Excel指数平滑法

Excel指数平滑法 Excel应用 案例 全员育人导师制案例信息技术应用案例心得信息技术教学案例综合实践活动案例我余额宝案例 指数平滑法 移动平均法的预测值实质上是以前观测值的加权和，且对不同时期的数据给予相同的加权。这往往不符合实际情况。指数平滑法则对移动平均法进行了改进和发展，其应用较为广泛。 1. 指数平滑法的基本理论 根据平滑次数不同，指数平滑法分为:一次指数平滑法、二次指数平滑法和三次指数平滑法等。但它们的基本思想都是:预测值是以前观测值的加权和，且对不同的数据给予不同的权，新数据给较大的权，旧数据给较小的权。 ?一次指数平滑法 设时间序列为，则一次指数平滑公式为: 式中为第 t周期的一次指数平滑值;为加权系数，0,,1。 为了弄清指数平滑的实质，将上述公式依次展开，可得: 由于0,,1，当??时，?0，于是上述公式变为: 由此可见实际上是的加权平均。加权系数分别为， ，…，是按几何级数衰减的，愈近的数据，权数愈大，愈远的数据，权数愈小，且权数之和等于1，即。因为加权系数符合指数规律，且又具 有平滑数据的功能，所以称为指数平滑。 用上述平滑值进行预测，就是一次指数平滑法。其预测模型为: 即以第t周期的一次指数平滑值作为第t+1期的预测值。 ?二次指数平滑法 Secondly, attention and corrective action. We want to make full use of education practice of the mass line of the party, "three-three" special education, problem rectification and municipal inspection of good experiences, good practices, and find out the problem and establish the corrective action account, clear problem rectification of schedules, practice the questions one by one pin number system. Modification of personality questions to learn, that is, acknowledge the change, on common issues to linkage, rectification, change one specific issue, doing one specific thing. To do a good job "two" combines study and education reform with problem rectification, deepening the expanding "three-three comments on" solid "bright sun on" action, persistently lax rectification of false problems, problem-solving Act in cooperation, continued to promote and further improve the overall image of water systems, improve the water conservancy work and career development center. Four to the "urge" as intended, other work and promote development and successful. "Learning" how "to do" is eligible, "change" is in place will eventually be reflected in the ability to promote water conservation work, promoting the development of water conservancy. This study and education, and must stick around water management center, both hands, two promoted. We to to this learning education for opportunity, guide full system members cadres accurate grasp China economic social development of big situation, firm set "innovation, and coordination, and green, and open, and shared" five big development concept, accurate grasp water career development of new situation, continues to promote 当时间序列没有明显的趋势变动时，使用第t周期一次指数平滑就能直接预测第t+1期之值。但当时间序列的变动出现直线趋势时，用一次指数平滑法来预测仍存在着明显的滞后偏差。因此，也需要进行修正。修正的方法也是在一次指数平滑的基础上再作二次指数平滑，利用滞后偏差的规律找出曲线的发展方向和发展趋势，然后建立直线趋势预测模型。故称为二次指数平滑法。 设一次指数平滑为，则二次指数平滑的计算公式为: 若时间序列从某时期开始具有直线趋势，且认为未来时期亦按此直 线趋势变化，则与趋势移动平均类似，可用如下的直线趋势模型来预测。 式中t为当前时期数;T为由当前时期数t到预测期的时期数;为第t+T期的预 测值;为截距，为斜率，其计算公式为: ?三次指数平滑法 若时间序列的变动呈现出二次曲线趋势，则需要用三次指数平滑法。三次指数平滑是在二次指数平滑的基础上再进行一次平滑，其计算公式为: 三次指数平滑法的预测模型为: 其中: ?加权系数的选择 在指数平滑法中，预测成功的关键是的选择。的大小规定了在新预测值中新数 据和原预测值所占的比例。值愈大，新数据所占的比重就愈大，原预测值所占比重就 愈小，反之亦然。 Secondly, attention and corrective action. We want to make full use of education practice of the mass line of the party, "three-three" special education, problem rectification and municipal inspection of good experiences, good practices, and find out the problem and establish the corrective action account, clear problem rectification of schedules, practice the questions one by one pin number system. Modification of personality questions to learn, that is, acknowledge the change, on common issues to linkage, rectification, change one specific issue, doing one specific thing. To do a good job "two" combines study and education reform with problem rectification, deepening the expanding "three-three comments on" solid "bright sun on" action, persistently lax rectification of false problems, problem-solving Act in cooperation, continued to promote and further improve the overall image of water systems, improve the water conservancy work and career development center. Four to the "urge" as intended, other work and promote development and successful. "Learning" how "to do" is eligible, "change" is in place will eventually be reflected in the ability to promote water conservation work, promoting the development of water conservancy. This study and education, and must stick around water management center, both hands, two promoted. We to to this learning education for opportunity, guide full system members cadres accurate grasp China economic social development of big situation, firm set "innovation, and coordination, and green, and open, and shared" five big development concept, accurate grasp water career development of new situation, continues to promote 若把一次指数平滑法的预测公式改写为: 则从上式可以看出，新预测值是根据预测误差对原预测值进行修正得到的。的大 小 表 关于同志近三年现实表现材料材料类招标技术评分表图表与交易pdf视力表打印pdf用图表说话 pdf 明了修正的幅度。值愈大，修正的幅度愈大，值愈小，修正的幅度愈小。因此， 值既代表了预测模型对时间序列数据变化的反应速度，又体现了预测模型修匀误差的能力。 在实际应用中，值是根据时间序列的变化特性来选取的。若时间序列的波动不大， 比较平稳，则应取小一些，如0.1,0.3;若时间序列具有迅速且明显的变动倾向，则 应取大一些，如0.6,0.9。实质上，是一个经验数据，通过多个值进行试算比较 而定，哪个值引起的预测误差小，就采用哪个。 2. 应用举例 已知某厂1978,1998年的钢产量如下表所示，试预测1999年该厂的钢产量。 年份 钢产量 年份 钢产量 1978 676 1989 2031 1979 825 1990 2234 1980 774 1991 2566 1981 716 1992 2820 1982 940 1993 3006 1983 1159 1994 3093 1984 1384 1995 3277 1985 1524 1996 3514 1986 1668 1997 3770 1987 1688 1998 4107 1988 1958 下面利用指数平滑工具进行预测，具体步骤如下: 选择工具菜单中的数据分析命令，此时弹出数据分析对话框。 在分析工具列表框中，选择指数平滑工具。 这时将出现指数平滑对话框，如图8,4所示。 