[高等教育]统计学CH09.pptVIP

Chapter 9 Forecasting Time Series and Time Series Methods （时间序列法） Components of a Time Series（时间序列的组成） Smoothing Methods（平滑法） Trend Projection（趋势法） Trend and Seasonal Components（趋势和季节成分） Qualitative Approaches to Forecasting（定性预测法） Time Series and Time Series Methods By reviewing historical data over time, we can better understand the pattern of past behavior of a variable and better predict the future behavior. A time series is a set of observations on a variable measured over successive points in time or over successive periods of time. The objective of time series methods is to discover a pattern in the historical data and then extrapolate the pattern into the future. The forecast is based solely on past values of the variable and/or past forecast errors. The Components of a Time Series Trend Component（趋势成分） It represents a gradual shifting of a time series to relatively higher or lower values over time. Trend is usually the result of changes in the population, demographics, technology, and/or consumer preferences. Cyclical Component （循环成分） It represents any recurring sequence of points above and below the trend line lasting more than one year. We assume that this component represents multiyear cyclical movements in the economy. The Components of a Time Series Seasonal Component（季节成分） It represents any repeating pattern, less than one year in duration, in the time series. The pattern duration can be as short as an hour, or even less. Irregular Component （不规则成分） It is the “catch-all” factor that accounts for the deviation of the actual time series value from what we would expect based on the other components. It is caused by the short-term, unanticipated, and nonrecurring factors that affect the time series. Using Smoothing Methods in Forecasting Moving Averages （移动平均） We use the average of the most recent n data values in the time series as the forecast for the next period. The average changes, or moves, as new observations become available. The moving av