
Hc tp v hiu bit thm cc ngun ti nguyn cha c tn
dng.
- Ci thin nhng cch thc hin truyn thng
- Kim sot k hoch, tiu chun ho cc th tc tnh ton.
- Tit kim chi ph cho cc th tc hnh chnh
- Quyt nh tt hn
- Tinh thn ng i tt hn
- Tit kim thi gian
- Dng cc ngun d liu tt, c chn lc
Cc h tr mong i t HHTQ
- Thng tin trng thi v d liu th
- Kh nng phn tch tng qut

- M hnh biu din (cn i ti chnh), m hnh nhn qu (d bo,
chn on)
- ngh gii php, nh gi
- Chn la gii php
Nng lc ca H h tr ra quyt nh
Hnh 1.2. S nng lc h h tr ra quyt nh

Theo hnh 1.2. ta c:
(1) Bi ton na cu trc: HHTQ c bn h tr cc nh ra quyt nh
trong cc tnh hung na cu trc v phi cu trc bng cch kt hp phn x
ca con ngi v x l thng tin bng my tnh. Cc bi ton nh vy khng
th/khng thun tin gii quyt c ch bng cc cng c my tnh ha hay

cc phng php nh lng
(2) Cho cc nh qun l cc cp: Ph hp cho cc cp qun l khc
nhau t cao n thp
(3) Cho nhm v c nhn: Ph hp cho c nhn ln nhm. Cc bi ton
t c tnh cu trc thng lin i n nhiu c nhn cc n v chc nng
hay mc t chc khc nhau cng nh cc t chc khc
(4) Quyt nh lin thuc/tun t: H tr cho cc quyt nh tun t,
lin thuc, c a ra mt ln, vi ln hay lp li
(5) H tr tm kim, thit k, chn la
(6) H tr cc dng phong cch v qu trnh ra quyt nh
(7) C tnh thch nghi v linh hot: C th tin ha theo thi gian.
Ngi dng c th thm, b, kt hp, thay i cc phn t c bn ca h
thng
(8) D dung, c tnh tng tc v thn thin vi ngi dung
(9) Hiu dng ch khng phi hiu qu: Nhm vo nng cao tnh hiu
dng ca quyt nh (chnh xc, thi gian tnh, cht lng) thay v l tnh hiu
qu (gi ph ca vic ra quyt nh)
(10) Yu t con ngi l quyt nh: Ngi ra quyt nh kim sot ton
b cc bc ca qu trnh ra quyt nh, HHTQ ch tr gip, khng thay th
ngi ra quyt nh
(11) Ngi dung cui cng d dng xy dng, t kin to v sa i cc
h thng nh v n gin
(12) M hnh ho v phn tch
(13) Truy xut d liu: Cung ng cc truy xut d liu t nhiu ngun,
dng thc v kiu khc nhau
(14) Tch hp v kt ni WEB: C th dng nh mt cng c c lp
hay kt hp vi cc HHTQ/ng dng khc, dng n l hay trn mt mng
li my tnh (intranet, extranet) bt k vi cng ngh WEB
1.3.2. Cc thnh phn ca H h tr ra quyt nh
Mt H h tr ra quyt nh gm c bn thnh phn chnh:
- Phn h Qun l d liu
- Phn h Qun l m hnh
- Phn h Qun l da vo kin thc
- Phn h Qun l giao din ngi dng
Tuy nhin khng phi h h tr ra quyt nh no cng c y nhng
thnh phn trn.
Hnh 1.3. M hnh h h tr ra quyt nh

Phn h qun l d liu (Data Management) gm mt c s d liu

(database) cha cc d liu cn thit ca tnh hung v c qun l bi mt
h qun tr c s d liu (DBMS Data Base Management System). Phn h
ny c th c kt ni vi nh kho d liu ca t chc (Data Warehouse)
l kho cha d liu ca t chc c lin quan n vn ra quyt nh. Thc
hin cng vic lu tr cc thng tin ca h v phc v cho vic lu tr, cp
nht, truy vn thng tin.
Phn h qun l m hnh (Model Management) cn c gi l h qun
tr c s m hnh (MBMS Model Base Management System) l gi phn
mm gm cc thnh phn v thng k, ti chnh, khoa hc qun l hay cc
phng php nh lng nhm trang b cho h thng nng lc phn tch; cng
c th c cc ngn ng m hnh ha. Thnh phn ny c th kt ni vi cc
kho cha m hnh ca t chc hay bn ngoi. Bao gm cc m hnh ra
quyt nh (DSS models) v vic qun l cc m hnh ny. Mt s v d ca
cc m hnh ny bao gm: M hnh nu th, M hnh ti u, M hnh tm
kim mc ch, M hnh thng k, v.v...
Phn h qun l da vo kin thc c th h tr cc phn h khc hay
hot ng c lp nhm a ra tnh thng minh ca quyt nh a ra. N
cng c th c kt ni vi cc kho kin thc khc ca t chc.
Phn h giao din ngi dng (User Interface Management) gip ngi
s dng giao tip vi v ra lnh cho h thng.
Cc phn h trn to nn HHTQ, c th kt ni vi intranet/extranet
ca t chc hay kt ni trc tip vi Internet.
a. Phn h qun l d liu bao gm cc phn t sau (phn trong khung
hnh ch nht trn hnh 1.4)
- C s d liu
- H qun tr c s d liu
- Danh mc d liu
- Phng tin truy vn
C s d liu (CSDL): tp hp cc d liu c lin quan phc v cho nhu
cu ca t chc, dng bi nhiu ngi (v tr), n v chc nng v cc ng
dng khc nhau.
CSDL ca HHTQ c th ly t kho d liu, hoc c xy dng theo
yu cu ring. D liu c trch lc t cc ngun bn trong v bn ngoi t
chc. D liu ni ti thng t h x l giao tc (TPS Transaction
Processing System) ca t chc, c th cc n v chc nng khc nhau.
TD: lch bo tr my mc, thng tin v cp pht ngn sch, d bo v
bn hng, gi ph ca cc ph tng ht hng ..
D liu ngoi ti thng gm cc d liu v ngnh cng nghip, nghin
cu th trng, kinh t quc gia c ngun gc t cc t chc chnh ph, cc
hip hi thng mi, cng ty nghin cu th trng ..hay t n lc t thn ca
t chc.
H qun tr c s d liu: thng cc HHTQ trang b cc h qun tr c
s d liu tiu chun (thng mi) c kh nng h tr cc tc v qun l
duyt xt cc bn ghi d liu, to lp v duy tr cc quan h d liu, to sinh
bo co theo nhu cu .. Tuy nhin, sc mnh thc s ca cc HHTQ ch
xut hin khi tch hp d liu vi cc m hnh ca n. Phng tin truy vn:
trong qu trnh xy dng v s dng HHTQ
Hnh 1.4. M hnh phn h qun l d liu

b. Phn h qun l m hnh
Cung cp kh nng cn gii quyt mt vi kha cnh ca bi ton
v tng cng nng lc vn hnh ca cc thnh phn khc ca HHTQ
Silverman (1995) ngh 3 cch tch hp cc h chuyn gia da trn
kin thc vi m hnh ton:
Tr gip quyt nh da trn kin thc - gip h tr cc bc ca
qu trnh quyt nh khng gii quyt c bng ton
Cc h m hnh ha quyt nh thng minh - gip ngi dng

xy dng, p dng v qun l th vin cc m hnh
Cc h chuyn gia phn tch quyt nh - tch hp cc phng
php l thuyt nghim ngt v tnh bt nh vo cc c s kin thc ca
h chuyn gia
Hnh 1.5. M hnh phn h qun l m hnh

Khi c thnh phn ny, c cc tn gi: HHTQ thng minh
(intelligent DSS), HHT chuyn gia (ESS - Expert Support System), HHTQ
tch cc (active DSS), HHTQ da trn kin thc (knowledge-based DSS)
c. Phn h qun l da trn kin thc:
H h tr ra quyt nh c th ngh v a ra nhng t vn cho ngi
ra quyt nh. Nhng h ny l cc chuyn gia vi nhng kin thc chuyn
ngnh c th, nm vng cc vn trong chuyn ngnh v c k nng

gii quyt vn . Cc cng c khai m d liu c th dng to ra cc h
dng ny.
d. Phn h giao din ngi dng gip ngi s dng giao tip vi v ra
lnh cho h thng.
Hnh 1.6. Phn h qun l ngi dng

1.3.3. Phn loi H h tr ra quyt nh
H h tr ra quyt nh c phn loi da trn nhiu tiu ch. Hin nay,
vn cha c cch phn loi thng nht. Sau y l 2 cch ph bit nht:
1.3.3.1. Theo DSS- Glossary:
C tt c 5 loi H h tr ra quyt nh:
- Hng giao tip (Communication Drive DSS)

- Hng d liu (Data-Driven DSS)
- Hng ti liu (Document-Driven DSS)
- Hng tri thc (Knowledge-Driven DSS)
- Hng m hnh (Model-Driven DSS)
Hng giao tip: H h tr ra quyt nh s dng mng v cng ngh
vin thng lin lc v cng tc. Cng ngh vin thng bao gm Mng cc
b (LAN Local Area Network), mng din rng (WAN), Internet, ISDN,
mng ring o l then cht trong vic h tr ra quyt nh. Cc ng dng
ca h h tr ra quyt nh hng giao tip l phn mm nhm (Groupware),
hi tho t xa (Videoconferencing), bn tin (Bulletin Boards) .
Hng d liu: H h tr ra quyt nh da trn vic truy xut v x l
d liu. Phin bn u tin c gi l H ch dnh cho vic truy xut d liu
(Retrieval-Only DSS), kho d liu (DatawareHouse) l mt c s d liu tp
trung cha thng tin t nhiu ngun ng thi sn sang cung cp thng tin
cn thit cho vic ra quyt nh, OLAP c nhiu tnh nng cao cp v cho
php phn tch d liu nhiu chiu, v d d liu bn hang cn phi c phn
tch theo nhiu chiu nh theo vng, theo sn phm, theo thi gian, theo
ngi bn hng.
Hng ti liu: H h tr ra quyt nh da trn vic truy xut v phn
tch cc vn bn, ti liu . Trong mt cng ty, c th c rt nhiu vn bn
nh chnh sch, th tc, bin bn cuc hp, th tn Internet cho php truy
xut cc kho ti liu ln nh kho vn bn, hnh nh, m thanh. Mt cng c
tm kim hiu qu l mt phn quan trng i vi cc H h tr ra quyt nh
dng ny.
Hng tri thc: H h tr quyt nh c th ngh v a ra nhng t

vn cho ngi ra quyt nh. Nhng h ny l cc h chuyn gia vi mt kin
thc chuyn ngnh c th, nm vng cc vn trong chuyn ngnh v c
k nng gii quyt nhng vn ny. Cc cng c khai thc d liu cng
c th dng to ra cc h dng ny.
1.3.3.2. Theo Holsapple v Whinston (1996):
Phn ra 6 loi H h tr ra quyt nh:
- Hng vn bn (Text-Oriented DSS)
- Hng c s d liu (Database-Oriented DSS)
- Hng bn tnh (Spreasheet-Oriented DSS)
- Hng ngi gii quyt (Solver-Oriented DSS)
- Hng lut (Rule-Oriented DSS)
- Hng kt hp (Compound DSS)
Hng vn bn: Thng tin (bao gm d liu v kin thc) c lu tr
di dng vn bn. V vy h thng i hi lu tr v x l cc vn bn mt
cch hiu qu. Cc cng ngh mi nh H qun l vn bn da trn web,
Intelligent Agents c th c s dng cng vi h ny.
Hng c s d liu: C s d liu ng vai tr ch yu trong h ny.
Thng tin trong c s d liu thng c cu trc cht ch, c m t r rng.
H ny cho php ngi dng truy vn thng tin d dng v rt mnh v bo
co.
Hng bn tnh: Mt bn tnh l mt m hnh cho php ngi dng
thc hin vic phn tch trc khi ra quyt nh. Bn tnh c th bo gm
nhiu m hnh thng k, lp trnh tuyn tnh, m hnh ti chnh Bn tnh
ph bin nht l Microsoft Excel. H ny thng c dng rng ri trong

cc h lin quan ti ngi dng cui.
Hng ngi gii quyt: Mt tr gip l mt gii thut hay chng
trnh gii quyt mt vn c th chng hn nh tnh lng hng t ti
u hay tnh ton xu hng bn hng. Mt s tr gip khc phc tp nh l ti
u ha a mc tiu. H ny bao gm nhiu tr gip nh vy
Hng lut: Kin thc ca h ny c m t trong cc quy lut th tc
hay l l. H ny cn c gi l h chuyn gia. Cc quy lut ny c th l
nh tnh hay nh lng. V d nh hng dn khng lu, hng dn giao
thng trn bin, trn b
Hng kt hp: Mt h tng hp c th kt hp hai hay nhiu hn
trong s nm h trn.
Chng 2 - TNG QUAN V D BO V NGHIN CU MT S M

