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Docente:
XIOMARA RIVERA RESTREPO
2014
Produccin I
Suavizacin Exponencial Simple
Series
Estacionarias
Basados en
Promedios
Series con
Tendencia
Suavizacin
Exponencial
Simple
Regresin Lineal
Suavizacin
Exponencial Doble
Brown y Holt
Series
Estacionales
Suavizacin
Exponencial Triple
- Winters
Ft = Dt 1 + (1 )Ft 1
Ft = Dt 1 + (1 )Ft 1
Entonces:
Ft = Ft 1 (Ft 1 Dt 1 )
Ft = Ft 1 (Et 1 )
Ft 1 < D t 1 E t 1 < 0
El suavizamiento
exponencial aplica
un conjunto de
ponderaciones
decrecientes a
todos los datos
pasados
200
150
Demanda
SES (alfa = 0,1)
SES (alfa = 0,5)
100
50
0
0
10
12
14
16
18
20
Ft = Dt 1 + (1 )Ft 1
Notacin
Dt
SE (0.1)
PM (3)
50
35
42
45
45
40
55
35
56
30
46
42
10
57
Dt
60
55
50
45
Dt
10
12
Dt
SE (0.1)
PM (3)
47
Dt
50
35
42
45
45
40
55
35
56
30
46
42
10
57
60
55
50
45
Dt
10
12
10
Dt
SE (0.1)
47
47
Igual a Dt
PM (3)
Dt
50
35
42
45
45
40
55
35
56
30
46
42
10
57
60
55
50
45
Dt
10
12
11
Ft = Dt 1 + (1 )Ft 1
Dt
SE (0.1)
47
47
50
47,30
35
47,57
42
PM (3)
60
55
50
46,31
Dt
45
45
45,88
42,33
45
45,79
40,67
40
55
45,71
44,00
35
56
46,64
48,33
30
46
47,58
52,00
42
47,42
52,33
10
57
46,88
48,00
SE (0.1)
PM (3)
10
12
12
Dt
1
2
3
4
5
6
7
8
9
10
50
35
42
45
45
55
56
46
42
57
MSE
MAD
47.3
47.8
45.3
44.6
44.7
44.8
46.8
48.6
48.1
46.9
51.9
5.781
-2.7
12.8
3.3
-0.4
-0.3
-10.2
-9.2
2.6
6.1
-10.1
2.7
12.8
3.3
0.4
0.3
10.2
9.2
2.6
6.1
10.1
47.3
47.6
46.6
44.9
44.7
44.7
45.8
47.7
48.4
47.5
53.0
5.832
-2.7
12.6
4.6
-0.1
-0.3
-10.3
-10.2
1.7
6.4
-9.5
2.7
12.6
4.6
0.1
0.3
10.3
10.2
1.7
6.4
9.5
PM (3)
et
abs (et)
42.3
40.7
44.0
48.3
52.0
52.3
48.0
-2.7
-4.3
-11.0
-7.7
6.0
10.3
-9.0
2.7
4.3
11.0
7.7
6.0
10.3
9.0
61.3
7.286
13
Dt
1
2
3
4
5
6
7
8
9
10
11
12
13
50
35
42
45
45
55
56
46
42
57
47.3
47.8
45.3
44.6
44.7
44.8
46.8
48.6
48.1
46.9
48.9
48.9
48.9
-2.7
12.8
3.3
-0.4
-0.3
-10.2
-9.2
2.6
6.1
-10.1
2.7
12.8
3.3
0.4
0.3
10.2
9.2
2.6
6.1
10.1
47.3
47.6
46.6
44.9
44.7
44.7
45.8
47.7
48.4
47.5
48.5
48.5
48.5
-2.7
12.6
4.6
-0.1
-0.3
-10.3
-10.2
1.7
6.4
-9.5
2.7
12.6
4.6
0.1
0.3
10.3
10.2
1.7
6.4
9.5
PM (3)
et
abs (et)
42.3
40.7
44.0
48.3
52.0
52.3
48.0
48.3
48.3
48.3
-2.7
-4.3
-11.0
-7.7
6.0
10.3
-9.0
2.7
4.3
11.0
7.7
6.0
10.3
9.0
La demanda es ESTACIONARIA
14
Similitudes
Diferencias
2
( N + 1)
15
Ejercicio 1