Professional Documents
Culture Documents
A50
600,000
500,000
400,000
300,000
200,000
100,000
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
A20
400,000
350,000
300,000
250,000
200,000
150,000
100,000
50,000
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Sep-06 Oct-06 Nov-06 Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07
197,178 298,502 167,622 341,102 434,552 392,232 405,370 474,914 323,220 289,110
180,390 230,110 184,334 272,322 366,414 370,852 405,880 374,580 424,100 263,510
178,222 140,999 119,952 143,500 236,537 200,300 240,570 350,909 284,584 208,650
49,305 76,490 90,403 69,720 98,073 93,029 74,798 56,407 82,457 87,514
A10
450,000
400,000
350,000
300,000
250,000
200,000
150,000
100,000
50,000
0
18 19 20 21 22 23 24 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
A05
120,000
100,000
80,000
60,000
40,000
20,000
0
18 19 20 21 22 23 24 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 rk(1) rk(2) rk(3) rk(4)
305,890 442,310 288,160 426,250 219,410 518,480 0.12 0.44 -0.03 0.15
283,005 285,320 216,080 307,454 176,665 286,330 0.49 0.51 0.05 -0.21
262,960 218,930 139,120 317,120 240,245 317,100 0.39 0.38 0.37 0.21
79,818 82,285 95,548 66,712 78,789 94,289 0.16 -0.07 0.03 -0.16
20 21 22 23 24
20 21 22 23 24
Analisi stagionalità
rk(5) rk(6) rk(7) rk(8) rk(9) rk(10) rk(11) rk(12) Max (rk)
-0.35 -0.18 -0.34 -0.06 -0.07 0.13 0.19 0.75 0.75
-0.55 -0.81 -0.63 -0.54 -0.15 0.02 0.59 0.76 0.76
-0.03 0.16 0.27 0.05 0.00 0.14 0.21 -0.35 0.39
-0.39 -0.35 0.16 0.13 -0.09 0.05 0.22 -0.13 0.22
Media M
1 2 3 4 5 6 7 8
Stagionalità Jan-06 Feb-06 Mar-06 Apr-06 May-06 Jun-06 Jul-06 Aug-06
SI 287,842 293,279
SI 293,730 292,492
NO
NO
Analisi trend
Media Mobile Centrata (k=L) per depurare da stagionalità, ove presente
9 10 11 12 13 14 15 16 17 18
Sep-06 Oct-06 Nov-06 Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07
298,542 304,261 309,132 311,076 316,255 330,415 343,124 352,238 359,719 369,267
294,381 295,881 296,497 295,385 295,809 301,692 304,889 309,598 312,501 312,766
Regr.lineare: y=a+b*t
Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 b a
7,458 274,455
1,948 287,808
5,555 134,926
91 78,496
Jan-06 Feb-06 Mar-06 Apr-06 May-06
A50 361,879 334,430 336,863 406,160 275,060
Modello di Brown
a 0.2
i 11 10 9 8 7
[a(1-a)^ì]*Dt-i 5,860 9,332 10,529 13,602 19,919
P0 314,453
Modello di Winters
a 0.2
g 0.4
b 0.3
Inizializzazione
T(0)=Tdic,07= 7,654
M(0)=Mdic,07= 422,580
Riassumendo:
Brown Holt-Winters
ME 40,552 1,601
MAD 132,410 33,605
MAPE 29.58% 7.89%
MSE 23,065,545,551 2,456,684,527
SDE 158,627 51,769
ME MAD
40,552 132,410
33,605
1,601
Brown Holt-Winters Brown Holt-Winters
MSE SDE
23,065,545,551
158,627
51,769
2,456,684,527
6 5 4 3 2 1
16,946 18,947 25,059 45,293 36,884 68,200
MAPE
29.58%
7.89%
Brown Holt-Winters
Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07
341,102 434,552 392,232 405,370 474,914 323,220 289,110
0
43,882
Dec-08
689,364
Dec-08
393,387
295,977
87,602,576,235
295,977
0.429
Dec-08
1.20
1.38
1.29
Dec-08
589,723
473,671
5,140
1.34
99,641
9,928,312,836
99,641
0.145
Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Media 2006 Media 2007
305,890 442,310 288,160 426,250 219,410 518,480 284,814 376,658