HNH D BO
2.1. Vai tr v ng dng ca d bo

Cu hi t ra l: Khi no v Ti sao chng ta cn d bo?
Cu tr li tht n gin, l khi kt qu ca mt hnh ng l thc s
quan trng, nhng chng ta khng bit trc chnh xc, th d bo c th
lm gim ri ro cho quyt nh bng vic cung cp thm thng tin v kh
nng c th xy ra. Li ch tim nng ca vic d bo c coi l chp nhn
c trong lnh vc ra quyt nh.
Nh vy:
D bo l mt khoa hc tin on mang tnh cht xc sut v ni
dung, mc , trng thi, cc mi quan h v xu hng pht trin ca i
tng d bo, thi gian v cch thc t c cc trng thi nht nh
ca i tng cn d bo trong tng lai trn c s phn tch khoa hc
v cc d liu thu thp c.
Cng tc d bo l h thng nhng nghin cu khoa hc nh
tnh v nh lng nhm pht hin nhng xu hng pht trin ca i
tng d bo hoc tm kim nhng cch thc, xc nh thi gian t
c mc ch cn d bo.
Khoa hc d bo l nghin cu c s l lun, phng php v
nhng quy lut p dng trong qu trnh d bo. D bo bao trm ln mi
cp , lnh vc ca i sng x hi. u c quy lut v cc iu kin
cn thit to nn d bo th s c kh nng thc hin d bo. Do vy
i tng ca d bo ni chung bao gm mi hin tng v qu trnh

thuc lnh vc t nhin, kinh t, chnh tr x hi, ngoi giao v t duy
con ngi v.v...
Do vai tr ca vic d bo l rt to ln, c ngha thc tin v c p
dng rng ri nn n em li hiu qu thit thc trong rt nhiu cc lnh
vc nh khoa hc, x hi, qun l kinh t xy dng t nc .
Vai tr ca d bo s lng t thm mi trong vic quy hoch chin
lc pht trin cng vic ca ngnh ng kim:
D bo c vai tr rt quan trng trong qu trnh pht trin x hi, quy
hoch th v pht trin h tng giao thng. Giao thng gn lin vi c s
h tng, ng x, phng tin i li. Ngy nay, x hi ngy cng pht trin,
i sng nhn dn ngy cng c nng cao, nhu cu s dng cc loi
phng tin giao thng c nhn v th cng ngy cng tng, ph hp vi xu
th pht trin chung trn ton th gii. Cc nc pht trin, vn minh tin tin
trn th gii vt t nc Vit Nam chng ta mt qung ng kh xa v
pht trin h tng giao thng, s lng phng tin tham gia giao thng cng
nh thc chp hnh lut l giao thng ca ngi dn ni chung.
K hoch pht trin c s h tng v phng tin giao thng gm nhng
ni dung sau:
- nh gi thc trng pht trin giao thng, c th l s gia tng s
lng phng tin giao thng c nhn: t, xe my, v.v..
- D bo cc xu hng pht trin h tng giao thng v ang hnh
thnh v d kin xu hng pht trin trong tng lai
- Xc nh chin lc pht trin s lng phng tin tham gia giao
thng trong thi k di hn.
- Xy dng k hoch pht trin s lng phng tin c nhn ( t con

l mt v d) hng nm c k hoch nhp khu, sn xut lp rp mi.
- Son tho v ban hnh cc chnh sch ph hp vi k hoch pht trin
nh cho vay vn, chnh sch mi trng, chnh sch thu, v.v..
Sau y l mt s ng dng ph bin ca d bo:
- D bo thi tit, mt ng dng to ln thit thc vi i sng thng
ngy, cung cp cho chng ta thng tin v thi tit lp k hoch thc hin
cng vic gip hn ch c ri ro, gip chnh quyn a phng v ngi
dn c k hoch phng nga thit hi do thin tai gy ra.
- Cc cng ty lun c nhu cu d bo doanh thu, li nhun, chi ph sn
xut, v lng tn kho cn thit c k hoch u t pht trin sn xut.
- D bo t l thnh cng, tht bi trong nng nghip trng trt, chn
nui da trn cc yu t u vo nh thi tit, gi cy trng, con ging, gi
phn bn, kinh nghim ..v.v b con nng dn c k hoch la chn phng
php pht trin sn xut, gim thiu ri ro, nng cao i sng cho b con.
- Nh nc d bo nhu cu v nng lng in c k hoch xy
dng thm cc nh my in v/hoc cc tha thun mua nng lng in t
bn ngoi cn c k kt.
- Rt nhiu cng ty d bo cc ch s th trng chng khon v gi ca
mt s c phiu.
- C quan chnh quyn d bo nhng con s thng k nh thu nhp, gi
tiu dng, lm pht, tht nghip, v thm ht ngn sch v thng mi.
- Trong cng tc quy hoch: cc thnh ph d bo nh k mc tng
trng ca a phng qua cc mt nh: dn s; vic lm; s nh , ta nh
thng mi v cc nh xng cng nghip; nhu cu v trng hc, ng x,
trm cnh st, trm cu ha, v dch v cng cng, .v.v.. t c k hoch
pht trin, m rng h thng ng x giao thng, trng hc bnh vin, c
s h tng p ng s pht trin x hi.
Bn cnh nhng thnh tu to ln c c t vic d bo th cn rt
nhiu nhng lnh vc cn p dng cc m hnh d bo t c hiu qu
cao hn.
2.2. Cc qui trnh d bo
Qui trnh d bo gm 9 bc sau y:
Bc 1: Xc nh mc tiu d bo
Cu hi t ra l:
- Kt qu d bo dng lm g?
- Tm quan trng ca kt qu d bo nh th no?
- Kt qu d bo gip g cho vic ra quyt nh?
Nh vy chng ta cn thng nht mc tiu r rng gia ngi ra lnh
tin hnh d bo v mc ch s dng kt qu d bo nh th no.
V d: Trn c s d liu kim nh d bo v s lng t khng
iu kin lu hnh (ht nin hn s dng hoc khng m bo cht lng lu
hnh), lnh o ngnh giao thng c th hoch nh c chnh sch nhp
khu, sn xut v lp rp xe mi nhm p ng nhu cu pht trin ca x hi.
Bc 2: Quyt nh i tng d bo:
Chng ta cn xc nh r i tng hay bin d bo c th (o bng g?).
Phm vi d bo l mt sn phm hay nhm tng hp nhiu sn phm (d bo
ch ring nhu cu thm mi t hoc d bo tng hp chung v cc loi
phng tin giao thng). Phm vi d bo trong khu vc c th hay ton vng
(d bo ring khu vc mt tnh/thnh ph hay c nc).
Bc 3: Xc nh loi hnh d bo (ngn hn, trung hn hay di hn)
V d:
Mc tiu d bo
Loi hnh d bo
S lng t nhp khu
Nm hoc Qu
Kim ngch XNK
Nm hoc Qu
Doanh s
Qu
Bc 4: Nghin cu v kho st d liu

- Cht lng d bo ph thuc nhiu vo cht lng ca s liu dng
lm u vo cho d bo
- D liu c th thu thp t cc ngun:
Trong ni b: ly d liu c th t doanh nghip nhp khu v
sn xut t nh tng vn, chi ph sn xut, chi ph marketing,
doanh s, li nhun, kh nng pht trin khch hng, v.v..
Bn ngoi: d liu kim nh t ca c quan ng kim (cht
lng xe ang lu hnh v s lng xe ht nin hn s dng trong
khong thi gian nht nh), d liu t Tng cc thng k (s dn
tui trng thnh, thu nhp bnh qun u ngi/nm, v.v..)
- Chuyn i d liu ph hp vi mc ch d bo nu c y c s.
Bc 5: Chn m hnh
M hnh d bo c nhiu dng ph hp vi nhiu mc ch d bo khc

nhau. Nn vic chn m hnh s tu thuc vo cc tiu ch sau:
- Loi hnh d bo (ngn hn, trung hn, di hn). Nu d bo ngn hn
c th dng m hnh chui thi gian, ngc li d bo di hn c th
dng m hnh kinh t lng.
- Dng phn b ca d liu: nu phn b th hin tnh xu hng th c
th p dng cc phng php trung bnh, ng s m.
- S lng quan st sn c. Nu s lng quan st qu t, th khng th
s dng m hnh hi qui (m hnh ny thng cn ti thiu 15 quan st
tr ln). Ngc li c th dng cc m hnh n gin hn.
Bc 6: nh gi m hnh
Hu ht cc nh d bo nh gi m hnh ca h theo nng lc d bo
ca m hnh. Mt s phng php c s dng nh gi nng lc d bo.
Sai s bnh phng trung bnh (MSE), trung bnh tuyt i sai s c gii
thiu l nhng cch so snh cc gi tr d bo t cc m hnh khc nhau.
Bc 7: Chun b d bo
Lc ny chng ta tin tng rng m hnh c la chn s cho kt qu
chun xc. C nhng trng hp phi chn phng php kt hp gia nh
tnh v nh lng.
Bc 8: Trnh by d bo
Trnh by r rng kt qu d bo t c.
Bc 9: Theo di kt qu
Lin tc theo di, so snh kt qu d bo vi gi tr thc t. Thay i
phng php d bo khi thy c du hiu bt n so vi thc t.
2.3. Cc k thut d bo
C hai k thut d bo: D bo nh tnh (Subjective Forecasting
Method) v d bo nh lng (Quantitative Forecasting Method)
2.3.1. D bo nh tnh
D bo nh tnh l d bo da trn phn on ch quan v trc gic
ca ngi ra quyt nh d bo. Phng php ph bin hin nay l ly phiu
thm d v thu thp kin chuyn gia.
i vi phiu thm d, v d nh d bo nhu cu s dng t con
trong cng ng dn c thnh th c i sng thu nhp kh tr ln. Qua cc
phiu thm d, ngi ra quyt nh d bo s d on kh nng thay i,
pht trin s lng xe t con trong tng lai.
i vi cch thu thp kin chuyn gia, ngi ra quyt nh d bo s
tp hp kin ca cc chuyn gia am hiu su v lnh vc cn d bo. Kt
qu ch tiu d bo a ra s l kin c nhiu tn thnh nht.
Ngoi ra, d bo c th cn c vo yu t ma v (seasoning) hoc
nhng chu k pht trin kinh t c kim nghim trong qu kh. D bo
nh tnh cng c th kt hp vi cc phng php thng k theo di cc ch
tiu nh lng nh s trung bnh, trung bnh di ng, phn tch xu hng.
Di y l mt s d bo nh tnh thng dng:
2.3.1.1. Ly kin ca ban iu hnh
Phng php ny c s dng rng ri trong cc doanh nghip.
V d ng trn lp trng v tr mt doanh nghip chuyn v nhp
khu t con. Khi tin hnh d bo, h ly kin ca cc nh qun tr cao
cp, nhng ngi ph trch, cc b phn quan trng trong doanh nghip, v
s dng cc s liu thng k v nhng ch tiu tng hp: dn s, mc thu
nhp bnh qun u ngi/nm, tc pht trin h tng giao thng, doanh
s, thu nhp khu v sn xut, chi ph, li nhun... Ngoi ra cn ly thm
kin ca cc chuyn gia v marketing, ti chnh, sn xut, k thut.
Nhc im ln nht ca phng php ny l da vo kin ch quan
ca ngi ra quyt nh d bo v ngi trong ban iu hnh c quyn lc
chi phi kin ca nhng ngi khc.
2.3.1.2. Ly kin ca cc nh phn phi
Nh phn phi, nhng ngi trc tip tip xc vi khch hng, h hiu
r nhu cu, th hiu ca khch hng, t h c th a ra d on v s
lng tng loi t c th tiu th trn khu vc h ph trch.
Tp hp, tng kt kin ca cc nh phn phi t, ta s c c d
bo tng hp v nhu cu i vi sn phm ang xt.
Nhc im ca phng php ny l ph thuc nh gi ch quan ca
cc nh phn phi. Bn thn mi nh phn phi s c mc ch ring ca
mnh nn kin ca h c khuynh hng s lm li cho h.
2.3.1.3. Phng php iu tra ngi tiu dng
Ngi tiu dng, i tng trc tip nh hng n kt qu d bo ca
doanh nghip. Phng php ny s thu thp t h nhu cu hin ti cng nh
tng lai. Cuc iu tra nhu cu c thc hin bi nhng nhn vin bn
hng hoc nhn vin nghin cu th trng. H thu thp kin khch hng
thng qua phiu iu tra, phng vn trc tip hay in thoi... Cc tip cn
ny khng nhng gip cho doanh nghip v d bo nhu cu v sn phm m
c vic ci tin thit k v cht lng sn phm. Phng php ny tn nhiu
thi gian, cng sc, phc tp v tn km, v c th khng chnh xc do cu
tr li qua qut ca ngi c iu tra.
u im ca phng php nh tnh:

- Khng i hi cc s liu tnh ton phc tp. Do vic d bo c
th tin hnh trong thi gian ngn.
- C th s dng c cc bin d liu mang tnh chnh sch (khng
o lng c (v d nh thay i th ch, lut php...). y chnh l nhc
im m cc m hnh nh lng khng th a vo c.
- Do khng ph thuc vo b s liu c th hay h cc phng trnh
nht nh nn d bo c th c iu chnh linh hot, ph hp vi cc bin
ng ca nn kinh t.
Nhc im ca phng php nh tnh:
Mang tnh ch quan, kinh nghim v cm tnh. Nu nhng ngi c
tham kho kin c trnh km th kt qu d bo s rt khc vi thc t
v khng c ngha.
2.3.2. D bo nh lng
Cc m hnh nh lng c u im khc phc c tnh ch quan v
cm tnh trong vic d bo. Cc ch tiu d bo thng th hin bng con s
c th, chnh xc. Bng cch s dng cc cng c ton hc v thng k, m
hnh c th x l c cc mi quan h phc tp, nhiu chiu ca cc bin
kinh t vi nhau m khng mt nh d bo ti ba no c th c lng nh
tnh trong u mnh c. Cc m hnh phc tp hin nay thng ln n
hng ngn phng trnh v hng ngn bin, do kt qu d bo s phn
nh c hu ht cc ch tiu quan trng trong lnh vc d bo. Ngy nay,
vi s h tr ca my tnh, vic x l cc m hnh nh lng tr nn thun
li hn rt nhiu so vi trc y. Do , cc m hnh d bo nh lng
ngy cng c p dng rng ri.
Tuy nhin, k thut d bo nh lng cng c nhiu nhc im:

- Cc m hnh c xy dng trn gi thuyt lch s lp li. Ngha l
h thng cc hm, bng c c lng, s dng trong qu kh nhng li
c dng d on cho tng lai. Tng lai cha chc ging vi qu
kh v hin ti v cc iu kin c th thay i, cc mi quan h, ln ca
chng c th thay i.
- Cc m hnh nh lng hu ht a ra cc gi nh khng ph hp
vi thc t.
Sau y l mt s k thut d bo nh lng thng dng:
- K thut d bo hi quy bi tuyn tnh
- K thut d bo trung bnh trt (MA Moving Average)
- K thut d bo ng s m
- K thut d bo ngoi suy
- K thut d bo chui thi gian (Times Series Method)
a. Phng php trung bnh ng
S trung bnh ng (cn gi l trung bnh trt) l s trung bnh cng ca
mt nhm nht nh, cc mc ca dy s c c tnh bng cch ln lt
loi dn cc mc u, ng thi thm vo cc mc tip theo, sao cho
tng s lng cc mc tham gia tnh s trung bnh khng thay i.
Trung bnh ng ti thi im t l gi tr trung bnh s hc ca n gi tr
gn nht. Trung bnh ng ch tnh gi tr trung bnh cho mt s lng giai
on c nh, s thay i khi c gi tr mi xut hin
Gi s c dy thi gian y1, y2, y3, ..., yn-2, yn-1, yn . Nu tnh trung bnh
ng cho nhm ba mc , ta s c:
y2+ y3 + y4
y1+ y2 + y3
=
z
z
=
3
2
3
3
zn-1 =
yn-2+ yn-1 + yn
3
T ta c dy s mi gm cc s trung bnh ng z2, z3, ..., zn-1. Vic

la chn nhm bao nhiu mc tnh trung bnh ng i hi phi da vo
c im bin ng ca hin tng v cc mc ca dy s thi gian. Thng
thng th ngi ta chn nhm c 3, 5 hoc 7 mc .
M hnh tng qut trung bnh ng n gin c dng:
Ft+1 = (At + At-1 + At-2 + + At-n+1)/n
(2.1)
Trong :
Ft+1 = gi tr d bo cho giai on t +1
At = gi tr thc t vo thi im t
n = tng s lng giai on c trong thc t (cn gi l h s trung bnh
ng)
Ni cch khc: phng php ny s dng trung bnh ca ton b dy s
d bo cho giai on tip theo
b. Phng php ng s m (san bng m)
Trong phng php ng s m, ngi ta s dng nhng gi tr trong q
kh d bo cc gi tr trong tng lai. t trng s quan st cho tt c
trong dy s, phng php ny c kh nng thch nghi vi s bin ng ca
hin tng.
Biu thc d bo c dng sau:
Ft+1 = At + (1- )Ft
Trong :
Ft+1 : L gi tr d bo ti thi im t+1
: Hng s m (0<<1)
At : Gi tr thc ti thi im t
(2.2)
Ft : Gi tr d bo ti thi im t
t = 1- , ta c Ft+1 = At + Ft , v c gi l cc tham s san
bng vi + =1.
Tng t, ta c: Ft = At-1 + Ft-1 , thay vo cng thc (2.2) ta c
Ft+1 = At + Ft-1 + 2Ft-1
Bng php quy ta c:
n
Ft+1 = i At i + i+1Ft-1
(2.3)
i =0
V (1 - ) = <1 nm khi i th i+1 0 lc ta c

n
Ft+1 = i At i
i =0
Chn gi tr :
- Chn gi tr gn bng 0 khi trong b d liu c qu nhiu nhng
bin ng ngu nhin.
- Chn gn bng 1 khi bn mun gi tr d bo ph thuc vo nhng
quan st gn nht.
- Chun bnh phng sai s trung bnh (RMSE) l tiu ch l
chn ph hp.
- nh thng em li cc d bo chnh xc.
- Gi tr c chon tt nht thng l 0.1 <=<=0.4
Phng php ng s m c thc hin theo php quy, tc l
tnh Ft+1 ta phi c Ft, tnh Ft ta phi c Ft-1,..., tnh F1 ta phi c F0 . F0
c gi l gi tr u, c nhiu phng php khc nhau xc nh F0 , nh
c th ly gi tr u tin trong dy s, hoc l s trung bnh ca mt s gi tr

u tin, hoc cc tham s ca hm xu th...
c. Phng php ngoi suy (phng php hm xu th)
Phng php ngoi suy l ko di quy lut pht trin ca i tng d
bo c trong qu kh v hin ti sang tng lai vi gi thit quy lut vn
pht huy tc dng.
iu kin p dng bao gm: i tng pht trin tng i n nh
theo thi gian; nhn t nh hng chung nht; khng c tc ng bn ngoi
dn n nhy vt v kinh t.
Ni dung phng php bao gm cc giai on quan trng sau:
- X l chui thi gian kinh t.
- Pht hin xu th i tng kinh t.
- Xy dng hm xu th.
- Kim nh hm xu th.
- D bo bng hm xu th.
1. X l chui thi gian kinh t: Chui thi gian kinh t l biu hin mt
dy quan st theo c trng thi gian, c th biu din bng s tuyt i, gi
tr trung bnh hoc s tng i. Cc trng hp xy ra:
B xung chui thi gian: Nu chui thiu mt gi tr yi no , xc nh
yi b xung bng trung bnh cng hai gi tr ng trc v ng sau n:
y ibs =
y i 1 + y i +1
2
X l dao ng ngu nhin: Dng cc phng php trung bnh khng c

trng s v phng php trung bnh trt c trng s.
2. Pht hin xu th : C nhiu phng php pht hin xu th v chn hm

hm xu th tng ng nh phng php th, phng php phn tch s liu
quan st, phng php sai phn...Trong lnh vc vin thng thng s dng
phng php th, ni dung phng php th nh sau :
Biu din cc cp s (ti, yi) trn h to v ni lin cc im thnh
ng gp khc lin tc, t nhn xt v so snh ng biu din thc
nghim vi ng biu din cc hm s y = f(ai, t). Cc dng hm f(t) thng
gp, l :
3. Xy dng hm xu th :
Thng s dng phng php tng bnh phng b nht xc nh
tham s ca hm xu th, mc chnh xc ca n th hin ch tng bnh
phng lch gia l thuyt v thc t ca chui thi gian l nh nht
n
)
S = ( y i y i ) 2 min
(2.4)
i =1
Trong : n l s gi tr chui thi gian

y l gi tr l thuyt ca hm xu th
yi l gi tr thc t ca chui thi gian

Xc nh tham s ai:
Nu hm xu th c dng y =a 0 + a1t (*),
n
Lc ny :
(a
+ a1t y i )
min . Ly o hm bc 2 ca (*) v
2
i =1
cho cc biu thc bng 0, ta c dng tng qut sau: y =a 0 +

at
i =1
2
i i
(**).
a + p a t2 y
min . Ly o hm bc 2
Lc ny : 0 i i
i
i =1
i =1
ca (**) v cho cc biu thc bng 0, ta c h phng trnh sau:

n
i =1
= na 0 + a1 t i + a 2 t i2 + ... + a p t ip
yt = a t
i
i =1
yt
i i
i =1
+ a1 t i2 + ... + a p t ip +1
= a 0 t ip + a1 t ip +1 + ... + a p t i2 p
T h phng trnh ny, xc nh c cc gi tr ai.

4. Kim nh hm xu th : Trong cc bc pht hin xu th, hm xu th
ch mang tnh kh nng, v vy cn c cc tiu thc nhm nh gi la chn
cc hm xu th ti u.
2
( y y )
i
Tiu thc sai s tuyt i:
Sy =
Tiu thc sai s tuyt i:
Vy% =
i =1
(2.5)
n 1
Sy
y
100 =
Sy
1
n
100
(2.6)
i =1
Nu: Vy >10% th hm f(t) khng s dng cho d bo.

