USIL (24.09) - Ejemplos Clase de Pronósticos
USIL (24.09) - Ejemplos Clase de Pronósticos
USIL (24.09) - Ejemplos Clase de Pronósticos
Prom Movil 3
Tiempo Demanda periodos Error Erros Abs MSE t MAD t Sesgo t TS t % Error
1 10
2 14
3 19
4 26 14.33 11.67 11.67 136.11 11.67 11.67 1.0 45%
5 31 19.67 11.33 11.33 132.28 11.50 23.00 2.0 37%
6 35 25.33 9.67 9.67 119.33 10.89 32.67 3.0 28%
7 39 30.67 8.33 8.33 106.86 10.25 41.00 4.0 21%
8 44 35.00 9.00 9.00 101.69 10.00 50.00 5.0 20%
9 51 39.33 11.67 11.67 107.43 10.28 61.67 6.0 23%
10 55 44.67 10.33 10.33 107.33 10.29 72.00 7.0 19%
11 61 50.00 11.00 11.00 109.04 10.38 83.00 8.0 18%
12 54 55.67 -1.67 1.67 97.23 9.41 81.33 8.6 3%
mad 10.52
PRONOSTICO MAD
PMS 44.67 10.52
PMP 47.70 8.03
Exp 45.23 12.20
Prom Movil 4
Tiempo Demanda periodos Error Erros Abs MSE t MAD t Sesgo t TS t % Error
1 10
2 14
3 19
4 26
5 31 17.25 13.75 13.75 189.06 13.75 13.75 1.0 44%
6 35 22.50 12.50 12.50 172.66 13.13 26.25 2.0 36%
7 39 27.75 11.25 11.25 157.29 12.50 37.50 3.0 29%
8 44 32.75 11.25 11.25 149.61 12.19 48.75 4.0 26%
9 51 37.25 13.75 13.75 157.50 12.50 62.50 5.0 27%
10 55 42.25 12.75 12.75 158.34 12.54 75.25 6.0 23%
11 61 47.25 13.75 13.75 162.73 12.71 89.00 7.0 23%
12 54 52.75 1.25 1.25 142.59 11.28 90.25 8.0 2%
MAPE t
45%
41%
36%
33%
30%
29%
28%
26%
24%
MAPE t
44%
40%
36%
34%
32%
31%
30%
26%
PRONOSTICO
Coeficientes Tiempo Demanda PMP Error Error Abs MSE MAD t Sesgo t TS t
0.1 1 10
0.3 2 14
0.6 3 19
Suma 1.0 4 26 16.6 9.4 9.4 88.36 9.40 9.40 1.0
5 31 22.7 8.3 8.3 78.63 8.85 17.70 2.0
6 35 28.3 6.7 6.7 67.38 8.13 24.40 3.0
7 39 32.9 6.1 6.1 59.84 7.63 30.50 4.0
8 44 37.0 7.0 7.0 57.67 7.50 37.50 5.0
9 51 41.6 9.4 9.4 62.79 7.82 46.90 6.0
10 55 47.7 7.3 7.3 61.43 7.74 54.20 7.0
11 61 52.7 8.3 8.3 62.36 7.81 62.50 8.0
12 54 58.2 -4.2 4.2 57.39 7.41 58.30 7.9
mad 8.03
% Error MAPE t
36% 36%
27% 31%
19% 27%
16% 24%
16% 23%
18% 22%
13% 21%
14% 20%
8% 19%
Alfa 0.5
MAD 12.20
F t + 1 = α * At + (1- α) * F t
% Error MAPE t
266% 266%
66% 166%
2% 111%
28% 90%
28% 78%
24% 69%
21% 62%
21% 57%
23% 53%
18% 49%
18% 47%
3% 43%
x y
Tiempo Demanda pronostico Error Error Abs MSE MAD t
1 10 11.06 -1.06 1.06 1.13 1.06
2 14 15.70 -1.70 1.70 2.02 1.38
3 19 20.34 -1.34 1.34 1.95 1.37
4 26 24.98 1.02 1.02 1.72 1.28
5 31 29.62 1.38 1.38 1.75 1.30
6 35 34.26 0.74 0.74 1.55 1.21
7 39 38.90 0.10 0.10 1.33 1.05
8 44 43.54 0.46 0.46 1.19 0.97
9 51 48.18 2.82 2.82 1.94 1.18
10 55 52.82 2.18 2.18 2.22 1.28
11 61 57.46 3.54 3.54 3.16 1.48
12 54 62.10 -8.10 8.10 8.36 2.04
1.30
Resumen
Estadísticas de la regresión
