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指数平滑法的Excel计算方法

2012-04-21 22:38阅读：

http://blog.sina.cn/dpool/blog/u/1680237637

时期t 指标Yt 0.20 0.40 0.7 0.9
预测值 平方误差 预测值 平方误差 预测值 平方误差 预测值 平方误差
0
11.6667
1 10 11.7 2.8 11.7 2.78 11.7 2.78 11.67 2.78
2 12 11.3 0.4 11.0 1.00 10.5 2.25 10.17 3.36
3 13 11.5 2.4 11.4 2.56 11.6 2.10 11.82 1.40
4 16 11.8 17.9 12.0 15.68 12.6 11.80 12.88 9.72
5 19 12.6 40.7 13.6 28.90 15.0 16.24 15.69 10.97
6 23 13.9 82.9 15.8 52.21 17.8 27.14 18.67 18.76
7 26 15.7 105.8 18.7 53.81 21.4 20.82 22.57 11.79
8 30 17.8 149.5 21.6 70.58 24.6 28.82 25.66 18.86
9 28 20.2 60.6 25.0 9.25 28.4 0.15 29.57 2.45
10 18 21.8 14.2 26.2 66.84 28.1 102.35 28.16 103.16
11 16 21.0 25.2 22.9 47.68 21.0 25.35 19.02 9.09
12 14 20.0 36.2 20.1 37.74 17.5 12.32 16.30 5.30
合计 538.5 389.03 252.13 197.64
平均 44.9 32.42 21.01 16.47
时期t 指标Yt α=0.3 α=0.7
St1 St2 At Bt 预测值 St1 St2 At Bt 预测值
0 957.06 957.06 957.06 957.06
1 957.06 957.06 957.06 957.06 0 957.06 957.06 957.06 0
2 957.09 957.069 957.0627 957.0753 0.0027 957.078 957.081 957.0747 957.0873 0.0147 957.102
3 957.2 957.1083 957.0764 957.1402 0.01368 957.1539 957.1643 957.1374 957.1912 0.06272 957.2539
4 957.21 957.1388 957.0951 957.1825 0.018729 957.2012 957.1963 957.1786 957.214 0.041209 957.2552
5 957.37 957.2082 957.129 957.2873 0.033917 957.3212 957.3179 957.2761 957.3597 0.097481 957.4571
6 957.43 957.2747 957.1727 957.3767 0.043707 957.4204 957.3964 957.3603 957.4324 0.08418 957.5166
7 957.48 957.3363 957.2218 957.4508 0.04907 957.4999 957.4549 957.4265 957.4833 0.066234 957.5495
8 957.53 957.3944 957.2736 957.5152 0.051782 957.567 957.5075 957.4832 957.5318 0.056665 957.5884
9 957.61 957.4591 957.3292 957.5889 0.055651 957.6446 957.5792 957.5504 957.6081 0.067238 957.6753
10 957.65 957.5164 957.3854 957.6473 0.056137 957.7035 957.6288 957.6053 957.6523 0.054843 957.7071
11 957.79 957.5985 957.4493 957.7476 0.063924 957.8115 957.7416 957.7007 957.7825 0.095454 957.878
12 957.88 957.6829 957.5194 957.8465 0.070086 957.9165 957.8385 957.7972 957.8798 0.096437 957.9763
13 958.04 957.79 957.6006 957.9795 0.081198 958.0607 957.9795 957.9248 958.0343 0.127671 958.1619
14 958.29 957.94 957.7024 958.1776 0.101834 958.2795 958.1969 958.1153 958.2785 0.190423 958.4689
15 958.54 958.12 957.8277 958.4123 0.125281 958.5376 958.4371 958.3405 958.5336 0.225264 958.7589
时期t 指标Yt α=0.1 α=0.3 α=0.7
St1 St2 St3 St1 St2 St3 St1 St2 St3
0 127.2 127.2 127.2 127.2 127.2 127.2 127.2 127.2 127.2
1 127.2 127.2 127.2 127.2 127.2 127.2 127.2 127.2 127.2 127.2
2 127.7 127.3 127.2 127.2 127.4 127.2 127.2 127.6 127.4 127.4
3 130.6 127.6 127.2 127.2 128.3 127.6 127.3 129.7 129.0 128.5
4 134.2 128.2 127.3 127.2 130.1 128.3 127.6 132.8 131.7 130.7
5 136.8 129.1 127.5 127.2 132.1 129.5 128.2 135.6 134.4 133.3
6 137.6 130.0 127.8 127.3 133.8 130.7 128.9 137.0 136.2 135.4
7 139.1 130.9 128.1 127.4 135.4 132.1 129.9 138.5 137.8 137.1
8 143.2 132.1 128.5 127.5 137.7 133.8 131.1 141.8 140.6 139.5
9 146.2 133.5 129.0 127.6 140.3 135.7 132.5 144.9 143.6 142.4
10 152.7 135.4 129.6 127.8 144.0 138.2 134.2 150.4 148.3 146.5
11 157.2 137.6 130.4 128.1 148.0 141.1 136.3 155.1 153.1 151.1
12 161.8 140.0 131.4 128.4 152.1 144.4 138.7 159.8 157.8 155.8
13 167.5 142.8 132.5 128.8 156.7 148.1 141.5 165.2 163.0 160.8
14 179.9 146.5 133.9 129.3 163.7 152.8 144.9 175.5 171.7 168.5
15 196.1 151.4 135.7 130.0 173.4 159.0 149.1 189.9 184.5 179.7

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