FORECASTINGTIMESERIESANDREGRESSION-(精品课件).pptVIP

谢谢！ * An Introduction to Forecasting 1.1 Cross-sectional and series data 1.2 Forecasting methods 1.3 Forecasting errors 1.4 Choosing A Forecasting Technique 1.5 Overview of the Quantitative Forecasting Techniques Section 1 AN INTRODUCTION TO FORECASTING 1.1 Forecasting and Data Predictions of future events and conditions are called forecasts ,and the act of making such predictions is called forecasting. 问题：什么是预测？ Section 1 AN INTRODUCTION TO FORECASTING The Important of Forecast In marketing departments In finance In personnel management In production scheduling Process control Strategic management Section 1 AN INTRODUCTION TO FORECASTING How to use past data ? First the forecaster analyzes the data in order to identify a pattern that can be used to describe it. Then this pattern is extrapolated ,or extended,into the future in order to prepare a forecast. 首先，预测者对数据进行分析，得到可以用来描述的模型 然后，对模型进行延伸，对未来进行预测。 Section 1 AN INTRODUCTION TO FORECASTING Cross-sectional data time series Cross-sectional data are values observed at one point in time. 交叉数据是在一个时间点一些观察值 A time series is a chronological sequence of observations on a particular variable. 时间序列是对一个特定的变量的按时间顺序的观察值 Section 1 AN INTRODUCTION TO FORECASTING The components of a time serise Trend refers to the upward movement that characterize a time serises over a period of time. 2.Cycle refers to recurring up and down movements around trend levels. 3.Seasonal variations are periodic patterns in a time series that complete themselves within a calendar year and are then repeated on a yearly basis. 4. Irregular fluctuations are erratic movements in a time series that follow no recognizable or regular pattern. Section 1 AN INTRODUCTION TO FORECASTING Section 1 AN INTRODUCTION TO FORECASTING 1.2 Forecasting methods Qualitative forecasting methods : generally use the opinions of experts to predict future events subjectively. Quant