Coeficiente de correlación múltiple 0.9840866422
Coeficiente de determinación R^2 0.96842651935
R^2 ajustado 0.96526917128
Error típico 3.16811401104
Observaciones 12
ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadrados F Valor crítico de F
Regresión 1 3078.5472028 3078.5472028 306.72149518 7.825394E-09
Residuos 10 100.36946387 10.0369463869
Total 11 3178.9166667
70
Percentil Demanda
4.16666666666667 10 50
12.5 14
20.8333333333333 19 40
29.1666666666667 26
37.5 31
45.8333333333333 35 30
54.1666666666667 39
62.5 44 20
70.8333333333333 51
79.1666666666667 54
87.5 55 10
95.8333333333333 61
0
0 2 4 6 8 10
Sesgo t TS t % Error MAPE t
-1.06 -1.0 11% 11%
-2.77 -2.0 12% 11%
-4.11 -3.0 7% 10%
-3.10 -2.4 4% 8%
-1.72 -1.3 4% 8%
-0.98 -0.8 2% 7%
-0.89 -0.8 0% 6%
-0.43 -0.4 1% 5%
2.39 2.0 6% 5%
4.57 3.6 4% 5%
8.10 5.5 6% 5%
0.00 0.0 15% 6%
70
60
50
40
Column C
30 Linear (Column C)
20
10
0
0 2 4 6 8 10 12 14
Inferior 95.0%
Superior 95.0%
2.07972953 10.7687553
4.04955708 5.2301632
Demanda
Linear (Demanda)
6 8 10 12 14
Alfa 0.50
Beta 0.10
x y y x
Tiempo Demanda Nivel Tendencia Pronóstico Error Error Abs MSE MAD t Sesgo t
0 6.42 4.64
1 10 10.53 4.59 11.06 -1.06 1.06 1.13 1.06 -1.06
2 14 14.56 4.53 15.12 -1.12 1.12 1.19 1.09 -2.18
3 19 19.05 4.53 19.09 -0.09 0.09 0.80 0.76 -2.27
4 26 24.79 4.65 23.57 2.43 2.43 2.07 1.18 0.16
5 31 30.22 4.73 29.43 1.57 1.57 2.15 1.25 1.72
6 35 34.97 4.73 34.94 0.06 0.06 1.79 1.05 1.78
7 39 39.35 4.69 39.70 -0.70 0.70 1.61 1.00 1.08
8 44 44.02 4.69 44.04 -0.04 0.04 1.41 0.88 1.04
9 51 49.86 4.81 48.71 2.29 2.29 1.83 1.04 3.32
10 55 54.83 4.82 54.66 0.34 0.34 1.66 0.97 3.66
11 61 60.33 4.89 59.65 1.35 1.35 1.67 1.00 5.01
12 54 59.61 4.33 65.22 -11.22 11.22 12.02 1.8547 -6.21
1.10
TS t % Error MAPE t
Resumen
Estadísticas de la regresión
Coeficiente de correlación 0.00495347
Coeficiente de determinac2.45368E-05
R^2 ajustado -0.02938651
Error típico 430.756955
Observaciones 36
ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 154.8005791511 154.800579 0.00083427 0.977126163449795
Residuos 34 6308752.83831 185551.554
Total 35 6308907.638889
Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95% Inferior 95.0%
Intercepción 1918.00159 146.6302089263 13.0805351 7.97461E-15 1620.01315031096 2215.9900243 1620.013150311
Variable X 1 0.1996139 6.910934653005 0.02888378 0.97712616 -13.8450951032088 14.244322902 -13.8450951032
Error Error Abs MSE MAD t Sesgo t TS t % Error MAPE t
48.98 48.98 2,398.91 48.98 48.98 1.0 2% 2%
-331.72 331.72 56,218.75 190.35 -282.74 -1.5 28% 15%
-632.74 632.74 170,932.63 337.81 -915.48 -2.7 58% 29%