Vy 10% th hm f(t) s dng cho d bo.
5. D bo bng hm xu th kim nh:
- Xc nh khong cch d bo thch hp (l): Thng thng m bo
chnh xc ch ly lmax nh sau:
l max
n
3
- D bo im vi khong cch d bo c xc nh:
y nDB+1 = f ( n + 1)
2.3.3. D bo bng phng php chuyn gia
D bo bng phng php chuyn gia l phng php kt hp t hai
phng php nh tnh v nh lng, l phng php d bo a ra nhng
d on khch quan v tng lai pht trin ca mt lnh vc no lin quan
n khoa hc k thut hoc sn xut da trn vic x l c h thng cc nh
gi ca chuyn gia.
Phng php ny phi gii quyt c cc vn chnh sau y:
a. La chn v thnh lp nhm chuyn gia d on v nhm cc nh
phn tch:
Nhm chuyn gia d bo s a ra nhng nh gi d bo v i tng
cn d bo. y l cc chuyn gia c trnh hiu bit chung tng i cao
ngoi lnh vc hp ca mnh, c kin thc chuyn mn su v lnh vc d
bo, c lp trng khoa hc v c kh nng tin on th hin s phn nh
nht qun xu th pht trin ca i tng d bo v c nh hng v suy
ngh v tng lai trong lnh vc mnh quan tm.
Nhm chuyn gia phn tch cn gi l nhm cc nh qun l bao gm:
nhng ngi c cng v lnh o, nhng ngi c quyn quyt nh chn
phng php d bo. y cng l cc chuyn gia c trnh chuyn mn cao
v vn cn d bo, c kin thc v d bo v chuyn gia phn tch cn
phi c lng kin nhn, tnh lch thip do qu trnh tip xc v hp tc vi cc
chuyn gia l mt qu trnh phc tp.
b. Trng cu kin ca cc chuyn gia

Trng cu kin chuyn gia l mt giai on ca phng php chuyn
gia. Tu theo c im thu nhn v x l thong tin m chn nhng phng
php trng cu c bn nh: trng cu kin theo nhm v c nhn; trng cu
vng mt v c mt v trng cu trc tip hay gin tip.
c. X l kin chuyn gia
Sau khi thu thp kin ca cc chuyn gia, cn phi tin hnh mt lot
cc bin php x k cc kin ny. y l bc quan trng a ra kt qu
d bo. C hai dng vn cn gii quyt khi x l kin chuyn gia:
- nh gi thi gian hon thnh s kin, thi gian xut hin qu trnh
mi. V d: trong lnh vc quy hoch pht trin cng nghip t Vit
Nam., d bo thi gian no gi xe t ca cc hng trn th gii tng cao
v nh hng n chnh sch nhp khu t ca Vit Nam.
- nh gi tm quan trng tng i gia cc s kin. V d: nh gi
vai tr quan trng ca cc yu t u vo (mc thu nhp bnh qun u ngi,
c s h tng ng x, v.v) nh hng n s lng t thm mi trong
mt tnh/thnh ph.
2.4. Nghin cu mt s phng php nh lng
Trong phn ny lun vn tp trung nghin cu hai phng php d bo
mang tnh nh lng:
D bo kinh t lng da trn m hnh hi quy tuyn tnh ni kt
mt hoc mt vi bin ph thuc vi mt (hay mt s) bin c lp. Phng
php ny rt ph bin do c kh nng gii thch cc thay i cc bin ph
thuc theo s thay i ca cc bin kinh t hay cc bin ng thi khc - c
bit l nhng thay i trong cc bin v chnh sch.
D bo chui thi gian ch yu da trn nhng n lc d on cc

gi tr ca mt bin cn c vo nhng gi tr trong qu kh ca chnh bin .
Hai nhm phng php ny rt rng v ranh gii gia chng l khng
r rng. V d, trong khi mt s m hnh kinh t lng c thit lp ch da
trn cc gi tr qu kh ca bin ph thuc, th mt s m hnh chui thi
gian thun ty (phi kinh t lng) li kt ni mt bin vi cc gi tr ca cc
bin khc. Phng php chui thi gian thng c xem l tri hn
phng php kinh t lng khi d bo ngn hn. Cc m hnh kinh t lng
s thch hp hn trong trng hp m hnh ha cc nh hng di hn. S
kt hp c hai nhm phng php d bo to ra tim nng ci thin cc d
bo c di hn ln ngn hn.
2.4.1. Phng php d bo da trn m hnh hi qui tuyn tnh bi
2.4.1.1. M hnh c bn
Trc khi xt n m hnh hi qui tuyn tnh bi, chng ta khi qut qua
v m hnh hi qui tuyn tnh n. M hnh hi qui tuyn tnh n l m hnh
th hin mi quan h tuyn tnh gia mt bin ph thuc v mt bin c lp.
Tnh tuyn tnh ca m hnh:
Yt = + Xt + ut
Trong :
Xt v Yt l quan st th t (t = 1 n n) ca bin c lp X v bin ph
thuc Y
v l cc tham s cha bit v s c c lng, gi l h s hi

qui
ut l s hng sai s khng quan st c v c gi nh l bin ngu

nhin vi mt s c tnh nht nh.
Thut ng n trong m hnh hi qui tuyn tnh n c s dng ch
rng c duy nht mt bin gii thch (X) c s dng trong m hnh. Thut
ng hi qui xut pht t Fraccis Galton (1886), ngi t ra mi lin h gia
chiu cao ca nam gii vi chiu cao ca ngi cha v quan st thc nghim
cho thy c mt xu hng gia chiu cao trung bnh ca nam gii vi chiu
cao ca nhng ngi cha ca h "hi qui" (hoc di chuyn) cho chiu cao
trung bnh ca ton b tng th, + Xb gi l phn xc nh ca m hnh v
l trung bnh c iu kin ca Y theo X, l E(YtXt) = + Xt. Thut
ng tuyn tnh ch l bn cht cc thng s ca tng th v l tuyn
tnh (bc nht) ch khng phi Xt l tuyn tnh.
Nhng trong thc t, c nhiu v d khng th gii thch bng m hnh
hi qui tuyn tnh n do mi quan h gia cc s vt hin tng l rt a
ng, mt s vt hin tng xy ra khng n gin ch ph thuc vo mt m
ph thuc vo rt nhiu cc yu t khc. V d:
- Lng cu mt loi hng ho ph thuc vo gi, thu nhp ngi mua,
gi cc hng ho khc v.v
- Sn lng ph thuc vo gi, cc nhp lng ban u, cc nhp lng
trung gian, cng ngh v.v
- u t nc ngoi (FDI) ph thuc vo sut sinh li ca u t, tin
lng, tham nhng, tnh minh bch v.v
Khi chng ta c mt tp hp d liu c cha cc bin gii thch, trng
hp ph bin l tt c cc bin ny cng thay i, iu lm chng ta khng
th c nh nh hng ca mt bin gii thch no n bin ph thuc.
Vic xt n cc tc ng ring bit ca nhiu nhn t c th c gii

thch bng m hnh hi qui tuyn tnh bi (m hnh hi qui a bin)
Hm hi qui tng th:
M hnh: lin h bin ph thuc Y cho trc vi nhiu bin c lp: X1,
X2, , Xk
(2.9)
Yt = 1 + 2 X t 2 + 3 X t 3 + ... + k X tk + u t
E [Yi X ' s ] = 1 + 2 X t 2 + 3 X t 3 + ... + k X tk + E [ i X' s]
(2.10)
nh hng ca thay i trong Yt khi ch c Xti thay i c xc nh

E [Yi X ' s ]
bi:
X k
(2.11)
= k
V vy ngha ca h s hi qui i l gi gi tr ca tt c cc bin khc

khng i, nu Xti thay i mt n v th Yt k vng thay i, trung bnh l,
i n v. V vy, phn tch hi qui bi gip chng ta kim sot c mt tp

hp con cc bin gii thch v kim tra nh hng ca mt bin c lp
chn
2.4.1.2. Phng php bnh phng ti thiu
Trong m hnh hi qui bi, chng ta s s dng cc d liu Y v Xti v
tm kim c lng "tt nht" ca cc tham s ca tng th l 1 , 2 ,..., k . Ta
c th tc c lng ph bin nht l phng php bnh phng ti thiu .
Phng php ny thng c gi l bnh phng ti thiu thng thng
(OLS Original Least Square), phn bit vi nhng phng php bnh
) )
phng ti thiu khc. K hiu c lng ca 1 , 2 ,..., k l 1 , 2 ,..., k , phn

d c lng th bng:
)
)
)
)
u t = Yt 1 2 X t 2 ... k X tk
Tiu chun ti u c s dng bi phng php bnh phng ti thiu

l cc tiu ha hm mc tiu:
ESS =
n
)
)
)
)2
u
=
Y
...
t t 1 2 t2
k X tk
n
t =1
t =1
) )
(2.12)
vi cc tham s cha bit l 1 , 2 ,..., k . ESS l tng cc phn d bnh

phng v phng php OLS cc tiu tng cc phn d bnh phng. Ch
rng ESS l khong cch bnh phng c o lng t ng hi qui. S
dng khong cch o lng ny, c th ni rng phng php OLS l tm
ng thng gn nht vi d liu trn th.
) )
Trc quan hn, gi s ta chn mt tp hp nhng gi tr 1 , 2 ,..., k ,

)
l mt ng thng 1 2 X t 2 ... k X tk . C th tnh c lch ca Yt t

)
)
)
ng thng c chn theo phn d c lng u)t = Yt 1 2 X t 2 ... k X tk .
Sau bnh phng gi tr ny v cng tt c cc gi tr bnh phng ca ton

b mu quan st. Tng cc phn d bnh phng ca cc tr quan st do s
bng
)2
. Tng ng vi mt im trn th s c mt tr tng bnh
phng sai s. Phng php bnh phng ti thiu chn nhng gi tr

) )
1 , 2 ,..., k sao cho ESS l nh nht.
Vic bnh phng sai s t c hai iu sau. Th nht, bnh phng

gip loi b du ca sai s v do xem sai s dng v sai s m l nh
nhau. Th hai, bnh phng to ra s bt li cho sai s ln mt cch ng k.
V d, gi s phn d ca mu l 1, 2, -1 v -2 ca h s hi qui chn trc tr
) )
1 , 2 ,..., k . So snh cc gi tr ny vi mt mu khc c phn d l -1, -1, -1
v 3. Tng gi tr sai s tuyt i c hai trng hp l nh nhau. Mc d

mu chn th hai c sai s tuyt i thp hn t 2 n 1, iu ny dn n sai
s ln khng mong mun l 3. Nu ta tnh ESS cho c hai trng hp th ESS
ca trng hp u l (12 + 22 + (-1)2 + (-2)2) = 10. ESS cho trng hp sau l

((-1)2 + (-1)2 + (-1)2 + 32) = 12. Phng php bnh phng ti thiu p t s
bt li ln cho sai s ln v do ng thng trong trng hp u s c
chn.
Th tc OLS cc tiu tng bnh phng sai s ESS v cho ra k phng
trnh chun. Nhng phng trnh ny ni chung duy nht c gii cho cc h
s, vi iu kin l s quan st ln hn k.
)
)
)
= n1 + 2 X t 2 + ... + k X tk
)
)
)
2
Y
X
=
X
+
X
+
...
+
t t2 1 t 2 2 t 2
k X tk X t 2
.........................
Y X
t
ti
)
)
)
= 1 X ti + 2 X t 2 X ti + ... + k X tk X ti
)
)
)
2
Y
X
=
X
+
X
X
+
...
+
t tk 1 tk 2 t 2 tk
k X tk
k phng trnh chun trn c th gii c cc nghim n . Cc

chng trnh my tnh chun thc hin c mi tnh ton ny khi nhp d
liu vo v xc nh cc bin c lp, bin ph thuc. Cc tnh cht trong hi
qui n cng ng vi hi qui tuyn tnh bi. Do c lng OLS l
BLUE, khng thin lch, hiu qu v nht qun. Phn d v cc gi tr d
on c c t cc lin h sau:
)
)
)
)
u t = Yt 1 2 X t 2 ... k X tk
)
)
)
)
)
Yt = 1 + 2 X t 2 + ... + k X tk = Yt u t
2.4.1.3. Cc gi thit ca phng php bnh phng ti thiu

2.4.1.4. Phng sai v sai s chun ca cc c lng
T l thuyt xc sut ta bit rng phng sai ca mt bin ngu nhin o

lng s phn tn xung quanh gi tr trung bnh. Phng sai cng b, mc
trung bnh, tng gi tr ring bit cng gn vi gi tr trung bnh. Tng t,
khi cp n khong tin cy, ta bit rng phng sai ca bin ngu nhin
cng nh, khong tin cy ca cc tham s cng b. Nh vy, phng sai ca
mt c lng l thng s ch chnh xc ca mt c lng. Do vic
) )
tnh ton phng sai ca 1 , 2 ,..., k l lun cn thit.

