日化行業(yè)需求與預(yù)測(參考版)
2025-01-06 00:34本頁面
【正文】 ve model ? Simple forecasting model ?Basic Value ?Trend factor ?Seasonal factor ?Basic Value ? Beta:seasonal factor ? Gamma:trend factor ))(1( 111 ??? ???? ttttt ryxz ??? ?Trend factor 11)1()( ?? ???? tttt yy ???? ?Seasonal factor 1)1( ??? ??? tLtttL zx ???? ?預(yù)測方法 TtttTt Tzy ?? ???? ?? )( Basic value Seasonal factor trend factor ARIMA模型 ?自回歸模型 (AR:auto regression) ? AR(1) ? AR(2) ttt azz ?? ? 11?tttt azzz ??? ?? 2211 ?? 自回歸演算 Z(t1) a(t) Z(t) ?AR的性質(zhì) ?協(xié)方差與相關(guān)系數(shù) ?λ(p)= Cov (z(t),z(tp))=E(z(t)z(tp) ?λ(1)= E((Φ(1)z(t1)+a(t))z(t1)） =Φ(1)λ(0)+E(z(t1))E(a(t)) = Φ(1)λ(0) ?λ(p)=Φ(1) λ(0) ?ρ(p)=λ(p)/λ(0)= Φ(1) p p ?記憶函數(shù) ? z(t)=Φ(1) z(t1)+a(t) ?z(t)=a(t)+Φ(1) a(t1)+ Φ(1) a(t1)+… ? Stationary condition (定常性條件 ) ? Var(z(t
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