-306.56 306.56 151,694.24 330.00 -1222.04 -3.7 15% 26%
-29.90 29.90 121,534.19 269.98 -1251.94 -4.6 1% 21%
-203.36 203.36 108,171.00 258.88 -1455.30 -5.6 15% 20%
-251.46 251.46 101,751.09 257.82 -1706.76 -6.6 17% 20%
229.48 229.48 95,614.94 254.27 -1477.28 -5.8 9% 18%
137.22 137.22 87,083.27 241.27 -1340.06 -5.6 6% 17%
-3.00 3.00 78,375.84 217.44 -1343.05 -6.2 0% 15%
206.82 206.82 75,139.45 216.48 -1136.23 -5.2 11% 15%
218.52 218.52 72,857.21 216.65 -917.71 -4.2 9% 14%
95.34 95.34 67,952.07 207.32 -822.36 -4.0 4% 14%
60.36 60.36 63,358.62 196.82 -762.00 -3.9 4% 13%
188.10 188.10 61,493.58 196.24 -573.90 -2.9 10% 13%
420.57 420.57 68,704.94 210.26 -153.33 -0.7 15% 13%
498.47 498.47 79,279.23 227.21 345.13 1.5 19% 13%
393.72 393.72 83,486.98 236.46 738.86 3.1 20% 14%
493.39 493.39 91,904.98 249.99 1232.24 4.9 22% 14%
56.61 56.61 87,469.95 240.32 1288.85 5.4 2% 13%
-40.41 40.41 83,382.48 230.80 1248.44 5.4 2% 13%
51.09 51.09 79,711.00 222.63 1299.52 5.8 3% 12%
-57.33 57.33 76,388.22 215.44 1242.19 5.8 3% 12%
135.65 135.65 73,972.07 212.12 1377.84 6.5 6% 12%
115.71 115.71 71,548.73 208.26 1493.55 7.2 5% 12%
136.45 136.45 69,512.92 205.50 1629.99 7.9 8% 11%
-228.05 228.05 68,864.58 206.33 1401.94 6.8 15% 12%
-49.31 49.31 66,491.97 200.73 1352.63 6.7 2% 11%
3000
-307.17 307.17 67,452.70 204.40 1045.46 5.1 17% 11%
2500
2000
3000
500
0
1 2 3 4 5 6
3000
2500
2000
1500
1000
500
1000
500
3000
0
2500
0 5 10 15 20 25 30 35 40
Superior 95.0% 2000
Carbón Linear (Carbón)
2215.99002
14.2443229 1500
1000
500
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 25 26 27 28 29 30 31 32 33 34 35 36
2500
2000
3000
2500
2000
1500
1000
500
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 25 26 27 28 29 30 31 32 33 34 35
5 26 27 28 29 30 31 32 33 34 35 36
Proyección Final
9 30 31 32 33 34 35 36
Alfa 0.866105
Beta 0.000000
Gamma 0.186700
MAD 169.64
Recibos de
Año-Trim. Periodo Carbón Nivel Tendencia Factor Proyección Error Error Abs MSE
0 1918.00 0.20
1-1 1 2,159 1956.77 0.20 1.10 2110.02 48.98 48.98 2398.91
1-2 2 1,203 1564.43 0.20 0.80 1565.57 -362.57 362.57 66928.71
1-3 3 1,094 1262.30 0.20 0.90 1408.17 -314.17 314.17 77519.95
1-4 4 1,996 1609.66 0.20 1.20 1514.99 481.01 481.01 115981.73
2-1 5 2,081 1853.13 0.20 1.10 1771.86 309.14 309.14 111899.34
2-2 6 1,332 1700.74 0.20 0.79 1471.93 -139.93 139.93 96512.84
2-3 7 1,476 1658.05 0.20 0.89 1520.26 -44.26 44.26 83005.14
2-4 8 2,533 2038.92 0.20 1.21 2002.28 530.72 530.72 107837.09
3-1 9 2,249 2036.13 0.20 1.10 2252.82 -3.82 3.82 95856.81
3-2 10 1,533 1948.78 0.20 0.79 1613.08 -80.08 80.08 86912.41
