Indo Heizer 04

2008 Prentice Hall, Inc.
4 1
Operations
Management
Chapter 4
Peramalan
PowerPoint presentation to accompany
Heizer/Render
Principles of Operations Management, 7e
Operations Management, 9e
2008 Prentice Hall, Inc. 4 2
Learning Objectives
Ketika Anda menyelesaikan bab ini,
Anda harus dapat :
Memahami tiga cakrawala waktu dan
yang model berlaku untuk setiap
penggunaan
J elaskan kapan menggunakan masing-
masing dari empat model kualitatif
Terapkan naif, moving average,
exponential smoothing, dan metode
trend
Learning Objectives
Ketika Anda menyelesaikan bab ini,
Anda harus dapat :
Hitung tiga ukuran akurasi perkiraan
Mengembangkan indeks musiman
Melakukan analisis regresi dan korelasi
Gunakan sinyal pelacakan
What is Forecasting?
Proses memprediksi
peristiwa masa
depan
Yang mendasari
semua keputusan
bisnis?
Production
Inventory
Personnel
Facilities
??
Short-range forecast
Sampai dengan 1 tahun, umumnya kurang dari 3
bulan
Penjadwalan pembelian, pekerjaan, tingkat tenaga
kerja, tugas pekerjaan, tingkat produksi
Medium-range forecast
3 bulan sampai 3 tahun
Perencanaan produksi dan penjualan, penganggaran
Long-range forecast
3
+
tahun
Perencanaan produk baru, lokasi fasilitas, penelitian
dan pengembangan
Forecasting Time Horizons
Distinguishing Differences
Medium/long range peramalan berurusan
dengan isu-isu yang lebih komprehensif
dan keputusan manajemen dukungan
mengenai perencanaan dan produk,
tanaman dan proses
Short-term peramalan biasanya
mempekerjakan metodologi yang berbeda
dari peramalan jangka panjang
Short-term perkiraan cenderung lebih
akurat daripada perkiraan jangka panjang
Influence of Product Life
Cycle
Introduction and growth membutuhkan lebih
lama dari perkiraan jatuh tempo dan
penurunan
Sebagai produk melewati siklus hidup,
prakiraan berguna dalam memproyeksikan
tingkat staf
tingkat persediaan
kapasitas pabrik
Introduction Growth Maturity Decline
Product Life Cycle
Periode terbaik
untuk
meningkatkan
pangsa pasar

R&D engineering is
critical
Berguna untuk
mengubah harga
atau kualitas
gambar

Strengthen niche
Waktu yang buruk
untuk mengubah citra,
harga, atau kualitas

Biaya yang kompetitif
menjadi kritis

Pertahankan posisi
pasar
Pengendalian
biaya kritis
C
o
m
p
a
n
y

S
t
r
a
t
e
g
y
/
I
s
s
u
e
s

Figure 2.5
Internet search engines
Sales
Xbox 360
Drive-through
restaurants
CD-ROMs
3 1/2
Floppy
disks
LCD & plasma TVs
Analog TVs
iPods
Product Life Cycle
Desain dan
pengembangan
produk kritis
Produk dan desain
proses perubahan
Frequent
Produksi berjalan
singkat
Biaya produksi
yang tinggi
model terbatas

