Let's Put the Seasonality and Trend in Decomposition

INFORMS Transactions on Education

Robert L. Nydick¹  Howard J. Weiss¹ 

关键词: forecasting;    trend;    seasonality;    decomposition;    MAD;    MSE;    MAPE;    excel;   

DOI  :  10.1287/ited.1110.0079

学科分类：社会科学、人文和艺术（综合）

来源: INFORMS

【 摘 要 】

When discussing forecasting, most textbooks in management science or operations management explain that the values in a time series are a function of seasonality, trend, and random variation. Many textbooks have pictures depicting different patterns of data. We present a workbook that allows the user to manipulate a dynamic picture of these patterns and, in so doing, allows the user to examine the relationship between error measures and forecasting techniques for these different patterns. We also show a result regarding the relationship between the annual trend and the quarterly trend that surprises most of our students.

【 授权许可】

Unknown