Forecasting based on time series using different smoothing techniques

By: Call Number: AIT Thesis no. 1373 Contributor(s): Material type: TextSeries: Asian Institute of Technology. Thesis ; no. 1373Publication details: Bangkok : Asian Institute of Technology, 1978Description: 64 pSubject(s): Online resources: Dissertation note: Thesis (M.Sc.) - Asian Institute of Technology, 1978 Summary: One common way of modeling a time series is to find a transformation that reduces the observed data to random noise. Earlier procedures for technological forecasting based on time series data were of a some what ad-hoc nature, though theoretical justifications for their use were generally available. This study attempts to introduce a more powerful tool in technological forecasting based on time series by using Box-Jenkins approach, which is a newly developed technique. The basic concept and mathematical models of moving averages, exponential smoothing, and Box-Jenkins methodology are outlined and illustrated by their application to three time series concerned with technological forecasting. Comparison is then made by use of sum of squares of lead- 3 forecast error.
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20-AIT Publication Asian Institute of Technology Library AIT Publications AIT Thesis no. 1373 (Browse shelf(Opens below)) 1 Available 30050004430558
40-Archives Asian Institute of Technology Library Archives AIT Thesis no. 1373 (Browse shelf(Opens below)) Available 30050160082003

A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science of the Asian Institute of Technology, Bangkok, Thailand

Thesis (M.Sc.) - Asian Institute of Technology, 1978

One common way of modeling a time series is to find a transformation that reduces the observed data to random noise. Earlier procedures for technological forecasting based on time series data were of a some what ad-hoc nature, though theoretical justifications for their use were generally available. This study attempts to introduce a more powerful tool in technological forecasting based on time series by using Box-Jenkins approach, which is a newly developed technique. The basic concept and mathematical models of moving averages, exponential smoothing, and Box-Jenkins methodology are outlined and illustrated by their application to three time series concerned with technological forecasting. Comparison is then made by use of sum of squares of lead- 3 forecast error.

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