RAMOS OCAMPO AXEL OSVALDO.

P43

PROBLEMA DE SUAVIZAMIENTO EXPONENCIAL

1.- La siguiente serie de tiempo representa las ventas de un nuevo producto
durante los últimos 12 meses, representados en la sig. Tabla.
Use α = 0.3 para calcular los valores de suavizamiento exponencial de la serie de
tiempo.
Ft+1 = αYt + (1- α) Ft
F1 = Y1
F2 = Y1
F3 = α (Y2) + (1 – α) F2

Tiempo Valor de la serie Pronóstico

(meses) (ventas)
t Yi
1 Y1 = 105
2 Y2 = 135
3 Y3 = 120
4 Y4 = 105
5 Y5 = 90
6 Y6 = 120
7 Y7 = 145
8 Y8 = 140
9 Y9 = 100
10 Y10 = 80
11 Y11 = 100
12 Y12 = 110
Ft
F1= 105
F2= 105
F3= 0.3 (135) + (1-0.3) (105) = 114
F4= 0.3 (120) + (1-0.3) (114) = 115.8
F5= 0.3 (105) + (1-0.3) (115.8) = 112.56
F6= 0.3 (90) + (1-0.3) (112.56) = 105.792
F7= 0.3 (120) + (1-0.3) (105.792) = 110.0544
F8= 0.3 (145) + (1-0.3) (110.0544) = 120.5380
F9= 0.3 (140) + (1-0.3) (120.5380) = 126.3766
F10= 0.3 (100) + (1-0.3) (126.3766) = 118.4636
F11= 0.3 (80) + (1-0.3) (118.4636) = 106.9245
F12= 0.3 (100) + (1-0.3) (106.9245) = 104.8471
F13= 0.3 (110) + (1-0.3) (104.8471) = 106.3929
 160

140

120

100

80

60

40

20
Y ventas Ft
0105
1 2 3 1054 5 6 7 8 9 10 11 12
135 105
Y ventas Ft
120 114
105 115.8
90 112.56
120 105.792
145 110.0544
140 120.5380
100 126.3766
80 118.4636
100 106.9245
110 104.8471
106.3929

TALLER DE TENDENCIA
Los siguientes datos son de la producción de alimentos procesados en (miles de
 kilos) en diferente mes. Calcule el pronóstico de producción para el mes 15.
Hacer la gráfica de dispersión y ajuste la recta.

Mes Producción
t Y t-t Y-Y (t-t) (Y-Y) (t-t)2
1 5 1 – 7.5 = - 6.5 5-10.07 = -5.07 (-6.5) (-5.07) = 32.95 (-6.5)2 = 42.25
2 6 2 - 7.5 = -5.5 6–10.07 = -4.07 (-5.5) (-4.07) = 22.38 (-5.5)2 =30.25
3 10 3 - 7.5 = - 4.5 10–10.07 = -0.07 (-4.5) (-0.07) = 0.31 (-4.5)2 = 20.25
4 5 4 - 7.5 = - 3.5 5–10.07= -5.07 (-3.5) (-5.07) = 17.74 (-3.5)2 = 12.25
5 3 5 - 7.5 = - 2.5 3–10.07 = -7.07 (-2.5) (-7.07) =17.67 (-2.5)2 = 6.25
6 7 6 – 7.5 = - 1.5 7–10.07 = -3.07 (-1.5) (-3.07) =4.60 (-1.5)2 = 2.25
7 10 7 – 7.5 = - 0.5 10–10.07 = -0.07 (-0.5) (-0.07) =0.035 (-0.5)2 = 0.25
8 12 8 – 7.5 = 0.5 12–10.07 = -1.93 (0.5) (1.93) = 0.965 (0.5)2 = 0.25
9 11 9 – 7.5 = 1.5 11–10.07 = 0.93 (1.5) (0.93) = 1.395 (1.5)2 = 2.25
10 9 10 – 7.5 = 2.5 9–10.07 = -1.07 (2.5) (-1.07) = -2.675 (2.5)2 = 6.25
11 13 11 – 7.5 = 3.5 13–10.07 = 2.93 (3.5) (2.93) = 10.25 (3.5)2 = 12.25
12 15 12 – 7.5 = 4.5 15–10.07 = 4.93 (4.5) (4.93) = 22.18 (4.5)2 = 20.25
13 18 13 – 7.5 = 5.5 18–10.07 = 7.93 (5.5) (7.93) = 43.61 (5.5)2 = 30.25
14 17 14 – 7.5 = 6.5 17–10.07 = 6.93 (6.5) (6.93) = 45.04 (6.5)2 = 42.25
∑= 105 ∑= 141 ∑= 216.45 ∑= 227.5

∑ t 105 ∑ y 141
t= = = 7.5 Y= = = 10.07
n 14 n 14

∑(t – t)(Y – Y ) 216.45

b1 = = = 0.9514
∑(t – t) 2 227.5

b0 = Y - b1 t = 10.07 - (0.9514) (7.5) = 2.9345, recta ajustada al quinceavo mes

Tt = b0 + b1(t) = T15 = 2.9345 + 0.9514 (15) = 17.2055
 Chart Title
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0
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b0= 2.9345 t15= 17.2055