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Day

1
2
3
4
5
6
7
8
9
10
11
12
13
14

Sales
143
130
156
117
91
182
130
78
195
156
169
91
182
143

MA (2)

136.5
143
136.5
104
136.5
156
104
136.5
175.5
162.5
130
136.5

MA (4)

136.5
123.5
136.5
130
120.25
146.25
139.75
149.5
152.75
149.5

Day
1
2
3
4
5
6
7
8
9
10
11
12
13
14

Sales
143
130
156
117
91
182
130
78
195
156
169
91
182
143

ES(0.1)

ES(0.9)

143
143
141.7
131.3
143.13
153.53
140.517
120.653
135.5653
93.9653
140.20877 173.19653
139.18789 134.31965
133.0691 83.631965
139.26219 183.8632
140.93597 158.78632
143.74238 167.97863
138.46814 98.697863
142.82133 173.66979

250

200

150

100

50

10

12

14

16

Period

Month

# of Patrons

January
February
March
April
May
June
July
August
September
October
November
December

133
183
285
640
1876
2550
2150
2660

0
1
2
3
4
5
6
7
8
9
10
11
12

Level
-595
-126
284
646
1002
1484
2001
2389
2792

1. Run Regression with period 1-8


SUMMARY OUTPUT
Regression Statistics
Multiple R
0.9386219762
R Square
0.8810112142
Adjusted R
0.8611797499
Standard Er
411.5595797675
Observatio
8
ANOVA
df
Regression
Residual
Total

Intercept
X Variable

1
6
7

SS
7524750.14880952
1016287.72619048
8541037.875

MS
7524750.14880952
169381.287698413

Coefficients
-595.1071428571
423.2738095238

Standard Error
320.6846409789
63.5050218671

t Stat
-1.8557394612
6.6652021695

Trend
423
428
426
420
413
420
430
426
423

Forecast
-172
302
710
1066
1415
1905
2431
2815
3215
3638
0
0

0.15
0.1

Alpha
Beta

Cha
3000
2500
2000
1500
1000

4518

500
0

F
44.4249199605

P-value
0.1128884833
0.0005517839

Significance F
0.0005517839

Lower 95%
Upper 95%
Lower 95.0%
Upper 95.0%
-1379.7941913485 189.5799 -1379.794 189.5799
267.8826189099 578.665 267.8826 578.665

Chart Title

per 95.0%

Month

# of Patrons

Level

January
February
March
April
May
June
July
August

133
183
285
640
1876
2550
2150
2660

640.0
1235.8
1888.5
2146.6
2505.5

Period
1
2
3
4
5
6
7
8

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.9386219762
R Square
0.8810112142
Adjusted R Square
0.8611797499
Standard Error
411.5595797675
Observations
8
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

1
2
3
7
8

1
6
7

SS
7524750.14880952
1016287.72619048
8541037.875

Coefficients
-595.1071428571
423.2738095238

Standard Error
320.6846409789
63.5050218671

Trend

Forecast

Here i used a different way to sart


estimation. I start from period 4.

0
0
169.0
211.7
255.8
256.0
266.3

0.0
809.0
1447.5
2144.3
2402.6
2771.8

3000
2500
2000
1500
1000
500

The p-value for the intercept


forecast is not singificant. in this
context, we can interpret that we
do not have enough data to
estimate the intercept. We have to
find another way to estimate L_0

MS
7524750.14880952
169381.287698413

t Stat
-1.8557394612
6.6652021695

F
Significance F
44.4249199605 0.000552

P-value
Lower 95%Upper 95%
Lower 95,0%
Upper 95,0%
0.1128884833 -1379.794 189.5799 -1379.794 189.5799
0.0005517839 267.8826 578.665 267.8826 578.665

sart
4.

alpha

0.4

beta

0.1

Chart Title
3000
2500
2000
1500
1000
500

per 95,0%

Season
Tues
Wed
Thurs
Fri
Sat
Sun
Mon

Week 1
67
75
82
98
90
36
55

Week 2
60
73
85
99
86
40
52

Week 3
64
76
87
96
88
44
50

Deseasonalized Data
Season
Tues
Wed
Thurs
Fri
Sat
Sun
Mon

Week 1
75
72
69
72
73
64
75

Week 2
67
70
72
73
70
72
71

Week 3
72
73
74
70
72
79
68

Period
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

Original
67
75
82
98
90
36
55
60
73
85
99
86
40
52
64
76
87
96

Deseasonalized
75.32
72
69
72
73
64
75
67
70
72
73
70
72
71
72
73
74
70

ES(0,1) (F_t-1,t)
75.32
75.0
74.4
74.2
74.1
73.1
73.3
72.7
72.4
72.4
72.4
72.2
72.1
72.0
72.0
72.1
72.2

19
20
21
22
23
24
25
26
27
28

88
44
50

72
79
68
72
72
72
72
72
72
72

72.0
7.9
13.9
13.9
13.9
13.9
13.9
13.9
13.9

Here we will have problems if we want to forecas


seasonalized demand for week 4 with ES method
because we do not have sales data. One way is t
estimate the de-seasonalized data with MA meth
Or you just take the forecast for period 22 as the
forecast for all week. The difference is small

Season Average
63.67
74.67
84.67
97.67
88.00
40.00
52.33
71.57

SA Index
0.89
1.04
1.18
1.36
1.23
0.56
0.73
120
100
80
60
40
20
0

Final Forecast

D
90.00
80.00
70.00
60.00
50.00
40.00
30.00
20.00
10.00
0.00

12.4
14.5
16.5
19.0
17.1
7.8
10.2

we want to forecast deek 4 with ES method


s data. One way is to
data with MA method.
for period 22 as the
fference is small