3-3 11 1,935 2137.45 0.20 0.89 1740.65 194.35 194.35 82445.04
3-4 12 2,523 2086.24 0.20 1.21 2595.05 -72.05 72.05 76007.27
4-1 13 2,208 2010.40 0.20 1.10 2304.99 -96.99 96.99 70884.22
4-2 14 1,597 2017.57 0.20 0.79 1590.63 6.37 6.37 65823.96
4-3 15 1,917 2124.48 0.20 0.90 1806.68 110.32 110.32 62247.05
4-4 16 2,726 2230.72 0.20 1.21 2577.48 148.52 148.52 59735.20
5-1 17 2,612 2348.71 0.20 1.10 2461.91 150.09 150.09 57546.42
5-2 18 1,931 2428.32 0.20 0.79 1858.46 72.54 72.54 54641.72
5-3 19 2,223 2472.36 0.20 0.90 2177.61 45.39 45.39 51874.29
5-4 20 2,363 2015.82 0.20 1.21 3003.61 -640.61 640.61 69799.78
6-1 21 2,074 1895.34 0.20 1.11 2227.99 -153.99 153.99 67605.11
6-2 22 1,589 1991.60 0.20 0.79 1501.17 87.83 87.83 64882.79
6-3 23 1,673 1881.81 0.20 0.90 1786.92 -113.92 113.92 62626.06
6-4 24 2,443 2005.25 0.20 1.21 2271.28 171.72 171.72 61245.32
7-1 25 2,231 2020.19 0.20 1.10 2212.23 18.77 18.77 58809.59
7-2 26 1,675 2099.82 0.20 0.79 1602.27 72.73 72.73 56751.14
7-3 27 1,503 1734.64 0.20 0.90 1880.83 -377.83 377.83 59936.59
7-4 28 2,259 1850.63 0.20 1.21 2097.37 161.63 161.63 58728.96
8-1 29 1,809 1667.85 0.20 1.10 2042.09 -233.09 233.09 58577.35
8-2 30 1,254 1591.37 0.20 0.79 1324.29 -70.29 70.29 56789.47
8-3 31 1,613 1782.47 0.20 0.89 1416.78 196.22 196.22 56199.51
8-4 32 2,238 1839.10 0.20 1.21 2159.10 78.90 78.90 54637.82
9-1 33 2,004 1824.38 0.20 1.10 2022.95 -18.95 18.95 52993.00
9-2 34 1,406 1780.28 0.20 0.79 1446.55 -40.55 40.55 51482.74
9-3 35 1,725 1911.57 0.20 0.89 1589.85 135.15 135.15 50533.65
9-4 36 1,994 1680.63 0.20 1.21 2317.50 -323.50 323.50 52036.97
3500
3000
2500
2000
1500
2000
1500
1000
500
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 25 26 27 28 29 30 31 32 33 34 35 36
Y
1000
Observacione 36 500
0
0 20 40 6
ANÁLISIS DE VARIANZA
Muestra p
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 154.800579 154.800579 0.00083427 0.97712616
Residuos 34 6308752.84 185551.554
Total 35 6308907.64
Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95%Inferior 95.0%
Superior 95.0%
Intercepción 1918.00159 146.630209 13.0805351 7.97461E-15 1620.01315 2215.99002 1620.01315 2215.99002
Variable X 1 0.1996139 6.91093465 0.02888378 0.97712616 -13.8450951 14.2443229 -13.8450951 14.2443229
Percentil Y
1.38888889 1094
4.16666667 1203
6.94444444 1254
9.72222222 1332
12.5 1406
15.2777778 1476
18.0555556 1503
20.8333333 1533
23.6111111 1589
26.3888889 1597
29.1666667 1613
31.9444444 1673
34.7222222 1675
37.5 1725
40.2777778 1809
43.0555556 1917
45.8333333 1931
48.6111111 1935
51.3888889 1994
54.1666667 1996