) )
Do 1 , 2 ,..., k thuc vo cc gi tr Y, m Y li ph thuc vo cc bin

ngu nhin ut (t = 1 n n) nn chng cng l bin ngu nhin vi phn phi
)
tng ng. Ta c phng sai ca 2 :
[ ]
)
VAR 2 =
2
3i
( x )( x ) ( x
2
2i
2
3i
2 i x 3i )
(2.13)
Cc gi tr d bo v sai s chun
Cng nh trong m hnh hi qui n bin, chng ta quan tm n vic
to ra cc d bo c iu kin ca bin ph thuc vi cc gi tr cho trc ca
cc bin c lp. Gi s Xfi l gi tr cho trc ca bin c lp th i vi i =
2,..., k v t = f, vi cc gi tr ny chng ta mun d bo i. nh ngha:
= 1 + 2 X f 2 + ... + k X fk
)
V = Y f , nh ngha trc t = f, v v vy d bo cn c l gi tr
c lng ca , v sai s chun tng ng s gip chng ta xy dng mt
khong tin cy cho d bo. Gii 1 t phng trnh trn v thay vo m hnh
ban u ta c:
Yt = 2 X f 2 ... k X fk + 2 X t 2 + ... + k X tk + u t
Nhm s hng mt cch thch hp, ta c th vit li nh sau:

Yt = + 2 (X t 2 X
f2
) + ... + (X
k
tk
fk
)+ u
= + 2 Z t 2 + ... + k Z tk + u t
vi Zti = Xti Xfi, cho i = 2,...,k. Vic vit li cng thc ny ch ra cc

bc sau tin hnh d bo
Bc 1: Vi gi tr Xfi cho trc ca bin c lp th i v t = f, to mt
bin mi Zti = Xti Xfi vi i = 2, ..., k
Bc 2: Hi qui Yt theo mt s hng v cc bin mi Zt2, ..., Ztk
Bc 3: S hng khng i c c lng l mt d bo im cn c.
)
Khong tin cy tng ng c tnh bng ( t * s f , + t * s f ), vi t* l

gi tr ti hn ca phn phi t vi bc t do n-k v mc ngha cho
trc, v sf l sai s chun ca s hng khng i c c lng c
c t bc 2.
2.4.1.5. H s xc nh v H s tng quan
Ta c tng bnh phng sai s (ESS) hay tng cc bnh phng phn d
l ESS = u) 2t . Sai s chun ca phn d l ) = ESS(n - 2) . Gi tr ny o
)
lng phn tn ca sai s khi s dng Yt lm bin d bo v thng c

so snh vi ) Y c cho trn xem xt mc gim xung l bao nhiu.
Bi v ESS cng nh cng tt, v mc gim xung cng nhiu.
Phng php ny khng hon ton tt lm, tuy nhin, bi v cc sai s
chun rt nhy cm i vi n v o lng Y nn rt cn c mt thng s o
lng khc khng nhy cm vi n v o lng.
)
Thng s o lng tng bin thin ca Yt so vi Y (gi tr trung bnh ca

)
Yt ) cho ton mu l
(RSS).
(Y
Y ) 2 . c gi l tng bnh phng hi qui
Ta c:
)
2
Y ) = Yt Y
(Y
) + u)
2
2
t
Do TSS = RSS + ESS. Lu rng (Yt Y ) = (Yt Y ) + u t

Ta c:
RSS
ESS
= 1
c gi l h s xc nh a bin v k hiu l R2
TSS
TSS
)2
u = 1 ESS = RSS
= 1
TSS TSS
(Y Y )
t
0 R2 1
(2.14)
r rng R2 nm gia khong t 0 n 1. R2 khng c th nguyn v c t

s v mu s u c cng n v. im quan st cng gn ng thng c
lng, " thch hp" cng cao, ngha l ESS cng nh v R2 cng ln. Do
vy, R2 l thng s o lng thch hp, R2 cng cao cng tt. ESS cn
c gi l bin thin khng gii thch c v u)t l nh hng ca nhng
bin khc ngoi Xt v khng c trong m hnh. RSS l bin gii thch c.
Nh vy, TSS l tng bin thin ca Y, c th phn thnh hai thnh phn: (1)
RSS, l thnh phn gii thch c theo X; v (2) ESS, l thnh phn khng
gii thch c. Gi tr R2 nh ngha l c s bin thin Y khng th gii
thch c bng X. Ta cn phi thm vo nhng bin khc c nh hng n
Y.
Ngoi ngha l mt t l ca tng bin thin ca Y c gii thch qua
m hnh, R2 cn c mt ngha khc. l thng s o lng mi tng
quan gia gi tr quan st Yt v gi tr d bo Yt (rY Y) ) . Ta c:
)
t t
2
)
YY
)
Cov 2 (Yt Yt )
RSS
=
= R2
) =
TSS
Var (Yt )Var (Yt )
(2.15)
Nh vy, bnh phng h s tng quan gia gi tr quan st Yt v gi tr

)
d bo Yt bng phng trnh hi qui th s cho ra kt qu bng vi gi tr R2.
C mt thc mc ph bin v thch hp tng th, l bng cch

no xc nh rng R2 l cao hay thp?. Khng c mt qui nh chun hay
nhanh chng kt lun v R2 nh th no l cao hay thp. Vi chui d liu
theo thi gian, kt qu R2 thng ln bi v c nhiu bin theo thi gian chu
nh hng xu hng v tng quan vi nhau rt nhiu. Do , gi tr quan st
R2 thng ln hn 0,9. R2 b hn 0,6 v 0,7 c xem l thp. Tuy nhin vi
d liu cho, i din cho dng ca mt yu t thay i vo mt thi im
no , th R2 thng thp. Trong nhiu trng hp, R2 bng 0,6 hoc 0,7 th
cha hn l xu. y n gin ch l thng s o lng v tnh y ca m
hnh. iu quan trng hn l nn nh gi m hnh xem du ca h s hi qui
c ph hp vi cc l thuyt kinh t, trc gic v kinh nghim ca ngi
nghin cu hay khng.
Ta xt bnh phng h s tng quan gia X2 v X3:
2
23
r =
( x
x 3i )
2i
( x )( x )
2
2i
2
3i
Bin i mt cht chng ta c phng sai ca 2 nh sau:
[ ] ( x 1)(1 r )
)
VAR 2 =
2
2i
2
23
2.4.1.6. Phn phi xc xut ca cc c lng

c kh nng xy dng cc khong tin cy i vi cc tham s cha
bit v kim nh gi thuyt v chng, chng ta cn bit cc phn phi xc
sut chn mu ca nhng c lng ny.
Khi cp v phn phi chn mu ca cc c lng, chng ta cn bit
ba ni dung sau y:
-
K vng ton hc
Phng sai
Dng hm ca phn phi chn mu
u tin hy xt k vng ca c lng 2:

)
( Y x )( x ) ( y x )( x
=
( x )( x ) ( x x )
i
2
3i
2i
2
2i
3i
2i
x 3i )
2
3i
2i
3i
Lu rng cc ch Y hoa thay th cho cc dng lch m chng ta

s dng. Ta thay th:
Yi = 2 x 2i + 3 x3i + u i
vo trong biu thc c lng v thc hin vi bin i i s chng ta s c:

)
( Y x )( x ) ( y x )( x
=
( x )( x ) ( x x )
i
2
3i
2i
2
2i
= 2
3i
2i
x 3i )
2
3i
2i
3i
( Y x )( x ) ( y x )( x
+
( x )( x ) ( x x )
i
2
3i
2i
2
2i
2
3i
3i
2i
x 3i )
2i
3i
Khi ly gi tr k vng ca biu thc th hai, ta thy c lng ca

tham s l khng chch v ta c kt qu sau y:
)
E 2 = 2
Chng ta hu nh quen vi cch trnh by phng sai ca c lng.

Cui cng, r rng t biu thc trn l mi c lng u l mt t hp
tuyn tnh ca ca cc bin ngu nhin c phn phi chun, v th mi c
lng cng u c phn phi chun.
Nhng kt qu suy lun nu trn cng ng i vi hm hi qui bi c k
bin. Nhng c lng tham s l khng chch, v cc phng sai ca c
lng tham s bit, v chng tun theo phn phi chun. Tuy vy, trn
thc t khng th biu din c nhng kt qu ny nu khng s dng cng

c i s ma trn.
2.4.1.7. Cc sai s c trng
Da vo cc sai s c trng, chng ta s c cch la chn bin c lp
v bin ph thuc cho m hnh d bo.
Vic la chn cc bin c lp v ph thuc trong m hnh kinh t phi
c da trn l thuyt kinh t, kin thc v cc hnh vi tim n, v kinh
nghim qu kh. Tuy nhin, bn cht cc quan h gia cc bin kinh t l
khng bao gi bit v v vy chng ta c th mong i nhng sai s trong
vic xc nh cc c trng ca m hnh kinh t lng. Sai s c trng xy
ra nu chng ta xc nh sai m hnh theo cc loi nh chn bin, dng hm
s, hoc cu trc sai s (ngha l s hng ngu nhin ut v cc tnh cht ca
n).
Khi chn cc bin c lp ca m hnh, ta c th phm phi hai loi sai
s sau: (1) b qua mt bin thuc v m hnh v (2) a vo mt bin khng
lin quan. Trong hm cu, nu chng ta b qua bin gi c hng ho hoc thu
nhp ca h gia nh, chng ta c th gy ra trng hp sai s c trng loi
th nht. Ngc li, vi v d v bt ng sn, gi mt ngi nh ph thuc
vo din tch s dng, s phng ng, phng tm, nu ta a vo cc bin nh
thit b s dng in, khong cch t nh n trng, loi mi lp th s
khng tc ng ng k n gi bn ngi nh. Nh vy chng ta s phm phi
sai s c trng loi th hai, ngha l a bin tha vo m hnh.
Khi b qua bin quan trng:
u tin chng ta kho st trng hp trong mt bin thuc v m
hnh b b qua. Gi s m hnh tht l: Yt = 1 + 2 X t 2 + 3 X t 3 + u t
Nhng chng ta c lng m hnh: Yt = 1 + 2 X t 2 + vt

Ni cch khc, gi tr tht ca 3 l khc 0, nhng chng ta li gi nh
rng n bng 0 v v vy loi b bin X3 ra khi m hnh. Cc h qu ca
loi sai s xc nh ny c tm tt qua tnh cht sau:
a.
Nu mt bin c lp m h s hi qui tht ca n khc khng b
loi ra khi m hnh cc gi tr c lng ca tt c cc h s hi qui

cn li s b thin lch tr phi bin b loi ra khng tng quan vi mi
bin c a vo.
b.
Ngay c khi iu kin ny c tho mn, s hng hng s c
c lng ni chung cng b thin lch, v v vy cc gi tr d bo cng

b thin lch.
c.
c lng phng sai ca h s hi qui ca mt bin c a vo
ni chung s b thin lch, v v vy cc kim nh gi thuyt s khng

c ngha.
T 3 tnh cht trn ta thy rng vic b qua mt bin quan trng l rt
nghim trng. Cc c lng v tr d bo s b thin lch, v cc kim nh
gi thuyt s khng cn c ngha na. Nguyn nhn ca s thin lch (gi l
thin lch bin b b st) l d dng nhn thy.
a vo m hnh mt bin khng lin quan:
Gi s rng m hnh tht l: Yt = 1 + 2 X t 2 + u t
Nhng chng ta thm nhm bin X3 v c lng c m hnh:
Yt = 1 + 2 X t 2 + 3 X t 3 + vt
Cc h qu ca vic thm vo bin khng lin quan c tm tt qua cc

tnh cht sau:
a.
Nu mt bin c lp c gi tr h s hi qui tht bng khng (ngha
l bin ny l tha) c a vo m hnh, cc gi tr c lng ca tt

c cc h s hi qui khc vn s khng thin lch v nht qun.
b.
Tuy nhin phng sai ca chng s cao hn cc gi tr khi khng c
bin khng lin quan, v v vy cc h s s khng hiu qu.

c.
V cc phng sai c lng ca cc h s hi qui l khng thin
lch, cc kiu nh qu thuyt vn c hiu lc.

