|
|
|
|
Proste metody prognozowania |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
I. Metody naiwne |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Zadanie 1: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
W oparciu o podany szereg czasowy sporządź prognozę na rok 2006 wykorzystując wariant I metody |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
prognozowania, a następnie wariant II (w wersjach a oraz b). |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wyznacz również błąd ex post dla każdej wersji, aby móc ocenić, czy prognozy mogą zostać uznane |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
za dopuszczalne. Która metoda okazała się lepsza (kryterium to błąd prognozy)? |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rok |
Y |
Y* I |
Y* II a |
Y* II b |
błędy I |
bledy II a |
bledy II b |
|
|
|
|
|
|
|
|
|
1996 |
13,6 |
x |
x |
x |
x |
x |
x |
|
|
|
|
|
|
|
|
|
1997 |
14,5 |
13,6 |
x |
x |
0,9 |
x |
x |
|
|
|
|
|
|
|
|
|
1998 |
15,2 |
14,5 |
15,4 |
15,4595588235294 |
0,699999999999999 |
0,200000000000001 |
0,259558823529412 |
|
|
|
|
|
|
|
|
|
1999 |
16,7 |
15,2 |
15,9 |
15,9337931034483 |
1,5 |
0,800000000000001 |
0,766206896551726 |
|
|
|
|
|
|
|
|
|
2000 |
17,2 |
16,7 |
18,2 |
18,3480263157895 |
0,5 |
1 |
1,14802631578947 |
|
|
|
|
|
|
|
|
|
2001 |
17,6 |
17,2 |
17,7 |
17,7149700598802 |
0,400000000000002 |
0,099999999999998 |
0,114970059880235 |
|
|
|
|
|
|
|
|
|
2002 |
18,7 |
17,6 |
18 |
18,0093023255814 |
1,1 |
0,699999999999996 |
0,690697674418601 |
|
|
|
|
|
|
|
|
|
2003 |
19,8 |
18,7 |
19,8 |
19,86875 |
1,1 |
0 |
0,068749999999994 |
|
|
|
|
|
|
|
|
|
2004 |
19,9 |
19,8 |
20,9 |
20,9647058823529 |
0,099999999999998 |
1 |
1,06470588235294 |
|
|
|
|
|
|
|
|
|
2005 |
20,8 |
19,9 |
20 |
20,000505050505 |
0,900000000000002 |
0,800000000000004 |
0,799494949494953 |
|
|
|
|
|
|
|
|
|
2006 |
x |
20,8 |
21,7 |
21,7407035175879 |
0,8 |
0,575 |
0,614051325252167 |
średnie błędy bezwzględne prognozy |
|
|
|
|
|
|
|
|
|
interpretacja |
|
w jednostkach |
w % |
3,84615384615385 |
2,64976958525346 |
2,82443171517153 |
sprawdzenie dopuszczalności prognozy |
|
|
|
warunek < 20 % |
|
|
|
|
Zadanie 2: |
|
|
|
|
|
|
w % |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sporządź wykres zmiany Y w czasie i na jego podstawie wybierz odpowiednią metodę prognozowania (z metod naiwnych). |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
W oparciu o podany szereg czasowy sporządź prognozę na III kwartał 1996 wykorzystując wybrany wcześniej wariant. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wyznacz również błąd ex post, aby móc ocenić, czy prognoza może zostać uznana za dopuszczalną. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rok |
Y |
sezon |
Y III |
|
|
|
|
|
|
|
|
|
|
|
|
|
1990 Kw.I |
260 |
1 |
x |
|
|
|
|
|
|
|
|
|
|
|
|
|
Kw.II |
448 |
2 |
|
|
|
|
Kw. III |
120 |
3 |
|
|
|
Kw. IV |
228 |
4 |
|
|
|
1991 Kw.I |
263 |
5 |
|
|
|
Kw.II |
451 |
6 |
|
|
|
Kw. III |
120 |
7 |
|
|
|
Kw. IV |
231 |
8 |
|
|
|
1992 Kw.I |
262 |
9 |
|
|
|
Kw.II |
454 |
10 |
|
|
|
Kw. III |
123 |
11 |
|
|
|
Kw. IV |
241 |
12 |
|
|
|
1993 Kw.I |
268 |
13 |
|
|
|
Kw.II |
461 |
14 |
|
|
|
Kw. III |
126 |
15 |
|
|
|
Kw. IV |
245 |
16 |
|
|
|
1994 Kw.I |
272 |
17 |
|
|
|
Kw.II |
470 |
18 |
|
|
|
Kw. III |
130 |
19 |
|
|
|
Kw. IV |
251 |
20 |
|
|
|
1995 Kw.I |
275 |
21 |
|
|
|
Kw.II |
476 |
22 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kw. III |
132 |
23 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kw. IV |
261 |
24 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1996 kw I |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Kw. III |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
kw III |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
kw IV |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Strona 1 |
|
|
|
|
|
|
Zadanie 3: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sporządź wykres zmiany Y w czasie i na jego podstawie wybierz odpowiednią metodę prognozowania (z metod naiwnych). |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
W oparciu o podany szereg czasowy sporządź prognozę na III kwartał 1996 wykorzystując wybrany wcześniej wariant. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wyznacz również błąd ex post, aby móc ocenić, czy prognoza może zostać uznana za dopuszczalną. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rok |
Y |
Y II a |
Y II b |
błędy II a |
błędy II b |
|
|
|
|
|
|
|
|
|
|
|
1990 I kw. |
6,65929391968364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
II kw. |
6,8351845861473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
III kw. |
6,74523634948436 |