Perhatian terhadap
kualitas
O
M

S
t
r
a
t
e
g
y
/
I
s
s
u
e
s

peramalan kritis

Produk dan proses
reliabilitas

Perbaikan produk yang
kompetitif dan pilihan

meningkatkan
kapasitas

Bergeser ke arah fokus
produk

meningkatkan
distribusi
Standardisasi

Perubahan produk
kurang cepat -
perubahan yang lebih
kecil

kapasitas optimum

Meningkatkan
stabilitas proses

Produksi berjalan lama

Perbaikan produk dan
pemotongan biaya
Diferensiasi
produk kecil

minimisasi biaya

Kelebihan
kapasitas di
industri

Memangkas untuk
menghilangkan
barang tidak
memberikan
margin yang baik

mengurangi
kapasitas
Figure 2.5
Types of Forecasts
Economic forecasts
Siklus alamat bisnis - tingkat inflasi, jumlah
uang beredar, perumahan, dll.
Technological forecasts
Memprediksi tingkat kemajuan teknologi
Dampak pengembangan produk baru
Demand forecasts
Memprediksi penjualan produk dan jasa
yang ada
Pentingnya Strategi
Peramalan
Sumber Daya Manusia -
Mempekerjakan, pelatihan, pemutusan
hubungan kerja
Kapasitas Kekurangan kapasitas
dapat mengakibatkan pengiriman tidak
dipercaya, kehilangan pelanggan,
kehilangan pangsa pasar
Supply Chain Management - hubungan
pemasok yang baik dan keuntungan
harga
Tujuh Langkah dalam Forecasting
Menentukan penggunaan perkiraan
Pilih barang yang akan diperkirakan
Menentukan horison waktu
perkiraan
Pilih model peramalan
Mengumpulkan data
Membuat perkiraan
Memvalidasi dan menerapkan hasil
The Realities!
Prakiraan jarang sempurna
Kebanyakan teknik menganggap
stabilitas yang mendasari dalam
sistem
Prakiraan produk keluarga dan
agregat lebih akurat daripada
perkiraan produk individual
Forecasting Approaches
Digunakan ketika situasi tidak
jelas dan ada sedikit data
New products
New technology
Melibatkan intuisi, pengalaman
misalnya, peramalan penjualan di
Internet
Qualitative Methods
Forecasting Approaches
Digunakan bilamana situasi adalah
'stabil' dan data historis ada
produk yang ada
teknologi saat ini
Melibatkan teknik matematika
misalnya, peramalan penjualan
televisi berwarna
Quantitative Methods
Sekilas Metode Kualitatif
Opini J uri eksekutif
Pendapat kelompok ahli tingkat
tinggi, kadang-kadang menambah
dengan model statistik
Delphi method
Panel ahli, bertanya secara iteratif
Sekilas Metode Kualitatif
Gabungan Tenaga Penjualan
Estimates from individual
salespersons are reviewed for
reasonableness, then aggregated
Perkiraan dari penjualan individu
terakhir yang wajar, kemudian
dikumpulkan
Survei Konsumen Pasar
Bertanya pada pelanggan
Melibatkan sekelompok kecil ahli dan
manajer tingkat tinggi
Grup mengestimasi permintaan dengan
bekerja sama
Menggabungkan pengalaman manajerial
dengan model statistik
Relatif cepat
'Kelompok-berpikir
kelemahan
Opini J uri eksekutif
Gabungan Tenaga Penjualan
Setiap penjual memproyeksikan
penjualannya
Gabungan di tingkat nasional dan
kabupaten
Penjualan reps tahu keinginan
pelanggan
Cenderung terlalu optimis
Delphi Method
Proses
kelompok
berulang-ulang,
terus sampai
tercapai
konsensus
3 jenis peserta
Decision makers
Staff
Respondents
Staff
(penyelenggar
a survei)
Decision Makers
(Mengevaluasi
tanggapan dan
membuat
keputusan)
Respondents
(Orang yang bisa
membuat
penilaian
berharga)
Survei Konsumen Pasar
Tanyakan kepada pelanggan
tentang rencana pembelian
Opini Konsumen, dan apa yang
mereka benar-benar melakukan
sering berbeda
Kadang-kadang sulit untuk
menjawab
Sekilas Metode Kuantitatif
1. Pendekatan naif
2. Moving average
3. Pemulusan
Eksponensial
4. Proyeksi trend
5. Regresi linier
Time-Series
Models
Associative
Model
Set data numerik merata spasi
Diperoleh dengan mengamati
variabel respon pada periode waktu
yang teratur
Prakiraan hanya didasarkan pada
nilai-nilai masa lalu, tidak ada
variabel lain yang
Mengasumsikan bahwa faktor yang
mempengaruhi masa lalu dan
sekarang akan terus berpengaruh di
masa depan
Time Series Forecasting
Trend
Seasonal
Cyclical
Random
Time Series Components
Components of Demand
D
e
m
a
n
d