Jan-06 Feb-06 Mar-06 Apr-06 May-06
A10 356,972 410,010 321,371 423,094 360,790
Modello di Brown
a 0.2
i 11 10 9 8 7
[a(1-a)^ì]*Dt-i 4,678 7,869 9,955 13,619 15,711
P0 255,921
Modello di Winters
a 0.2
g 0.4
b 0.3
Inizializzazione
T(0)=Tdic,07= 1,668
M(0)=Mdic,07= 323,356
Riassumendo:
Brown Holt-Winters
ME 28,812 11,215
MAD 84,170 33,455
MAPE 25.38% 9.36%
MSE 8,552,278,963 1,389,491,464
SDE 96,591 38,933
ME MAD
84,170
28,812
11,215 33,455
MSE SDE
8,552,278,963
96,591
38,933
1,389,491,464
6 5 4 3 2 1
22,235 17,269 23,184 29,217 27,658 49,193
MAPE
25.38%
9.36%
Brown Holt-Winters
Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07
272,322 366,414 370,852 405,880 374,580 424,100 263,510
0
35,333
Dec-08
419,234
Dec-08
309,132
110,102
12,122,467,271
110,102
0.263
Dec-08
0.93
0.91
0.92
Dec-08
366,267
409,157
12,989
0.95
52,967
2,805,467,634
52,967
0.126
Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Media 2006 Media 2007
283,005 285,320 216,080 307,454 176,665 286,330 293,336 313,349
Jan-06 Feb-06 Mar-06 Apr-06 May-06
A20 152,727 222,109 169,631 173,349 147,443
Modello di Brown
a 0.2
i 11 10 9 8 7
[a(1-a)^ì]*Dt-i 2,465 5,080 5,377 8,072 14,718
P0 224,862
Modello di Winters
a 0.2
g 0.4
b 0.3
Inizializzazione
T(0)=Tdic,07= 7,842
M(0)=Mdic,07= 298,471
Riassumendo:
Brown Holt-Winters
ME 48,407 -2,032
MAD 48,407 40,056
MAPE 13.72% 11.38%
MSE 2,944,959,632 2,376,300,072
SDE 56,681 50,915
ME MAD
48,407 48,407
40,056
Brown Holt-Winters
-2,032
Brown Holt-Winters
MSE SDE
2,944,959,632
2,376,300,072 56,681
50,915
6 5 4 3 2 1
14,920 13,674 21,542 22,418 17,807 50,739
MAPE
13.72%
11.38%
Brown Holt-Winters
Dec-06 Jan-07 Feb-07 Mar-07 Apr-07 May-07 Jun-07
143,500 236,537 200,300 240,570 350,909 284,584 208,650
0
48,049
Dec-08
410,273
Dec-08
346,790
63,483
4,030,116,666
63,483
0.155
Dec-08
0.91
1.26
1.09
Dec-08
468,068
420,082
10,578
1.05
-57,795
3,340,293,384
57,795
0.141
Jul-07 Aug-07 Sep-07 Oct-07 Nov-07 Dec-07 Media 2006 Media 2007
262,960 218,930 139,120 317,120 240,245 317,100 157,314 251,419
Modello di Winters
a 0.2
g 0.4
b 0.3
Inizializzazione
T(0)=Tdic,07= 474
M(0)=Mdic,07= 85,318
Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08
S2006 1.05 1.25 1.31 1.03 0.95 1.24 0.66 0.79 0.64 1.00 1.18 0.91
S2007 1.19 1.13 0.91 0.68 1.00 1.06 0.97 1.00 1.16 0.81 0.96 1.14
S(0)=Si,07= 1.12 1.19 1.11 0.86 0.98 1.15 0.81 0.89 0.90 0.90 1.07 1.03
Jan-08 Feb-08 Mar-08 Apr-08 May-08 Jun-08 Jul-08 Aug-08 Sep-08 Oct-08 Nov-08 Dec-08
Pt 96,042 96,397 81,218 64,910 82,100 99,572 68,768 84,529 84,951 88,292 100,654 86,444
Mt 82,108 76,271 77,060 82,679 84,930 83,887 91,380 92,066 95,203 93,501 86,536 86,296
Tt -1,000 -2,935 -1,445 1,380 1,729 620 3,369 2,296 2,632 899 -2,247 -1,444
St 1.06 1.10 1.17 0.95 0.99 1.10 0.89 0.86 0.91 0.85 0.95 1.05
Dt-Pt -20,619 -28,745 20,616 30,323 4,253 -15,929 27,966 -11,966 3,783 -19,556 -41,920 10,290
(Dt-Pt)^2 425,150,981 826,257,586 425,016,063 919,505,883 18,092,000 253,722,965 782,077,164 143,181,900 14,307,556 382,429,273 1,757,327,701 105,879,932
Abs(Dt-Pt) 20,619 28,745 20,616 30,323 4,253 15,929 27,966 11,966 3,783 19,556 41,920 10,290
Abs(Dt-Pt)/Dt 0.273 0.425 0.202 0.318 0.049 0.190 0.289 0.165 0.043 0.285 0.714 0.106