56.9444444 2004
59.7222222 2074
62.5 2081
65.2777778 2159
68.0555556 2208
70.8333333 2223
73.6111111 2231
76.3888889 2238
79.1666667 2249
81.9444444 2259
84.7222222 2363
87.5 2443
90.2777778 2523
93.0555556 2533
95.8333333 2612
98.6111111 2726
Gráfico de probabilidad normal
00
00
00
00
00
00
0
0 20 40 60 80 100 120
Muestra percentil
x y
Tiempo Recibos de
Año-Trim. Periodo Carbón
1-1 1 2,159
1-2 2 1,203
1-3 3 1,094
1-4 4 1,996
2-1 5 2,081
2-2 6 1,332
2-3 7 1,476
2-4 8 2,533
3-1 9 2,249
3-2 10 1,533
3-3 11 1,935
3-4 12 2,523
4-1 13 2,208
4-2 14 1,597
4-3 15 1,917
4-4 16 2,726
5-1 17 2,612
5-2 18 1,931
5-3 19 2,223
5-4 20 2,363
6-1 21 2,074
6-2 22 1,589
6-3 23 1,673
6-4 24 2,443
7-1 25 2,231
7-2 26 1,675
7-3 27 1,503
7-4 28 2,259
8-1 29 1,809
8-2 30 1,254
8-3 31 1,613
8-4 32 2,238
9-1 33 2,004
9-2 34 1,406
9-3 35 1,725
9-4 36 1,994
Resumen
Estadísticas de la regresión
Coeficiente de correlación múltiple 0.83303729
Coeficiente de determinación R^2 0.69395112
R^2 ajustado 0.59193483
Error típico 44.1765963
Observaciones 5
ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 13275.285 13275.285 6.80235591 0.07981342
Residuos 3 5854.71498 1951.57166
Total 4 19130
Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95%Inferior 95.0%
Superior 95.0%
Intercepción 57.1042345 50.3879969 1.13329043 0.33947132 -103.25286 217.461329 -103.25286 217.461329
Variable X 1 0.92996743 0.35656447 2.60813265 0.07981342 -0.20477984 2.0647147 -0.20477984 2.0647147
Percentil Y
10 75
30 145
50 200
70 220
90 250
Gráfico de probabilidad normal
300
250
200
150
Y
100
50
0
0 10 20 30 40 50 60 70 80 90 100
Muestra percentil
perior 95.0%
x y
estacion automoviles hora
1 150 220
2 55 75
3 220 250
4 130 145
5 95 200
Resumen
Y
20
Observacione 12
0
0 20 40 60
ANÁLISIS DE VARIANZA
Muestra p
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF Valor crítico de F
Regresión 1 3078.5472 3078.5472 306.721495 7.82539E-09
Residuos 10 100.369464 10.0369464
Total 11 3178.91667
Coeficientes Error típico Estadístico t Probabilidad Inferior 95% Superior 95%Inferior 95.0%
Superior 95.0%
Intercepción 6.42424242 1.94983939 3.29475467 0.00808482 2.07972953 10.7687553 2.07972953 10.7687553
Variable X 1 4.63986014 0.264931 17.5134661 7.82539E-09 4.04955708 5.2301632 4.04955708 5.2301632
Percentil Y
4.16666667 10
12.5 14
20.8333333 19
29.1666667 26
37.5 31
45.8333333 35
54.1666667 39
62.5 44
70.8333333 51
79.1666667 54
87.5 55
95.8333333 61
Gráfico de probabilidad normal
0 20 40 60 80 100 120
Muestra percentil
1 10
2 14
3 19
4 26
5 31
6 35
7 39
8 44
9 51
10 55
11 61
12 54