f
o
r

p
r
o
d
u
c
t

o
r

s
e
r
v
i
c
e

| | | |
1 2 3 4
Year
Average
demand over
four years
Seasonal peaks
Trend
component
Actual
demand
Random
variation
Figure 4.1
Persistent, keseluruhan pola ke
atas atau ke bawah
Perubahan karena populasi,
teknologi, usia, budaya, dll
Durasi Biasanya beberapa
tahun
Trend Component
Pola yang teratur fluktuasi dari
atas dan ke bawah
Karena cuaca, kebiasaan, dll
Terjadi dalam satu tahun
Seasonal Component
Number of
Period Length Seasons
Week Day 7
Month Week 4-4.5
Month Day 28-31
Year Quarter 4
Year Month 12
Year Week 52
Mengulangi gerakan naik dan turun
Dipengaruhi oleh siklus bisnis,
politik, dan faktor ekonomi
Durasi Beberapa tahun
Sering berupa
Hubungan kausal
atau Asosiatif
Cyclical Component
0 5 10 15 20
Tidak menentu, tidak sistematis,
'sisa' fluktuasi
Karena variasi acak atau kejadian
tak terduga
Durasi pendek dan
Tidak berulang
Random Component
M T W T F
Naive Approach
Menganggap permintaan di
periode berikutnya adalah sama
dengan permintaan pada periode
terakhir
misalnya, J ika penjualan J anuari
adalah 68, maka penjualan Februari
akan 68
Seringkali biaya efektif dan efisien
Dapat titik awal yang baik
MA adalah serangkaian aritmatika
Digunakan jika sedikit atau tidak
ada trend
Sering digunakan untuk
menghaluskan
Menyediakan kesan keseluruhan
data dari waktu ke waktu
Moving Average Method
Moving average =
permintaan di periode n sebelumnya
n
J anuary 10
February 12
March 13
April 16
May 19
J une 23
J uly 26

Actual 3-Month
Month Shed Sales Moving Average

(12 + 13 + 16)/3 = 13
2
/
3

(13 + 16 + 19)/3 = 16
(16 + 19 + 23)/3 = 19
1
/
3
Moving Average Example
10
12
13
(10 + 12 + 13)/3 = 11
2
/
3
Graph of Moving Average
| | | | | | | | | | | |
J F M A M J J A S O N D
S
h
e
d

S
a
l
e
s

30
28
26
24
22
20
18
16
14
12
10
Actual
Sales
Moving
Average
Forecast
Digunakan ketika trend
Data yang lebih lama biasanya
kurang penting
Bobot berdasarkan pengalaman
dan intuisi
Weighted Moving Average
Weighted
moving average
=
(weight for period n)
x (demand in period n)
weights
J anuary 10
February 12
March 13
April 16
May 19
J une 23
J uly 26

Actual 3-Month Weighted
Month Shed Sales Moving Average

[(3 x 16) + (2 x 13) + (12)]/6 = 14
1
/
3

[(3 x 19) + (2 x 16) + (13)]/6 = 17
[(3 x 23) + (2 x 19) + (16)]/6 = 20
1
/
2
10
12
13
[(3 x 13) + (2 x 12) + (10)]/6 = 12
1
/
6

Weights Applied Period
3 Last month
2 Two months ago
1 Three months ago
6 Sum of weights
Meningkatkan n menghaluskan
perkiraan tetapi membuat kurang
sensitif terhadap perubahan
Tidak memperkirakan tren dengan
baik
Memerlukan data historis yang
luas
Potensi Masalah Dengan
Moving Average
Moving Average And
30
25
20
15
10
5
S
a
l
e
s

d
e
m
a
n
d

| | | | | | | | | | | |
Actual
sales
Moving
average
Weighted
moving
average
Figure 4.2
Bentuk bergerak rata-rata tertimbang
Penurunan secara eksponensial tertimbang
Data terbaru paling tertimbang
Membutuhkan konstanta () pemulusan
Berkisar dari 0 ke 1
Dipilih secara subyektif
Melibatkan sedikit pencatatan data masa
lalu
Exponential Smoothing
New forecast = Perkiraan masa lalu
+ (Permintaan aktual periode lalu
Perkiraan masa lalu)
F
t
= F
t 1
+ (A
t 1
- F
t 1
)
where F
t
= new forecast
F
t 1
= previous forecast
= smoothing (or weighting)
constant (0 1)
Example
Prediksi permintaan = 142 Ford Mustangs
Permintaan aktual = 153
Smoothing constant = .20
Example
New forecast = 142 + .2(153 142)

Example
New forecast = 142 + .2(153 142)
= 142 + 2.2
= 144.2 144 cars
Effect of
Smoothing Constants
Weight Assigned to
Most 2nd Most 3rd Most 4th Most 5th Most
Recent Recent Recent Recent Recent
Smoothing Period Period Period Period Period
Constant () (1 - ) (1 - )
2
(1 - )
3
(1 - )
4