7,01107525261097 |
7,01572101940278 |
0,265838903126602 |
0,270484669918421 |
|
|
|
|
|
|
|
|
|
|
|
IV kw. |
6,53669159759131 |
6,65528811282142 |
6,65647179486787 |
0,118596515230119 |
0,119780197276566 |
|
|
|
1991 I kw. |
6,53669159759131 |
6,32814684569825 |
6,33459449427404 |
0,208544751893058 |
0,202097103317265 |
|
|
II kw. |
6,66568371778241 |
6,53669159759131 |
6,53669159759131 |
0,128992120191104 |
0,128992120191104 |
|
|
III kw. |
6,5510803350434 |
6,79467583797351 |
6,79722131022396 |
0,243595502930107 |
0,246140975180555 |
|
|
IV kw. |
6,29526600143965 |
6,4364769523044 |
6,43844733312223 |
0,141210950864754 |
0,143181331682582 |
|
|
1992 I kw. |
6,27476202124194 |
6,03945166783589 |
6,04944100851411 |
0,23531035340605 |
0,22532101272783 |
|
|
II kw. |
6,46146817635372 |
6,25425804104423 |
6,25432482348104 |
0,207210135309486 |
0,207143352872675 |
|
|
III kw. |
6,36302810354047 |
6,6481743314655 |
6,65372979129626 |
0,285146227925031 |
0,290701687755798 |
|
|
IV kw. |
6,08677472691231 |
6,26458803072721 |
6,26608775922095 |
0,177813303814906 |
0,179313032308647 |
|
|
1993 I kw. |
6,16331480403464 |
5,81052135028415 |
5,82251499966879 |
0,352793453750493 |
0,340799804365855 |
|
|
II kw. |
6,31716468674728 |
6,23985488115698 |
6,24081735860501 |
0,077309805590308 |
0,076347328142277 |
|
|
III kw. |
6,24804287450843 |
6,47101456945993 |
6,47485500065049 |
0,222971694951497 |
0,226812126142063 |
|
|
IV kw. |
6,01615715969835 |
6,17892106226957 |
6,17967738653277 |
0,16276390257122 |
0,163520226834415 |
|
|
1994 I kw. |
5,94017125272043 |
5,78427144488828 |
5,7928774973455 |
0,155899807832153 |
0,147293755374933 |
|
|
II kw. |
6,08449941307517 |
5,86418534574251 |
5,86514507101331 |
0,220314067332662 |
0,219354342061863 |
|
|
III kw. |
6,07534603108868 |
6,22882757342991 |
6,23233431035468 |
0,153481542341227 |
0,156988279266 |
|
|
IV kw. |
5,82894561761021 |
6,0661926491022 |
6,06620641924105 |
0,237247031491989 |
0,237260801630846 |
|
|
1995 I kw. |
5,8636311755981 |
5,58254520413173 |
5,59253857133282 |
0,281085971466366 |
0,271092604265275 |
|
|
II kw. |
6,06842558824411 |
5,89831673358599 |
5,89852313248072 |
0,170108854658125 |
0,169902455763392 |
|
|
III kw. |
6,0282785202307 |
6,27322000089012 |
6,28037269351267 |
0,244941480659427 |
0,252094173281972 |
|
|
IV kw. |
5,76832099579377 |
5,98813145221729 |
5,98839705439805 |
0,219810456423513 |
0,220076058604282 |
|
|
|
|
|
|
|
|
|
|
|
1996 I kw. |
5,76832099579377 |
5,50836347135685 |
5,51957362269352 |
0,259957524436926 |
0,248747373100257 |
|
|
|
|
|
|
|
|
|
|
|
II kw. |
5,89989735358249 |
5,76832099579377 |
5,76832099579377 |
0,131576357788719 |
0,131576357788719 |
|
|
|
|
|
|
|
|
|
|
|
III kw. |
5,82894561761021 |
6,03147371137121 |
6,03447498989603 |
0,20427169649941 |
0,203125882077233 |
błędy ex post |
|
|
|
|
|
|
|
|
|
|
IV kw. |
5,73657229747919 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3,38676261017758 |
3,36609037931787 |
|
prognoza jest dopuszczalna |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
II. Prognozowanie na podstawie średnich |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rok |
Y |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1996 |
5,44 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1997 |
5,8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1998 |
5,2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1999 |
6,1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2000 |
5,9 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2001 |
4,8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2002 |
5,2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2003 |
5,85 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2004 |
5,12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2005 |
5,38 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wyznacz prognozę dla Y na rok 2006 wykorzystując kolejno wszytskie omówione metody prognozowania na podstawie średnich. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
- Przy średnich ruchomych przyjmij rząd p = 4. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
- Przy średnich ważonych wyznacz prognozę z wykorzystaniem wag liniowych i harmonicznych. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
- Przy ruchomych średnich ważonych przyjmij p = 4 oraz wagi liniowe, harmoniczne i wybrane przez siebie |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(pamiętaj: muszą spełniać postulaty dotyczące wag) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Oszacuj błędy ex post dla każdego przypadku i na ich podstawie porównaj prognozy. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Strona 2 |
|
|
|
|
|
|