DemandForecasting（需求预测）.ppt

As an example, the tracking signal for week 3 in the table above is found by dividing the running sum of errors as it stands in week 3 (3) by the estimate of MAD in week 3 (2.33). This value comes out to be 1.29. Because a tracking signal is a ratio of the cumulative error produced by individual forecasts to the average deviation of those forecasts from their actual values, it typically “tracks” forecasts to see if they stay within a similar pattern to the corresponding demand. Companies often use the relationship between MAD and the standard deviation to establish limits for the tracking signal. Because 1 standard deviation is approximately equivalent to 1.25 MAD, a common boundary of 3 standard deviations is used (or 3.75 MAD). With the error being measured in MAD units, one can statistically determine the probability that the forecasts errors are attributable to random variation. Typically, a tracking signal that stays between 3 standard deviations is considered enough room for error. If the tracking signal is outside three standard deviations, the probability of random variation is low. For the purposes of this tutorial, limits for the tracking signal will be set at -4 and 4. 2 3 6 41 Note that every observation is included in equation, but their weights get smaller. Time Series Analysis Forecast Errors (预测误差) Mean Absolute Deviation (平均绝对误差) is the sum of each error’s magnitude divided by the number of error--so we get the average magnitude of the forecast error (平均的误差) If the errors are normally distributed, the standard deviation is 1.25 MAD. (误差正态分布时，标准差为1.25 MAD。) Time Series Analysis Forecast Errors (预测误差) Time Series Analysis Tracking Signal (追踪信号) TS measures the number of MADs that the forecast is above or below the actual value of the variable (度量预测高于或者低于真实变量的MAD值个数) Good tracking signal has low values (越低越好) Measures how well the forecast is predicting actual values (度量预测如何预测真实值) Divide the running sum of forecast error