= .1 .1 .09 .081 .073 .066

= .5 .5 .25 .125 .063 .031
Impact of Different
225
200
175
150
| | | | | | | | |
1 2 3 4 5 6 7 8 9
Quarter
D
e
m
a
n
d

= .1
Actual
demand
= .5
Impact of Different
225
200
175
150
| | | | | | | | |
1 2 3 4 5 6 7 8 9
Quarter
D
e
m
a
n
d

= .1
Actual
demand
= .5
Memilih nilai-nilai yang
tinggi ketika mendasari
rata-rata kemungkinan
perubahan
Pilih nilai-nilai rendah
ketika mendasari rata-
rata stabil
Choosing
Tujuannya adalah untuk
mendapatkan perkiraan yang paling
akurat apapun tekniknya
Kami biasanya melakukan hal ini dengan
memilih model yang memberi kita
kesalahan perkiraan (forecast error)
terendah
Forecast error = Actual demand - Forecast value
= A
t
- F
t

Common Measures of Error
Mean Absolute Deviation (MAD)
MAD =
|Actual - Forecast|
n
Mean Squared Error (MSE)
MSE =
(Forecast Errors)
2

n
Common Measures of Error
Mean Absolute Percent Error (MAPE)
MAPE =
100|Actual
i
- Forecast
i
|/Actual
i

n
n
i = 1
Comparison of Forecast
Error
Rounded Absolute Rounded Absolute
Actual Forecast Deviation Forecast Deviation
Tonnage with for with for
Quarter Unloaded = .10 = .10 = .50 = .50
1 180 175 5.00 175 5.00
2 168 175.5 7.50 177.50 9.50
3 159 174.75 15.75 172.75 13.75
4 175 173.18 1.82 165.88 9.12
5 190 173.36 16.64 170.44 19.56
6 205 175.02 29.98 180.22 24.78
7 180 178.02 1.98 192.61 12.61
8 182 178.22 3.78 186.30 4.30
82.45 98.62

Error
1 180 175 5.00 175 5.00
2 168 175.5 7.50 177.50 9.50
3 159 174.75 15.75 172.75 13.75
4 175 173.18 1.82 165.88 9.12
5 190 173.36 16.64 170.44 19.56
6 205 175.02 29.98 180.22 24.78
7 180 178.02 1.98 192.61 12.61
8 182 178.22 3.78 186.30 4.30
82.45 98.62

MAD =
|deviations|
n
= 82.45/8 = 10.31
For = .10
= 98.62/8 = 12.33
For = .50
Error
1 180 175 5.00 175 5.00
2 168 175.5 7.50 177.50 9.50
3 159 174.75 15.75 172.75 13.75
4 175 173.18 1.82 165.88 9.12
5 190 173.36 16.64 170.44 19.56
6 205 175.02 29.98 180.22 24.78
7 180 178.02 1.98 192.61 12.61
8 182 178.22 3.78 186.30 4.30
82.45 98.62
MAD 10.31 12.33

= 1,526.54/8 = 190.82
For = .10
= 1,561.91/8 = 195.24
For = .50
MSE =
(forecast errors)
2

n
Error
1 180 175 5.00 175 5.00
2 168 175.5 7.50 177.50 9.50
3 159 174.75 15.75 172.75 13.75
4 175 173.18 1.82 165.88 9.12
5 190 173.36 16.64 170.44 19.56
6 205 175.02 29.98 180.22 24.78
7 180 178.02 1.98 192.61 12.61
8 182 178.22 3.78 186.30 4.30
82.45 98.62
MAD 10.31 12.33
MSE 190.82 195.24

= 44.75/8 = 5.59%
For = .10
= 54.05/8 = 6.76%
For = .50
MAPE =
100|deviation
i
|/actual
i

n
n
i = 1
Error
1 180 175 5.00 175 5.00
2 168 175.5 7.50 177.50 9.50
3 159 174.75 15.75 172.75 13.75
4 175 173.18 1.82 165.88 9.12
5 190 173.36 16.64 170.44 19.56
6 205 175.02 29.98 180.22 24.78
7 180 178.02 1.98 192.61 12.61
8 182 178.22 3.78 186.30 4.30
82.45 98.62
MAD 10.31 12.33
MSE 190.82 195.24
MAPE 5.59% 6.76%
Exponential Smoothing with
Trend Adjustment
When a trend is present, exponential
smoothing must be modified
Forecast
including (FIT
t
) =
trend
Exponentially Exponentially
smoothed (F
t
) + (T
t
) smoothed
forecast trend
Trend Adjustment
F
t
= (A
t - 1
) + (1 - )(F
t - 1
+ T
t - 1
)
T
t
= b(F
t
- F
t - 1
) + (1 - b)T
t - 1