Secondly, attention and corrective action. We want to make full use of education practice of the mass line of the party, "three-three" special education, problem rectification and municipal inspection of good experiences, good practices, and find out the problem and establish the corrective action account, clear problem rectification of schedules, practice the questions one by one pin number system. Modification of personality questions to learn, that is, acknowledge the change, on common issues to linkage, rectification, change one specific issue, doing one specific thing. To do a good job "two" combines study and education reform with problem rectification, deepening the expanding "three-three comments on" solid "bright sun on" action, persistently lax rectification of false problems, problem-solving Act in cooperation, continued to promote and further improve the overall image of water systems, improve the water conservancy work and career development center. Four to the "urge" as intended, other work and promote development and successful. "Learning" how "to do" is eligible, "change" is in place will eventually be reflected in the ability to promote water conservation work, promoting the development of water conservancy. This study and education, and must stick around water management center, both hands, two promoted. We to to this learning education for opportunity, guide full system members cadres accurate grasp China economic social development of big situation, firm set "innovation, and coordination, and green, and open, and shared" five big development concept, accurate grasp water career development of new situation, continues to promote 图8,4 在输入框中指定输入参数。在输入区域指定数据所在的单元格区域B1:B22;因指定的输入区域包含标志行，所以选中标志复选框;在阻尼系数指定加权系数0.3。 在输出选项框中指定输出选项。本例选择输出区域，并指定输出到当前工作表以C2为左上角的单元格区域;选中图表输出复选框。单击确定按钮。 这时，Excel给出一次指数平滑值，如图8,5所示。 图8,5 从图8,5可以看出，钢产量具有明显的线性增长趋势。因此需使用二次指数平滑法，即在一次指数平滑 的基础上再进行指数平滑。所得结果如图8,6所示。 图8,6 Secondly, attention and corrective action. We want to make full use of education practice of the mass line of the party, "three-three" special education, problem rectification and municipal inspection of good experiences, good practices, and find out the problem and establish the corrective action account, clear problem rectification of schedules, practice the questions one by one pin number system. Modification of personality questions to learn, that is, acknowledge the change, on common issues to linkage, rectification, change one specific issue, doing one specific thing. To do a good job "two" combines study and education reform with problem rectification, deepening the expanding "three-three comments on" solid "bright sun on" action, persistently lax rectification of false problems, problem-solving Act in cooperation, continued to promote and further improve the overall image of water systems, improve the water conservancy work and career development center. Four to the "urge" as intended, other work and promote development and successful. "Learning" how "to do" is eligible, "change" is in place will eventually be reflected in the ability to promote water conservation work, promoting the development of water conservancy. This study and education, and must stick around water management center, both hands, two promoted. We to to this learning education for opportunity, guide full system members cadres accurate grasp China economic social development of big situation, firm set "innovation, and coordination, and green, and open, and shared" five big development concept, accurate grasp water career development of new situation, continues to promote 利用前面的截距和斜率计算公式可得: 于是，可得钢产量的直线趋势预测模型为: 预测1999年的钢产量为: Secondly, attention and corrective action. We want to make full use of education practice of the mass line of the party, "three-three" special education, problem rectification and municipal inspection of good experiences, good practices, and find out the problem and establish the corrective action account, clear problem rectification of schedules, practice the questions one by one pin number system. Modification of personality questions to learn, that is, acknowledge the change, on common issues to linkage, rectification, change one specific issue, doing one specific thing. To do a good job "two" combines study and education reform with problem rectification, deepening the expanding "three-three comments on" solid "bright sun on" action, persistently lax rectification of false problems, problem-solving Act in cooperation, continued to promote and further improve the overall image of water systems, improve the water conservancy work and career development center. Four to the "urge" as intended, other work and promote development and successful. "Learning" how "to do" is eligible, "change" is in place will eventually be reflected in the ability to promote water conservation work, promoting the development of water conservancy. This study and education, and must stick around water management center, both hands, two promoted. We to to this learning education for opportunity, guide full system members cadres accurate grasp China economic social development of big situation, firm set "innovation, and coordination, and green, and open, and shared" five big development concept, accurate grasp water career development of new situation, continues to promote