Nh vy hu qu ca vic a vo m hnh mt bin khng lin quan l
t nghim trng hn so vi trng hp b st mt bin quan trng.
2.4.1.8. Cc tiu chun chung chn m hnh
Chng ta chng minh trc y bng cch tng s bin trong mt m
hnh, tng bnh phng phn d
)2
s gim v R2 s tng, nhng i li bc
t do s gim. R 2 v sai s chun ca phn d, [ESS (n k )]1 2 , tnh n vic

nh i gia gim ESS v gim bc t do. y l nhng tiu chun thng
dng nht so snh cc m hnh.
Nhn chung, m hnh n gin hn c a thch hn v hai l do k
thut sau. Th nht, a qu nhiu bin vo m hnh khin cho chnh xc
tng i ca ring mi h s gim. Th hai, vic gim bc t do s gim
nng lc ca kim nh trn cc h s. V vy, xc sut ca vic khng bc b
gi thuyt sai tng khi bc t do gim. Cc m hnh n gin cng d hiu
hn cc m hnh phc tp. V vy, l tng nn thit lp nhng tiu chun
hn ch nhng m hnh ln nhng cng khng lun lun chn m hnh n
gin.
Trong nhng nm gn y, nhiu tiu chun chn m hnh c ngh.
Tt c nhng tiu chun ny c dng ca tng bnh phng phn d (ESS)
nhn vi mt nhn tt bt li ph thuc vo mc phc tp ca m hnh.

M hnh cng phc tp ESS cng gim nhng li tng tnh bt li. Cc tiu
chun v vy phi cung cp cc loi nh i khc gia mc thch hp v
phc tp ca m hnh. Mt m hnh c tr thng k tiu chun thp c
a chung hn.
Akaike (1970, 1974) xy dng hai phng php, mt c gi l sai s
hon ton xc nh trc (FPE) v phng php th hai gi l tiu chun
thng tin Akaike (AIC). Hannan v Quinn (1979) ngh mt phng php
khc (c gi l tiu chun HQ). Cc tiu chun khc gm ca Schwarz
(1978), Shibata (1981), v Rice (1984), v phng php tnh chnh xc cho
tng qut (GCV) c Craven v Wahba (1979) pht trin v c Engle,
Graner, Rice, v Weiss (1986) s dng. Mi mt tr thng k ny u da trn
vi tnh cht ti u, chi tit v cc phng php ny c cp trong cc bi
bo lit k trn. Bng tiu chun chn m hnh tm tt nhng tiu chun ny
(n l s ln quan st v k l s thng s c lng).
ESS k
SGMASQ:
1
n n
ESS
2k n
HQ:
(ln n )
ESS 2 k n
AIC:
e
ESS 2k
RICE:
1
n n
ESS n + k
FPE:
ESS k n
SCHWARZ:
n
n nk
ESS k
GVC:
1
n n
ESS n + 2k
SHIBATA:
Bng: Cc tiu chun chung chn m hnh

Khng cn thit phi a R 2 vo trong tiu chun v R 2 v SGMASQ
() ) quan h nghch, v v vy gi tr SGMASQ thp cng c ngha l

2
R 2 s
c gi tr cao. R 2 ch c ch khi xc nh t s ca bin i trong Y c gii

thch bi cc bin X.
Mt cch l tng, chng ta mun c mt m hnh c cc gi tr ca cc
tr thng k u thp, khi so snh vi mt m hnh khc. Mc d c th xp
hng mt vi tiu chun ny i vi mt gi tr ESS, n, v k cho trc, th t
ny s khng cn ngha na bi v cc m hnh u c ESS v k khc nhau.
Trong nhng trng hp c bit, mt s tiu chun tr nn d tha ngha
l, mt m hnh u vit hn theo mt tiu chun cng s u vit hn xt theo
cc tiu chun khc. Tuy nhin, mt cch tng qut, c th tm c mt m
hnh u vit theo mt tiu chun nhng li khng u vit theo tiu chun
khc. V d, tiu chun Schwarz coi trng v tnh phc tp ca m hnh hn
l cc yu tt khc v v vy c th dn n mt kt lun khc. Mt m hnh
tt hn mt m hnh khc theo mt s tiu chun s c a chung hn. Tuy
nhin, tiu chun AIC l tiu chun c s dng ph bin nht trong phn
tch chui thi gian.
2.4.2. Phng php d bo chui thi gian
Nh phn trn trnh by, cc m hnh kinh t lng ch yu da trn
mt ng thi r nt ca cc i tng c lien quan n h thng kinh t. Tuy
nhin mt h cc m hnh thay th khc c s dng rng ri, c bit trong
d bo ngn hn, c gi l cc m hnh chui thi gian. Ch yu, cc m
hnh ny ni kt mt bin ph thuc vi cc gi tr ca n trong qu kh v
vi cc sai s ngu nhin m c th c tng quan theo chui. Cc m hnh
chui thi gian khng da trn bt k mt ng thi kinh t r nt no. Cho
n cch y 30 nm, cc m hnh chui thi gian c s dng ph bin
nht trong k thut v cc khoa hc vt l. Tuy nhin, trong khong 2 thp

nin gn y, cc phng php chui thi gian c s dng kh rng ri
trong kinh t hc, trong vic nghin cu s bin i cc thnh phn trong s
pht trin i sng x hi, c bit vi cc d bo ngn hn, trong cc m
hnh chui thi gian chng t l thch hp hn so vi cc m hnh kinh t
lng.
Chui s thi gian l chui cc tr s ca ch tiu thng k, d bo,
nghin cu s bin ng, v.v c sp xp theo th t thi gian. Qua chui
s thi gian c th nghin cu cc c im v s bin ng ca hin tng,
vch r xu hng v tnh quy lut ca s pht trin, ng thi d on cc
mc ca hin tng trong tng lai.
Mt chui s thi gian c th c cu to bi hai thnh phn, l:
thi gian v ch tiu v hin tng c nghin cu. Thi gian c th l ngy,
tun, thng, nm, qu di gia hai thi im lin nhau c gi l
khong cch thi gian. Ch tiu v hin tng c nghin cu c th l s
tuyt i, s tng i, s bnh qun. Tr s ca ch tiu gi l mc ca
chui s.
Mt cch tng qut, cc chui thi gian thng c m hnh ho dng
tng (hay tch) ca 3 thnh phn: (1) thnh phn xu hng, (2) thnh phn
ma v (3) thnh phn ngu nhin. Do ta c:
Yt = Tt + St + ut hay Yt = Tt * St * ut
Trong :
- Y l bin ph thuc
- T l thnh phn xu hng theo ma
- S l thnh phn ma
- U l thnh phn sai s ngu nhin

V d v mt xu hng theo thi gian dng tuyn tnh n gin l:
Yt = + t
V mt s dng ng xu hng khc c s dng ph bin:
(a) ng thng: Yt = 1 + 2t + ut
(b) Bc hai: Yt = 1 + 2t + 3t2 + ut
(c) Bc ba: Yt = 1 + 2t + 3t2 + 4t3+ ut
(d) Log-tuyn tnh: Yt = 1 + 2ln(t) + ut
(e) Nghch o: Yt = 1 + 2(1/t) + ut
(f) Tuyn tnh-log: ln(Yt) = 1 + 2t + ut ; Yt > 0
(g) Log-hai ln: ln(Yt) = 1 + 2ln(t) + ut ; Yt > 0
Yt
= 1 + 2 t + u t
1 Yt
(h) Logistic: ln
Nm dng ng xu hng u tin th c Yt l bin ph thuc, hai dng

ng tip theo th ln(Yt) l bin ph thuc, v cng thc cui cng c dng
log ho i vi Yt l bin ph thuc. Cc gi tr ca R 2 ch so snh c gia
hai m hnh c cng bin ph thuc. Hn na, dng log ho i hi Yt v Yt/(1
Yt) phi dng. ng cong log l dng hu ch khi Yt gia 0 v 1 hoc
khi Yt l tr s phn trm.
Thnh phn ma l thnh phn do hin tng ma v xy ra thng
xuyn chng hn nh thng, qu, tun, ngy, gi, cc ngy ngh l, v.v
Cu trc ca cc m hnh chui thi gian:
2.4.2.1. Cc m hnh t hi quy
(AR Auto Regressive)

M hnh chui thi gian t hi quy hon ton c cu trc nh sau:
Yt = 1Yt-1 + 2Yt-2 + + pYt-p + ut
(2.22)
Trong Yt l quan st th t i vi bin ph thuc sau khi tr i gi tr

trung bnh ca chnh n, v ut l thnh phn sai s c ng thi tt c trung
bnh bng 0 v phng sai khng i v khng tng quan vi us nu t s
(khi nim ny gi l nhiu trng white noise). Thnh phn hng s c
b qua v Yt c biu din dng thin lch khi gi tr trung bnh. Ni
cch khc, Yt c m hnh ho ch vi qu kh ca n m khng phi vi
cc bin c lp khc. y l cc m hnh t hi qui, AR v m hnh trong
phng trnh (2.22) c gi l m hnh AR(p), vi p l bc t hi qui.
2.4.2.2. Cc m hnh trung bnh trt
(MA Moving Average)
M hnh sau y gi l m hnh trung bnh trt MA bc q, k hiu l
MA (q)
Yt = t 1 t-1 2 t-2 q t-q
(2.23)
vi t l chui sai s nhiu trng. Do , Yt l t hp tuyn tnh ca cc

bin ngu nhin nhiu trng.
2.4.2.3. Cc m hnh ARMA
(Auto Regressive Moving Average)
Phi hp gia cc cng thc t hi quy v trung bnh trt to ra m
hnh ARMA. Do m hnh ARMA (p, q) c dng tng qut:
Yt = 1Yt-1 + 2Yt-2 + + pYt-p + t 1 t-1 2 t-2 q t-q (2.24)
Hm t tng quan:
Xt h s tng quan r(s) gia ut v ut-s i vi nhng gi tr ca s t 0

n t-1. Hm ny gi l hm t tng quan. nh ngha hm t tng quan
nh sau:
r ( s ) = Cov(u t , u t s ) =
Cov (u t , u t s ) E (u t u t s )
=
Var (u t )
E u t2
( )
(2.25)
n c th c c lng bng h s tng quan ca mu gia ut v ut-s.

th tng quan:
L th ca r(s) theo s, vi s = 0, 1, , t-1. N l mt ch dn hu ch
xc nh mc tng quan ca thnh phn sai s (ut) vi cc sai s trong
qu kh ut-1, ut-2,
L mt th hu ch gip nhn ra cc dng thc trong mi tng
quan gia cc chui
Tnh dng:
Ta xt trng hp hm t tng quan r(s) l c lp vi t, thi on m
cc tng quan ca phn d hin ti v qu kh c o, v ch ph thuc
vo khong cch (s) gia thi on t v thi on (t-s) tnh tng quan.
Hn na ut c gi nh l c phng sai hu hn. c tnh ny c gi l
tnh dng, v bt k chui thi gian no tun theo iu ny s c gi l
chui thi gian dng. Do vy qu trnh to ra cc nhiu ri ngu nhin l
khng bin ng theo thi gian. Khng c tnh dng, Var (ut-s) v Var (ut) l
nh nhau.
Cc m hnh khng dng, sai phn ho:
Ta thy im dng c c tnh tng quan gia mt bin ti thi on t
l (Yt) v gi tr ca n thi on s l (Ys) ch ph thuc vo khong cch (t
s) gia hai thi on. Mt chui dng c gi tr trung bnh l hng s (khng
nht thit = 0) v phng sai khng i theo thi gian. Qu trnh to ra chui
ny l khng bin ng theo thi gian. Tuy nhin, hu ht cc chui trong
kinh t c tnh khng dng v chng tng trng dn theo thi gian. Chng
hn, nu Yt c xu hng theo thi gian dng tuyn tnh hay ly tha th n s
khng dng. Vy, trong trng hp ta phi lm th no? Hu ht cc chui
thi gian khng dng u c th c chuyn thnh dng dng nh qu trnh
sai phn ho. Xt mt xu hng tuyn tnh c dng Yt = + t. Sai phn
bc nht ca Yt c nh ngha l: Yt = Yt Yt-1. Ta thy:
Yt = + t - - (t-1) =
L hng s v do n c tnh dng. Do , xu hng tuyn tnh c th
c loi b bng cch ly sai phn mt ln. Nu mt chui tng trng theo
lu tha vi mc tng khng i, ln(Yt) s c xu hng tuyn tnh v c th
ly sai phn. D dng chng minh c l xu hng bc 2 c th c loi b
bng cch ly sai phn 2 ln. Sai phn bc hai (k hiu l 2Y) c nh
ngha l sai phn bc nht ca sai phn bc nht. Do :
2Yt = (Yt Yt-1) - (Yt-1 Yt-2) = Yt 2Yt-1 + Yt-2
(2.26)
Mt dng khc m trong tnh khng dng thng xut hin l tnh
ma. Tnh khng dng trong cc chui theo thng v theo qu thng c th
c loi b bng cch ly sai phn thch hp: 4 = Yt Yt-4 i vi d liu
theo qu v 12 = Yt Yt-12 i vi d liu theo thng.
2.4.2.4. M hnh ARIMA
(Auto Regressive Intergrated Moving Average)
Gi s rng, mt chui thi gian khng dng c th c chuyn thnh
mt chui dng bng cch ly sai phn d ln. Th chui c gi l tch
hp bc d v c vit l I(d). Chui dng do sai phn sau s c th c
m hnh ho theo ARMA (p, q). Trong trng hp ny qu trnh to ra chui