Step 1: Compute F
t

Step 2: Compute T
t

Step 3: Calculate the forecast FIT
t
= F
t
+ T
t

Trend Adjustment Example
Forecast
Actual Smoothed Smoothed Including
Month(t) Demand (A
t
) Forecast, F
t
Trend, T
t
Trend, FIT
t

1 12 11 2 13.00
2 17
3 20
4 19
5 24
6 21
7 31
8 28
9 36
10
Table 4.1
Forecast
Month(t) Demand (A
t
) Forecast, F
t
Trend, T
t
Trend, FIT
t

1 12 11 2 13.00
2 17
3 20
4 19
5 24
6 21
7 31
8 28
9 36
10
Table 4.1
F
2
= A
1
+ (1 - )(F
1
+ T
1
)
F
2
= (.2)(12) + (1 - .2)(11 + 2)
= 2.4 + 10.4 = 12.8 units
Step 1: Forecast for Month 2
Forecast
Month(t) Demand (A
t
) Forecast, F
t
Trend, T
t
Trend, FIT
t

1 12 11 2 13.00
2 17 12.80
3 20
4 19
5 24
6 21
7 31
8 28
9 36
10
Table 4.1
T
2
= b(F
2
- F
1
) + (1 - b)T
1

T
2
= (.4)(12.8 - 11) + (1 - .4)(2)
= .72 + 1.2 = 1.92 units
Step 2: Trend for Month 2
Forecast
Month(t) Demand (A
t
) Forecast, F
t
Trend, T
t
Trend, FIT
t

1 12 11 2 13.00
2 17 12.80 1.92
3 20
4 19
5 24
6 21
7 31
8 28
9 36
10
Table 4.1
FIT
2
= F
2
+ T
1

FIT
2
= 12.8 + 1.92
= 14.72 units
Step 3: Calculate FIT for Month 2
Forecast
Month(t) Demand (A
t
) Forecast, F
t
Trend, T
t
Trend, FIT
t

1 12 11 2 13.00
2 17 12.80 1.92 14.72
3 20
4 19
5 24
6 21
7 31
8 28
9 36
10
Table 4.1

15.18 2.10 17.28
17.82 2.32 20.14
19.91 2.23 22.14
22.51 2.38 24.89
24.11 2.07 26.18
27.14 2.45 29.59
29.28 2.32 31.60
32.48 2.68 35.16
Figure 4.3
| | | | | | | | |
1 2 3 4 5 6 7 8 9
Time (month)
P
r
o
d
u
c
t

d
e
m
a
n
d

35
30
25
20
15
10
5
0
Actual demand (A
t
)
Forecast including trend (FIT
t
)
with = .2 and b = .4
Trend Projections
Fitting a trend line to historical data points
to project into the medium to long-range
Linear trends can be found using the least
squares technique
y = a + bx
^
where y = computed value of the variable to
be predicted (dependent variable)
a = y-axis intercept
b = slope of the regression line
x = the independent variable
^
Least Squares Method
Time period
V
a
l
u
e
s

o
f

D
e
p
e
n
d
e
n
t

V
a
r
i
a
b
l
e

Figure 4.4
Deviation
1

(error)
Deviation
5

Deviation
7

Deviation
2

Deviation
6

Deviation
4

Deviation
3

Actual observation
(y value)
Trend line, y = a + bx
^
Time period
V
a
l
u
e
s

o
f

D
e
p
e
n
d
e
n
t

V
a
r
i
a
b
l
e

Figure 4.4
Deviation
1

Deviation
5

Deviation
7

Deviation
2

Deviation
6

Deviation
4

Deviation
3

Actual observation
(y value)
Trend line, y = a + bx
^
Least squares method
minimizes the sum of the
squared errors (deviations)
Equations to calculate the regression variables
b =
Sxy - nxy
Sx
2
- nx
2

y = a + bx
^
a = y - bx
Least Squares Example
b = = = 10.54
xy - nxy
x
2
- nx
2

3,063 - (7)(4)(98.86)
140 - (7)(4
2
)
a = y - bx = 98.86 - 10.54(4) = 56.70
Time Electrical Power
Year Period (x) Demand x
2
xy
2001 1 74 1 74
2002 2 79 4 158
2003 3 80 9 240
2004 4 90 16 360
2005 5 105 25 525
2005 6 142 36 852
2007 7 122 49 854
x = 28 y = 692 x
2
= 140 xy = 3,063
x = 4 y = 98.86
b = = = 10.54
Sxy - nxy
Sx
2
- nx
2