Original

10 11 12 13 14 15 16 17 18 19 20 21
Original

Deseasonalized

10

11

12

13

14

15

16

17

18

19

20

Year

Quarter
1
1
1
2
2
2
2
3
3
3
3
4
4
4
4
5

Period
2
3
4
1
2
3
4
1
2
3
4
1
2
3
4
1

0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

Demand D_t
8000
13000
23000
34000
10000
18000
23000
38000
12000
13000
32000
41000

S_t

1.164557
1.648485
0.470588
0.827586
1.022222
1.717514
0.530387
0.53886
1.023765
1.713578
0.529264
0.539878
1.049868
1.703593

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.9580652366
R Square
0.9178889975
Adjusted R Sq 0.9042038305
Standard Error414.5033124497
Observations
8

De-seasonalized
18,963
19,487
19,750
20,625
21,250
21,750
22,500
22,125
22,625
24,125
31,257
23,927

You update S_t in


these periods using
the ES equation (3)
on slide page 76

ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

SS
MS
F
1 11523810 11523809.524 67.07182
6 1030878 171812.99603
7 12554688

Significance F
0.0001786086

Coefficients Standard Error


t Stat
P-value
Lower 95%
18438.98809524 440.8087 41.829908905 1.25E-008 17360.368043845
523.8095238095 63.95925 8.1897384103 0.000179 367.3068777738

L_t
18,439
18,963
19,487
19,984
20,515
21,058
21,600
22,165
22,644
23,114
23,678
24,907
25,407

T_t

L_t-1+T_t-1Final
524
524
18,963
524
19,487
519
20,010
521
20,503
525
21,036
529
21,583
536
22,128
525
22,702
514
23,168
524
23,628
665
24,201
632
25,572
13781.4515
26,039
14398.9566 26670.74
28664.1125 27302.59
47588.9437 27934.45

pdate S_t in
e periods using
S equation (3)
de page 76

Forecst

13781.5
14399.0
28664.1
47588.9

p
alpha
beta
gamma

4
0.1
0.2
0.1

The estimate of L_t and T_t


stops at period 12 when
there is no further demand
data. You then use equation
(4) in slide 76 to forecast
demand in period 13-16
based on L_12 and T_12

45000
40000
35000
30000
25000
20000
15000
10000
5000
0

Upper 95% Lower 95,0%Upper 95,0%


19517.608 17360.368 19517.61
680.31217 367.306878 680.3122

t and T_t
when
demand
e equation
orecast
13-16
d T_12

Chart Title
45000
40000
35000
30000
25000
20000
15000
10000
5000
0

10

12

14

Manager Plant 1

1
2
3
4
5
6

Ft

Dt

92
87
95
90
88
93

88
88
97
83
91
93

Manager Plant 1

e_t_1
4
-1
-2
7
-3
0

Manager Plant 2

1
2
3
4
5
6

Ft

Dt

96
89
92
93
90
85

91
89
90
90
86
89

MAPE_1

MFE_1

MAD_1

0.0454545455
4
0.0113636364
1
0.0206185567
2
0.0843373494
7
0.032967033
3
0
0
3.25% 0.833333 2.83333333
Manager Plant 2

e_t_2
5
0
2
3
4
-4

MAPE_2

MFE_2

0.0549450549
0
0.0222222222
0.0333333333
0.0465116279
0.0449438202
3.37% 1.666667

MAD_2
5
0
2
3
4
4
3

The forecast froom manager 1 is more accurate (with MAPE 3.25% v.s. 3.37%) and less biased (with T

TS_1

0.29

TS_1

0.56

37%) and less biased (with TS 0.29 v.s. 0.56).

Cupcake Sales Data


Day
Sales
L_t
T_t
F_t-1,t
0
109
21
1
143
131.3
21.065
130
2
150 152.1285 21.05318 152.365
3
196 175.4635 21.16727 173.1817
4
177 194.6677 21.06911 196.6308
5
171 211.2631 20.84543 215.7368
6
282 237.0977 21.09489 232.1086
7
250 257.3733 21.05392 258.1926
8
218 272.3845 20.75179 278.4273
9
355 299.3227 21.06111 293.1363
10
336 321.9454 21.13919 320.3838
11
369 345.6761 21.26876 343.0846
12
311 361.3504 20.98904 366.9449
13
422 386.3055 21.18734 382.3394
14
403 407.0436 21.16488 407.4928
428.2084
Linear Regression
Forecasted Expected Sales = a + b* Day

alpha
beta

0.1
0.05

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.928261
R Square 0.861669
Adjusted R 0.850141
Standard Er37.43362
Observatio
14
ANOVA
df
Regression
Residual
Total

SS
MS
F
Significance F
1
104743
104743 74.74832 1.68E-006
12 16815.31 1401.276
13 121558.4

Coefficients
Standard Error t Stat
P-value Lower 95%Upper 95%
Intercept
109.286 21.13198 5.17158 0.000233 63.24309 155.3283
Day
21.4571 2.481825 8.645711 1.68E-006 16.04971 26.86458

21.065
21.065

Sales
450
400
350
300

Sales

250
200
150
100
50
0
1

Lower 95.0%
Upper 95.0%
63.24309 155.3283
16.04971 26.86458

10

11

12

13

14

Sales

14