Yt c gi l t hi qui tch hp trung bnh trt, v m hnh l m
hnh ARIMA, k hiu ARIMA (p, d, q).
c lng v d bo vi m hnh ARIMA
George Box v Gwilym Jenkins (1976) nghin cu m hnh ARIMA
v tn ca h thng c dng gi tn cc qu trnh ARIMA tng qut,
p dng vo vic phn tch v d bo cc chui thi gian. Phng php BoxJenkins xut mt phng php c th gm 4 giai on:
1. Nhn dng, xc nh p, d, q
2. c lng, bao gm vic c lng cc tham s ca phng trnh
(2.22) trong v tri l chui c ly sai phn d ln.
3. Kim tra chn on, bao gm vic p dng cc kim nh khc nhau
xem m hnh c lng c thch hp vi d liu mt cch tho ng hay
khng. Nu m hnh cha thch hp th lp li qu trnh.
4. D bo, thc hin vic d bo theo m hnh chn.
NHN DNG: Bi v hu ht cc chui thi gian thay i theo thi
gian mt cch c h thng, bc u tin ca giai on nhn dng l chn d,
s ln ly sai phn lm cho n xp x dng (tho mn tnh dng). th v
chui theo thi gian thng cho thy chng c v bn cht ca chui. nu
chui biu th s tng trng theo lu tha, th u tin hy ly logarit v v
n theo thi gian. Nu r rang l c xu hng tuyn tnh, chung ta s ly sai
phn chui (hay log ca n) mt ln v v chui ly sai phn. Nu vn th
hin xu hng, c th phi ly sai phn ln th hai. Chui thi gian v kinh t
him khi phi ly sai phn hn hai ln.
Cch th hai nhn ra xem c cn thit phi ly sai phn khng l tnh
hm t tng quan(ACF) c nh ngha trc y v v th tng
quan. th tng quan l th ca cc h s tng quan gia mt chui v
cc gi tr ca n trong qu kh. Nu th ny gim t t th phi c ch
nh phi ly sai phn. Tip theo v th tng quan ca cc sai phn bc
nht. Nu th ny tip tc gim t t th li c ch nh phi ly sai phn
bc hai.
Tnh khng dng do cc nh hng ma c x l bng cch tch ma
cho chui. Cch n gin tch thnh phn ma trong mt chui d liu
thng l ly sai phn Yt Y t-12. Hoc, ta ly hi quy Yt theo cc bin gi theo
ma v sau ly phn d ca chng trnh c thch hp ho, vi cc
nh hng ma b loi ra. Nu cc nh hng ma xut hin, ACF s c
nh nhn nhng khong u n (xem hnh minh ho 2.1 v d liu thng).
Hnh 2.1. th tng quan vi d liu doanh s theo thng

Sai phn Yt Yt-12 thng loi b cc nh hng ma v xu hng tuyn
tnh.
Hnh 2.2. th tng quan i vi d liu sai phn 12 thng

Cc chn la ban u v bc ca t hi quy v cc thnh phn trung bnh
trt (p v q) thng c thc hin ng thi. i vi nhng gi tr tr
ln (k hiu k), ACF l thuyt ca m hnh AR(p) s xp x dng Apk (vi 1<<1). Nu l dng th ACF s gim dn. nu l m th hm s s c
bao bi mt cp ng cong nh hnh 2.22.
Hnh 2.3. th tng quan i vi AR(p)

Vi m hnh MA(q) th th tng quan v l thuyt l bng 0 i vi
cc tr ln hn q nhng khng c dng c th trc q (xem hnh 2.23).
th tng quan c lng c th dung nh mt ch dn chn gi tr q. Nu
th tng quan vn duy tr gn 0 sau mt tr c th no , th tr

s l la chn tt cho gi tr q.
Hnh 2.4. th tng quan i vi MA(q)

chn gi tr ban u cho p, s dng mt hm khc gi l hm t
tng quan ring phn (PACF Partial Auto Correlation Function) v th
i km l th tng quan ring phn. Gi s chng ta thch hp ho mt
m hnh t hi quy bc nht c dng: Yt = a11Yt-1 + ut v c lng a11 bng
OLS (thnh phn hng s c b qua bng cch ly Yt l lch khi gi tr
trung bnh ca chui). Tip theo chng ta c lng m hnh AR(2) c dng
Yt = a21Yt-1 + a22Yt-2 + ut
V thu c a)22 . Bng cch tin hnh ny chng ta c th thu c a)kk l
h s hi qui c lng ca Yt-k khi m hnh t tng quan bc k c c
lng. th a)kk l th tng quan ring phn. N l tng quan gia Yt v
Yt-k sau khi nh hng ca cc Y khc c loi b. th tng quan
ring phn v l thuyt c c tnh l nu bc ca t hi quy l p th akk = 0
vi mi k > p.
Do , th tng quan ring phn c c lng c th c s
dng nh mt ch dn chn gi tr p. Nu th t tng quan ring phn
vn duy tr gn 0 sau mt tr c th no , th tr s l la chn tt
cho p. Hng dn nhn dng m hnh chui thi gian s b c th tm tt

nh sau:
1. Nu th t tng quan cn li gn bng 0 sau mt tr no , q
chng hn, th s la chn thch hp cho bc ca MA l q.
2. Nu th tng tng quan ring phn cn li gn 0 sau mt tr
no , p chng hn, th s la chn thch hp cho bc ca AR l p.
3. Nu hai iu trn khng xy ra nhng c hai th rt cc li gim ti
0, chng ta c th bt u vi mt m hnh ARMA(1,1) n gin.
C LNG: Quy trnh c lng cc tham s ca m hnh chui
thi gian kh phc tp v gm c vic gii h phng trnh phi tuyn. C
nhiu chng trnh my tnh c th tnh th tng quan v th tng
quan ring phn c s dng nhn dng m hnh, v sau t ng thc
hin qu trnh c lng (EViews, FORECAST MASTER, FORECAST
PRO, TSP, MicroTSP, v.v)
KIM TRA CHN ON: Giai on kim tra chn on bao gm
vic cho m hnh c lng chu cc loi kim nh khc nhau m bo l
n thch hp mt cch tho ng vi d liu. Cch tt nht kho st xem
mt m hnh c thch hp hay khng vi d liu l tin hnh kim chng hu
mu, ngha l, dnh mt phn ca mu (khng s dng c lng)
d bo kim nh v sau em so snh cc gi tr d bo vi gi tr bit
ca Y. Cc tr thng k tm tt thng c s dng l sai s bnh phng
trung bnh v tiu ch thong tin Akaile. Cch n gin khc l lm thch hp
m hnh qu mc, ngha l thch hp ho mt m hnh c bc hi cao hn v
sau kim nh xem cc tham s di thm c khc 0 mt cch ng k
khng.
Trong mi trng hp, nu m hnh thch hp tt vi d liu, th phn

)
d t m hnh ( t ) s l nhiu trng. Qui trnh thng thng l tnh phn d

v hm t tng quan ca chng v sau kho st xem c phi l cc phn
d xp x mt chui nhiu trng khng. Box v Pierce (1970) xut mt
kim nh chnh thc cho vic ny. Qui trnh l tnh tr thng k Box Pierce.
k =K
Q = n rk2
(2.26)
k =1
Vi rk l t tng quan bc k ca cc phn d ( t ), n l s quan st, v k

l gi tr c chn trc ca cc t tng quan (chng hn, 20 hay cao hn).
Nu chui phn d l nhiu trng, th Q s c phn phi chi-square, vi k p
q bc t do. Nu q ln hn gi tr chun ca chi-square, th chng ta kt
lun l chui phn d khng l nhiu trng. Mt kim nh gn y c s
dng ph bin l Ljung & Box (1978). Tr thng k kim nh Ljung-Box
cho bi:
rk2
LJB = n (n + 2) '
k =1 n k
'
'
k =K
(2.27)
Trong n = n d l s cc quan st c s dng sau khi chui c

ly sai phn d ln. Di gi thit khng cho rng cc phn d thc cht l
nhiu trng, LJB c phn phi chi-square vi t do l K-p-q. Tiu chun
chp nhn hay loi b trong kim nh tng t nh trong kim nh BoxPierce.
D BO: Bc cui cng l thc hin vic d bo tht. Chng ta thy
t phng trnh (2.3) rng gi tr d bo trc mt thi on c cho bi
(cho vn+1 tin n 0):
))
) )
) )
)
)
)
)
Yn +1 = 1Yn + 2Yn 1 + ... + p Yn +1 p 1 n 2 n 1 ... q n +1 q
(2.28)
Nu chui phi c ly sai phn lm cho n dng th tr d bo l

)
)
)
)
)
)
Yn +1 = Yn +1 Yn t Yn +1 s c tnh ra l Yn + Yn +1 . Nu chui c ly sai
phn 2 ln, th t phng trnh (2.4) ta c:

)
)
Yn +1 = 2Yn Yn 1 + 2Yn +1
TM TT
Mt trong cc ng dng ch yu ca m hnh kinh t lng l d bo
hay d on. C hai nhm phng php d bo: Kinh t lng v chui thi
gian. D bo kinh t lng t c s trn m hnh hi quy ni kt mt (hay
nhiu) bin ph thuc vi mt s bin c lp. D bo chui thi gian ni kt
bin ph thuc vi cc gi tr ca n trong qu kh v c gng s dng mi
quan h ny d bo bin ph thuc.
Mt mi trng d bo bao gm ba giai on. Mt ngi kho st s
dng mt mu cc quan st v c lng m hnh. Cc gi tr d bo ca bin
ph thuc trong thi k trong mu ny cn c gi l cc gi tr thch hp
ho. Cc gi tr d bo ngoi mu c th l kim nh hay tin nghim. D
bo kim nh l i vi giai on m trong cc gi tr thc t ca bin ph
thuc v c lp u bit. Cc gi tr d bo nh th thng c so snh
vi gi tr thc t nh gi nng lc d bo ca m hnh. Cc d bo tin
nghim l d bo cho tng lai vi cc gi tr ca bin c lp c d bo t
cc m hnh khc.
D bo c th l c iu kin hoc khng iu kin. Khi cc gi tr ca
cc bin c lp l bit trc th ta c d bo c iu kin. D bo khng iu
kin c tp ra khi cc gi tr ca cc bin ngoi sinh khng c bit trc
m c to ra t bn thn m hnh hay t mt m hnh h tr khc.
Vic nh gi nng lc d bo ca mt m hnh c thc hin theo mt