3,063 - (7)(4)(98.86)
140 - (7)(4
2
)
a = y - bx = 98.86 - 10.54(4) = 56.70
Time Electrical Power
Year Period (x) Demand x
2
xy
1999 1 74 1 74
2000 2 79 4 158
2001 3 80 9 240
2002 4 90 16 360
2003 5 105 25 525
2004 6 142 36 852
2005 7 122 49 854
Sx = 28 Sy = 692 Sx
2
= 140 Sxy = 3,063
x = 4 y = 98.86
The trend line is
y = 56.70 + 10.54x
^
| | | | | | | | |
2001 2002 2003 2004 2005 2006 2007 2008 2009
160
150
140
130
120
110
100
90
80
70
60
50
Year
P
o
w
e
r

d
e
m
a
n
d

Trend line,
y = 56.70 + 10.54x
^
Seasonal Variations In Data
The multiplicative
seasonal model
can adjust trend
data for seasonal
variations in
demand
Seasonal Variations In Data
1. Find average historical demand for each
season
2. Compute the average demand over all
seasons
3. Compute a seasonal index for each season
4. Estimate next years total demand
5. Divide this estimate of total demand by the
number of seasons, then multiply it by the
seasonal index for that season
Steps in the process:
Seasonal Index Example
J an 80 85 105 90 94
Feb 70 85 85 80 94
Mar 80 93 82 85 94
Apr 90 95 115 100 94
May 113 125 131 123 94
J un 110 115 120 115 94
J ul 100 102 113 105 94
Aug 88 102 110 100 94
Sept 85 90 95 90 94
Oct 77 78 85 80 94
Nov 75 72 83 80 94
Dec 82 78 80 80 94
Demand Average Average Seasonal
Month 2005 2006 2007 2005-2007 Monthly Index
J an 80 85 105 90 94
Feb 70 85 85 80 94
Mar 80 93 82 85 94
Apr 90 95 115 100 94
May 113 125 131 123 94
J un 110 115 120 115 94
J ul 100 102 113 105 94
Aug 88 102 110 100 94
Sept 85 90 95 90 94
Oct 77 78 85 80 94
Nov 75 72 83 80 94
Dec 82 78 80 80 94
0.957
Seasonal index =
average 2005-2007 monthly demand
average monthly demand
= 90/94 = .957
J an 80 85 105 90 94 0.957
Feb 70 85 85 80 94 0.851
Mar 80 93 82 85 94 0.904
Apr 90 95 115 100 94 1.064
May 113 125 131 123 94 1.309
J un 110 115 120 115 94 1.223
J ul 100 102 113 105 94 1.117
Aug 88 102 110 100 94 1.064
Sept 85 90 95 90 94 0.957
Oct 77 78 85 80 94 0.851
Nov 75 72 83 80 94 0.851
Dec 82 78 80 80 94 0.851
J an 80 85 105 90 94 0.957
Feb 70 85 85 80 94 0.851
Mar 80 93 82 85 94 0.904
Apr 90 95 115 100 94 1.064
May 113 125 131 123 94 1.309
J un 110 115 120 115 94 1.223
J ul 100 102 113 105 94 1.117
Aug 88 102 110 100 94 1.064
Sept 85 90 95 90 94 0.957
Oct 77 78 85 80 94 0.851
Nov 75 72 83 80 94 0.851
Dec 82 78 80 80 94 0.851
Expected annual demand = 1,200
J an x .957 = 96
1,200
12
Feb x .851 = 85
1,200
12
Forecast for 2008
140
130
120
110
100
90
80
70
| | | | | | | | | | | |
Time
D
e
m
a
n
d

