Vấn đề lựa chọn các tham số cho mô hình Holt-Winter trong việc dự báo kinh tế.pdf
Trang 1ThS Va Th! Minh Ln~n *
D 1/ bao la m9t nhi$m vy het suc quan trc;>ng
trang vi$c ho,?ch d!nh chinhsach kinhte,
trangcac hO'?td9ng kinh te- xa h9i C6 dl/
bao't6t 58 c6 can cu t6t cho vi$c v,?ch ra ke ho,?ch
san xuat ho~c ho,?ch d!nh chien IU9c kinh doanh.01/bao c6 the dU9c tien hanh 0 hau het caclinh vl/c kinhte - xah9i 0 tam vi me nhu dl/ bao t6c d9 tang truongkinh te, I,?mphat, that nghi$p, cac van d€ha h9i nhutang truong dan 56, den cac van de 0 tam vi me nhudl/ bao doanh 56 ban, gia ca san phgm ho~c th! phancua cac hang trong tuong lai
01/ bao c6 the sLtdyng cac me hlnh kinh te IU9ngg{Jpho~c kheng g9.P, me hinh chuoi thdi gian, phuongphap th6ng ke Moi m9t phuong phap c6 nhling
diemyeu va m'?nhriengcua n6 Sai viet nay kheng
-c6 tham v9ng ban ve cac phuong phap dl/ bao ma chItrinh bay m9t kinh nghi$m nho trong vi$c II/a ch9n cactham 56 trong vi$c SLtdyng me hlnh Holt-Winter c9ngtfnh va nhan tfnh de dl/ bao.
Me)hinh Holt-Winter cQng tinh va nhan tinh
-M6 hinhHolt-Winter nhan tfnh (3 thams6)
Phuong phap lam thich h9P d6iv(jj chuoi thdi gian
c6 khuynh hu(jng tuyen tfnh va bien thien mua nhan
tfnh.Chuoi dU9c lam tron dU9Ccho nhu sau:
yt+k =(a+bk)ct+1
Trang aD
a-thanh phan tham 56 (h$ 56 ch~n),b- khuynh hupng,
c- thLta 56 mua nhan tlnh.
Cac h$ 56 naydU9C xac d!nh bang phudng trinhtruy toan sau:
a(t} = a(Yt/(ct)(t- 5)) + (1 - a) (a (t-1) + b (t-1)),
b(t) = ~ (a (t)-a (t-1)) + (1-~) b (t-1),c(t) = Y (Yt/ a (t)) + (1 - y) ct (t - 5),
Trong d6, 0< a,~, y <1 la cac thLta 56 tih dan con 5
-M6hinh Holt-Winter c{)ng tfnh (3 thams6)
Phudng phap lam thfch h9P d6i v(jichuoi thdi gianc6 khuynh hu(jng tuyen tfnh va bien thien mua c9ng
tfnh Chuoi dU9clam tron dU9c cho nhu sau:
c(t) = Y (Yt- a (t)) + Yct (t - 5)
Trong d6, 0< a,~, Y <1 la cac thLta 56 tat dan, con5 la tan 56 mua 01/ doan dU9c xac dinh bang phuongtrlnh sau:
yt+k = (a(T)+b(T)k +CT-k-s
Trang d6, thLta56 mua dU9CSlt dyng 5u(jc IU9ng
DI! baa cho xuat kh~u gQP
Ol/aVaGchuoi gia trixuat khgu 99P thu th$p dU9c,chungtei tienhanh dl/ bao bang hai me hinh tren,trong d6 3 tham 56 cho dl/ bao dU9cthay doi theo cacb9 ba sau:
(a,~,y) = (0,1; 0,5;0,1); (a,~,y) = (0,1; 0,4; 0,1);(a,~,y) = (0,1; 0,4;0,2); (a,~,y) = (0,2; 0,5;0,2) .
Ket qua cho a bangsau:
-Me hlnh Holt-Winter c9ng tfnh v(ji(a,~,y) = (0,1;0,5;0,1)
S6 li$u thl!c
s6 li$u dl! bao64424.85965895.45866847.128
Trang 2-Me hinh Holt-Winter c9ng tfnh vdi giam ~ tU'
0,5 xuong 0,4 nghTala: (a,~, y) = (0,1; 0,4;0,1) tadLt9c:
(Tiep theo trang 35)
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