s cch. u tin, chng ta ly ra mt phn ca mu v khng s dng chng
cho mc ch c lng. K n, chng ta to ra cc d bo cho mu c
ly ra (y l d bo kim nh) v tnh sai s d bo v tng bnh phng
sai s d bo (ESS). Gi tr ny c th c dng tnh cc tr thng k
la chn m hnh c lit k trong bng Tiu chun chn m hnh. Mt m
hnh c cc gi tr thp hn hu ht cc tr thng k tiu chun th c xem
l tri hn. Hn na, chng ta tin hnh hi quy cc gi tr d bo theo mt
hng s v gi tr thc t. Nu d bo l hon ho, chng ta s k vng l
thnh phn hng s c lng s gn bng 0 v thnh phn dc c lng
gn bng 1.
Lm thch hp bng ng xu hng l mt k thut c s dng ph
bin din t bin ph thuc ca mt hm ch theo thi gian. Dng hm
nhn c c th l tuyn tnh, bc hai, log tuyn tnh, nghch o, tuyn tnh
log, log-hai ln hay logistic.
Mt nh quan st m ch quuan tm n xu hng r nt ca mt chui
thi gian hn l n s bin ng xung quanh xu hng th c th lm trn
d liu bng cch s dng tr trung bnh ca mt s cc thnh phn lien tip
nhau (gi l trung bnh trt) hoc lm trn theo lu tha, ngha l to ra mt
trung bnh c trng s ca cc gi tr hin ti v qu kh ca chui, cc trng
s gim dn theo lu tha khi chng ta li v qu kh. K thut ny c th
c s dng i vi cc sai s d bo c c cc d bo thch nghi.
Khi nhiu phng n m hnh c du hiu l to ra c cc gi tr d
bo kh tt, th tt hn ta nn kt hp cc d bo hn l chn ly mt m hnh
tt nht v b cc m hnh khc. Phng php ti u kt hp d bo l ly
hi quy (s dng d liu ca mu hay d liu giai on kim nh) cc gi tr
thc t theo mt hng s v cc tr d bo c to ra t cc phng n m

hnh. Cc h s c lng sau c dung nh cc trng s i vi d bo
kt hp. Trong thi k mu, tr d bo kt hp c tng sai s bnh phng
nh nht, vi sai s d bo bnh phng bng 0, ngay c khi cc d bo ring
l b thin lch.
Trong cc m hnh kinh t lng, cc gi tr d bo c to ra bng
cch thay cc gi tr d bo hay gi nh cho cc bin c lp. Nu c tng
quan chui trong cc phn d, cc sai s c th c m hnh ho vi qu
trnh t hi quy v thong tin c dung thu c cc d bo c hiu qu
hn.
Cc m hnh chui thi gian ni kt mt bin ph thuc vi cc gi tr
ca n trong qu kh. Mt chui thi gian t hi quy hon ton (m hnh AR)
s ni kt bin ph thuc vi cc gi tr ca n trong qu kh vi cc sai s
nhiu trng (white noise). M hnh trung bnh trt (m hnh MA) ni kt mt
bin ph thuc vi mt t hp tuyn tnh ca cc thnh phn sai s nhiu
trng. M hnh ARMA l t hp cc c tnh ca AR v MA vo trong mt m
hnh.
th tng quan l mt th hu ch gip nhn ra cc dng thc
trong mi tng quan gia cc chui. N v hm t tng quan, ngha l cho
h s tng quan gia cc gi tr ca mt chui ti thi gian t v ti t-s vi
cc gi tr s khc nhau.
c tnh dng c tnh cht l chui c tr trung bnh v phng sai
khng i theo thi gian, v tng quan gia mt bin ti thi gian t v ti s (t
s) ch tu thuc vo khong cch t-s gia 2 thi on. Mt chui khng
dng thng c th c ly sai phn (bng cch tnh s thay i gia mt
thi on v thi on k tip) lm cho n dng. i khi c th phi tin
hnh ly sai phn nhiu ln hoc chuyn sang dng log trc khi ly sai phn.
Mt xu hng tuyn tnh c th c loi b bng cch ly sai bit 1 ln, xu
hng bc hai c th c loi b bng cch ly sai phn 2 ln, v.v D liu
theo qu v thng thng biu hin cc tc ng ma. N c th c loi b
bng cch sai phn bc 4 hay 12, ngha l Yt Yt-4 hay Yt Yt-n. Cc m hnh
ARIMA l nhng m hnh c ly sai phn bc nht nhiu ln to ra tnh
trng dng v sau ly mt m hnh ARMA thch hp chng.
Vic c lng mt m hnh chui thi gian bao gm 3 giai on: (1)
Nhn dng, (2) c lng v (3) Kim nh chn on. Nhn dng l qu
trnh xc nh bc ca sai phn, ca m hnh t hi quy v ca m hnh trung
bnh trt. Cc th tng quan v tng quan ring phn c dung
nhn dng cc m hnh. Kim nh chn on l qu trnh cho m hnh tri
qua kim nh xem n c thch hp mt cch tho ng hay khng? Hai
kim nh tthwng c dung y l Box-Pierce v Ljung-Box. Mt khi m
hnh c nh gi l ph hp, cc d bo s c to ra t m hnh c
c lng.
2.5. nh gi cc m hnh
- nh gi chnh xc v tnh hp l ca m hnh d bo.
- Thu nht d liu kim tra M hnh
D liu thu c thng c xem nh rt t. Thc t, cng ngh
lm mm cht xm, m chng ta tr nn t tin hn vo cc phng sch;
hn na, d liu c th tin cy c cn thit kim tra mt m hnh nh
lng. Cc m hnh ton hc, i khi thot khi s nh gi ca ngi ra
quyt nh. Hay cch khc, mt s ngi thng ngh theo phng php i
s; nhng ngi khc li nhn theo phng php hnh hc. Khi d liu l
phc tp hay nhiu chiu, th c nhiu l do lm vic vi cc cng thc.
Qu trnh m hnh trn c s dng :

hiu c c ch u tin to ra chui thi gian. Bao gm m t, gii
thch s bin i, tnh thi v, xu hng vvv...
d on tng lai vi iu kin mi chuyn s u vo y
iu khin h thng, thc hin chui s kin nu xy ra trong
tng lai.
D bo thng k: S la chn v thc hin mt phng php d bo
chnh xc lun lun l mt k hoch quan trng v iu khin li nhun i
vi hu ht cc hng v cc i l. Thng thng, tnh trng ti chnh ca
ton b qu trnh hot ng u da vo chnh xc ca d bo v nhng
thng tin ny s c s dng to ra ngn sch tng quan v cc quyt
nh mang tnh cht h thng trong cc lnh vc qun l nhn s, li tc, th
trng v qung co, vn ti chnh, v.v.
C hai hng chnh d bo. C d on gi tr tng lai da trn
phn tch cc yu t tin cy nh hng n gi tr tng lai, v d nh phng
php gii thch, n d on da trn mt phng php hc suy lun ca d
liu c trong qu kh qua thi gian, v d phng php ngoi suy.
T ng tng quan: T tng quan l mt chui cc tng quan ca
chui cc khong cch thi gian bng nhau gia cc thnh phn. Khng ging
nh d liu thng k m l cc mu ngu nhin cho php ta thc hin vic
phn tch thng k, a ra kh nng d on v d bo. Ba cng c nh
gi t tng quan ca mt chui thi gian l th chui thi gian, v t nht
l cc gi tr t tng quan th nht v th hai.
Tm tt cc phng php D bo:
Mt cch l tng, cc t chc m kh nng lm nh vy s gn d

bo quyt nh tng ng vi cc phng ban v/hoc cc c nhn l c cht
lng tt nht v c ngun nhn lc cn thit to ra nhng c lng d
bo nh vy di cc m hnh nhu cu phc tp. R rng, mt hng vi hot
ng ang pht trin lin tc v mt i ng nhn vin k thut cng vi cc
nh thng k, nh khoa hc qun l, nh phn tch my tnh vvv, vo cc v tr
tt hn nhiu la chn v a ra cch s dng chnh xc cho cc k thut
d bo phc tp hn l mt cng ty vi nhiu ngun nhn lc gii hn.
Mt chui thi gian l mt tp cc nng lc c th t trn mt c im
nh lng ca mt hin tng ti mi im khong cch thi gian bng
nhau. Mt trong s cc ch chnh ca vic phn tch chui thi gian l d
bo cc gi tr tng lai ca cc chui.

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M U

Chng 1 - L THUYT H H TR RA QUYT NH

Quyt nh c th l nhng thay i trng thi kin thc

Th trng quc t - n nh chnh tr - ch ngha tiu th

Tin : ra quyt nh hp l - phn tch logic bi ton -> p dng

Quyt nh khng c cu trc (Nonstructured Decision): Cc quyt

Hnh 1.1. Cc giai on ca qu trnh ra quyt nh

H H Tr Quyt nh - HHTQ l cc h da trn my tnh, c tnh

- Tng tnh linh hot

- Nng cao cht lng ca cc quyt nh a ra

Hc tp v hiu bit thm cc ngun ti nguyn cha c tn

- Kh nng phn tch tng qut

Hnh 1.2. S nng lc h h tr ra quyt nh

th/khng thun tin gii quyt c ch bng cc cng c my tnh ha hay

Hnh 1.3. M hnh h h tr ra quyt nh

Phn h qun l d liu (Data Management) gm mt c s d liu

Hnh 1.4. M hnh phn h qun l d liu

Cc h m hnh ha quyt nh thng minh - gip ngi dng

Hnh 1.5. M hnh phn h qun l m hnh

ngnh c th, nm vng cc vn trong chuyn ngnh v c k nng

Hnh 1.6. Phn h qun l ngi dng

- Hng giao tip (Communication Drive DSS)

Hng tri thc: H h tr quyt nh c th ngh v a ra nhng t

ph bin nht l Microsoft Excel. H ny thng c dng rng ri trong

Chng 2 - TNG QUAN V D BO V NGHIN CU MT S M

2.1. Vai tr v ng dng ca d bo

i tng ca d bo ni chung bao gm mi hin tng v qu trnh

- Xy dng k hoch pht trin s lng phng tin c nhn ( t con

S lng t nhp khu

Kim ngch XNK

Bc 4: Nghin cu v kho st d liu

M hnh d bo c nhiu dng ph hp vi nhiu mc ch d bo khc

u im ca phng php nh tnh:

Tuy nhin, k thut d bo nh lng cng c nhiu nhc im:

T ta c dy s mi gm cc s trung bnh ng z2, z3, ..., zn-1. Vic

V (1 - ) = <1 nm khi i th i+1 0 lc ta c

c th ly gi tr u tin trong dy s, hoc l s trung bnh ca mt s gi tr

X l dao ng ngu nhin: Dng cc phng php trung bnh khng c

2. Pht hin xu th : C nhiu phng php pht hin xu th v chn hm

Trong : n l s gi tr chui thi gian

yi l gi tr thc t ca chui thi gian

cho cc biu thc bng 0, ta c dng tng qut sau: y =a 0 +

ca (**) v cho cc biu thc bng 0, ta c h phng trnh sau:

T h phng trnh ny, xc nh c cc gi tr ai.

Tiu thc sai s tuyt i:

Tiu thc sai s tuyt i:

Nu: Vy >10% th hm f(t) khng s dng cho d bo.

- D bo im vi khong cch d bo c xc nh:

b. Trng cu kin ca cc chuyn gia

D bo chui thi gian ch yu da trn nhng n lc d on cc

v l cc tham s cha bit v s c c lng, gi l h s hi

ut l s hng sai s khng quan st c v c gi nh l bin ngu

Vic xt n cc tc ng ring bit ca nhiu nhn t c th c gii

nh hng ca thay i trong Yt khi ch c Xti thay i c xc nh

V vy ngha ca h s hi qui i l gi gi tr ca tt c cc bin khc

i n v. V vy, phn tch hi qui bi gip chng ta kim sot c mt tp

phng ti thiu khc. K hiu c lng ca 1 , 2 ,..., k l 1 , 2 ,..., k , phn

Tiu chun ti u c s dng bi phng php bnh phng ti thiu

vi cc tham s cha bit l 1 , 2 ,..., k . ESS l tng cc phn d bnh

Trc quan hn, gi s ta chn mt tp hp nhng gi tr 1 , 2 ,..., k ,

l mt ng thng 1 2 X t 2 ... k X tk . C th tnh c lch ca Yt t

Sau bnh phng gi tr ny v cng tt c cc gi tr bnh phng ca ton

. Tng ng vi mt im trn th s c mt tr tng bnh