2008 Forecast
2007 Demand
2006 Demand
2005 Demand
San Diego Hospital
10,200
10,000
9,800
9,600
9,400
9,200
9,000
| | | | | | | | | | | |
J an Feb Mar Apr May J une J uly Aug Sept Oct Nov Dec
67 68 69 70 71 72 73 74 75 76 77 78
Month
I
n
p
a
t
i
e
n
t

D
a
y
s

9530
9551
9573
9594
9616
9637
9659
9680
9702
9724
9745
9766
Figure 4.6
Trend Data
San Diego Hospital
1.06
1.04
1.02
1.00
0.98
0.96
0.94
0.92
| | | | | | | | | | | |
67 68 69 70 71 72 73 74 75 76 77 78
Month
I
n
d
e
x

f
o
r

I
n
p
a
t
i
e
n
t

D
a
y
s

1.04
1.02
1.01
0.99
1.03
1.04
1.00
0.98
0.97
0.99
0.97
0.96
Figure 4.7
Seasonal Indices
San Diego Hospital
10,200
10,000
9,800
9,600
9,400
9,200
9,000
| | | | | | | | | | | |
67 68 69 70 71 72 73 74 75 76 77 78
Month
I
n
p
a
t
i
e
n
t

D
a
y
s

Figure 4.8
9911
9265
9764
9520
9691
9411
9949
9724
9542
9355
10068
9572
Combined Trend and Seasonal Forecast
Associative Forecasting
Used when changes in one or more
independent variables can be used to predict
the changes in the dependent variable
Most common technique is linear
regression analysis
We apply this technique just as we did
in the time series example
Forecasting an outcome based on
predictor variables using the least squares
technique
y = a + bx
^
where y = computed value of the variable to
be predicted (dependent variable)
a = y-axis intercept
b = slope of the regression line
x = the independent variable though to
predict the value of the dependent
variable
^
Example
Sales Local Payroll
($ millions), y ($ billions), x
2.0 1
3.0 3
2.5 4
2.0 2
2.0 1
3.5 7
4.0
3.0
2.0
1.0

| | | | | | |
0 1 2 3 4 5 6 7
S
a
l
e
s

Area payroll
Example
Sales, y Payroll, x x
2
xy
2.0 1 1 2.0
3.0 3 9 9.0
2.5 4 16 10.0
2.0 2 4 4.0
2.0 1 1 2.0
3.5 7 49 24.5
y = 15.0 x = 18 x
2
= 80 xy = 51.5
x = x/6 = 18/6 = 3
y = y/6 = 15/6 = 2.5
b = = = .25
xy - nxy
x
2
- nx
2

51.5 - (6)(3)(2.5)
80 - (6)(3
2
)
a = y - bx = 2.5 - (.25)(3) = 1.75
Example
4.0
3.0
2.0
1.0

| | | | | | |
0 1 2 3 4 5 6 7
S
a
l
e
s

Area payroll
y = 1.75 + .25x
^
Sales = 1.75 + .25(payroll)
If payroll next year
is estimated to be
$6 billion, then:
Sales = 1.75 + .25(6)
Sales = $3,250,000
3.25
Standard Error of the
Estimate
A forecast is just a point estimate of a
future value
This point is
actually the
mean of a
probability
distribution
Figure 4.9
4.0
3.0
2.0
1.0

| | | | | | |
0 1 2 3 4 5 6 7
S
a
l
e
s

Area payroll
3.25
Estimate
where y = y-value of each data point
y
c
= computed value of the dependent
variable, from the regression
equation
n = number of data points
S
y,x
=
(y - y
c
)
2

n - 2
Estimate
Computationally, this equation is
considerably easier to use
We use the standard error to set up
prediction intervals around the
point estimate
S
y,x
=
y
2
- ay - bxy
n - 2
Estimate
4.0
3.0
2.0
1.0

| | | | | | |
0 1 2 3 4 5 6 7
S
a
l
e
s

Area payroll
3.25
S
y,x
= =
y
2
- ay - bxy
n - 2
39.5 - 1.75(15) - .25(51.5)
6 - 2
S
y,x
= .306
The standard error
of the estimate is
$306,000 in sales
How strong is the linear
relationship between the
variables?
Correlation does not necessarily
imply causality!
Coefficient of correlation, r,
measures degree of association
Values range from -1 to +1
Correlation
Correlation Coefficient
r =
nSxy - SxSy
[nSx
2
- (Sx)
2
][nSy
2
- (Sy)
2
]
Correlation Coefficient
r =
nSxy - SxSy
[nSx
2
- (Sx)
2
][nSy
2
- (Sy)
2
]
y
x
(a) Perfect positive
correlation:
r = +1
y
x
(b) Positive
correlation:
0 < r <1
y
x
(c) No correlation:
r =0
y
x
(d) Perfect negative
correlation:
r = -1
Coefficient of Determination, r
2
,
measures the percent of change in
y predicted by the change in x
Values range from 0 to 1
Easy to interpret
Correlation
For the Nodel Construction example:
r = .901
r
2
= .81
Multiple Regression
Analysis
If more than one independent variable is to be
used in the model, linear regression can be
extended to multiple regression to
accommodate several independent variables
y = a + b
1
x
1
+ b
2
x
2

^
Computationally, this is quite
complex and generally done on the
computer
Multiple Regression
Analysis
y = 1.80 + .30x
1
- 5.0x
2

^
In the Nodel example, including interest rates in
the model gives the new equation:
An improved correlation coefficient of r = .96
means this model does a better job of predicting
the change in construction sales
Sales = 1.80 + .30(6) - 5.0(.12) = 3.00
Sales = $3,000,000
Measures how well the forecast is
predicting actual values
Ratio of running sum of forecast errors
(RSFE) to mean absolute deviation (MAD)
Good tracking signal has low values
If forecasts are continually high or low, the
forecast has a bias error
Monitoring and Controlling
Forecasts
Tracking Signal
Monitoring and Controlling
Forecasts
Tracking
signal
RSFE
MAD
=
Tracking
signal
=
(Actual demand in
period i -
Forecast demand
in period i)
(|Actual - Forecast|/n)
Tracking Signal
Tracking signal
+
0 MADs

Upper control limit
Lower control limit
Time
Signal exceeding limit
Acceptable
range
Tracking Signal Example
Cumulative
Absolute Absolute
Actual Forecast Forecast Forecast
Qtr Demand Demand Error RSFE Error Error MAD
1 90 100 -10 -10 10 10 10.0
2 95 100 -5 -15 5 15 7.5
3 115 100 +15 0 15 30 10.0
4 100 110 -10 -10 10 40 10.0
5 125 110 +15 +5 15 55 11.0
6 140 110 +30 +35 30 85 14.2
Cumulative
Absolute Absolute
Actual Forecast Forecast Forecast
Qtr Demand Demand Error RSFE Error Error MAD
1 90 100 -10 -10 10 10 10.0
2 95 100 -5 -15 5 15 7.5
3 115 100 +15 0 15 30 10.0
4 100 110 -10 -10 10 40 10.0
5 125 110 +15 +5 15 55 11.0
6 140 110 +30 +35 30 85 14.2
Tracking Signal Example
Tracking
Signal
(RSFE/MAD)
-10/10 = -1
-15/7.5 = -2
0/10 = 0
-10/10 = -1
+5/11 = +0.5
+35/14.2 = +2.5
The variation of the tracking signal
between -2.0 and +2.5 is within acceptable
limits
Adaptive Forecasting
Its possible to use the computer to
continually monitor forecast error and
adjust the values of the and b
coefficients used in exponential
smoothing to continually minimize
forecast error
This technique is called adaptive
smoothing
Focus Forecasting
Developed at American Hardware Supply,
focus forecasting is based on two principles:
1. Sophisticated forecasting models are not
always better than simple ones
2. There is no single technique that should
be used for all products or services
This approach uses historical data to test
multiple forecasting models for individual items
The forecasting model with the lowest error is
then used to forecast the next demand
Forecasting in the Service
Sector
Presents unusual challenges
Special need for short term records
Needs differ greatly as function of
industry and product
Holidays and other calendar events
Unusual events
Fast Food Restaurant
Forecast
20%
15%
10%
5%
11-12 1-2 3-4 5-6 7-8 9-10
12-1 2-3 4-5 6-7 8-9 10-11
(Lunchtime) (Dinnertime)
Hour of day
P
e
r
c
e
n
t
a
g
e

o
f

s
a
l
e
s

Figure 4.12
FedEx Call Center Forecast
Figure 4.12
12%
10%
8%
6%
4%
2%
0%

Hour of day
A.M. P.M.
2 4 6 8 10 12 2 4 6 8 10 12

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