Artık ( Residual )

Embed Size (px)

DESCRIPTION

Artık ( Residual ). Değişkenlerin cari değerleri ile öngörü değerleri arasındaki fark artık (residual) olarak adlandırılmaktadır. Ortalama Mutlak Sapma Mean Absolute Deviation (MAD). Serinin ölçüldüğü birim ile öngörü hatasını ölçmek için kullanılır. - PowerPoint PPT Presentation

Text of Artık ( Residual )

  • Artk (Residual)*PazarloluDeikenlerin cari deerleri ile ngr deerleri arasndaki fark artk (residual) olarak adlandrlmaktadr.

    Pazarlolu

  • Ortalama Mutlak Sapma Mean Absolute Deviation (MAD)*PazarloluSerinin lld birim ile ngr hatasn lmek iin kullanlr.

    Pazarlolu

  • Ortalama Hata KarelerMean Squared Error(MSE)*PazarloluHatalarn kareleri alnd iin bu yaklam, byk ngr hatalarn cezalandrr. Bylece daha kk hatalar reten yntem tercih edilir.

    Pazarlolu

  • Ortalama Mutlak Yzde Hata Mean Absolute Percetage Error (MAPE)*PazarloluSaysal deerlerinden ziyade yzdelere gre ngr hatalarn hesaplamak iin kullanlan lm.

    Pazarlolu

  • Ortalama Yzde Hata Mean Percetage Error (MPE)*PazarloluSaysal deerlerinden ziyade yzdelere gre ngr hatalarn hesaplamak iin kullanlan lm.

    Pazarlolu

  • ngr llerinin Kullanm*Pazarloluki farkl tekniin doruluunun karlatrlmas, Tekniklerin kullanlnn veya gvenliinin llmesi,En iyi tekniin aratrlmas.

    Pazarlolu

  • ngr lleri :rnek-1*Pazarlolu

    Mteri585460556262656370

    ngr-5854605562626563Toplam

    hata--46-5703-2712

    |e|-4657032734

    e2-1636254909449188

    |e|/Y-7.410.09.111.30.04.63.210.055.6

    e/Y--7.410.0-9.111.30.04.6-3.210.016.2

    Pazarlolu

  • ngr lleri :rnek-1*PazarloluMAD=34/8=4.3 Her bir ngr ortalama 4.3 mteri sapmaktadr.MSE=188/8=23.5MAPE=55.6/8=%6.95MPE=16.2/8=%2.03

    Pazarlolu

  • stel Dzeltme Yntemi-1*Pazarlolustel dzeltme yntemi temeli btn nceki gzlem deerlerinin stel arlkl hareketli ortalamas almaktr.Model aa ya da yukar doru eilim gstermeyen seriler iin uygundur.Bu yntemde ana ama cari dzeyi tahmin etmektir.Bu dzey tahmin edildikten sonra serinin gelecekte alaca deerleri ngr amacyla kullanlr.stel dzeltme, en son tecrbenin nda ngry srekli olarak dzelten bir yntemdir

    Pazarlolu

  • stel Dzeltme Yntemi-2*PazarloluYeni gzleme a arl verilirken, eski ngrye (1-a) arl verilir. Burada adzeltme sabiti olup, 0
  • stel Dzeltme Yntemi-3*PazarloluYelki El Aletleri iketinin testere 2002-2008 yllarna ait testere(adet) satlar

    YllartestereYllartestere2002-15002005-32502002-23502005-45502002-32502006-15502002-44002006-24002003-14502006-33502003-23502006-46002003-32002007-17502003-43002007-25002004-13502007-34002004-22002007-46502004-31502008-18502004-44002008-26002005-15502008-34502005-23502008-4700

    Pazarlolu

  • stel Dzeltme Yntemi-4*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.1)500.0

    et0.0

    Pazarlolu

  • stel Dzeltme Yntemi-5*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.1)500.0

    et0.0

    500.0

    -150.0

    Pazarlolu

  • stel Dzeltme Yntemi-6*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.1)500.0500.0

    et0.0-150.0

    485.0

    -235.0

    461.5

    -61.5

    Pazarlolu

  • stel Dzeltme Yntemi-7*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.1)500.0500.0485.0461.5

    et0.0-150.0-235.0-61.5

    455.4454.8444.3419.9407.9402.1381.9358.7362.8381.6378.4365.6384.0400.6400.5395.5415.9449.3454.4449.0

    -5.4-104.8-244.3-119.9-57.9-202.1-231.941.3187.2-31.6-128.4184.4166.0-0.6-50.5204.5334.150.7-54.4201.0

    Pazarlolu

  • stel Dzeltme Yntemi-8*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.1)500.0500.0485.0461.5455.4454.8444.3419.9407.9402.1381.9358.7362.8381.6378.4365.6384.0400.6400.5395.5415.9449.3454.4449.0

    et0.0-150.0-235.0-61.5-5.4-104.8-244.3-119.9-57.9-202.1-231.941.3187.2-31.6-128.4184.4166.0-0.6-50.5204.5334.150.7-54.4201.0

    469.1

    Pazarlolu

  • stel Dzeltme Yntemi-9*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.6)500.0500.0410.0314.0365.6416.2376.5270.6288.2325.3250.1190.0316.0456.4392.6307.0452.8511.1444.4387.8515.1656.0562.4465.0

    et0.0-150.0-160.086.084.4-66.2-176.529.461.8-125.3-100.1210.0234.0-106.4-142.6243.097.2-111.1-94.4212.2234.9-156.0-162.4185.0

    576.0

    Pazarlolu

  • stel Dzeltme Yntemi-10*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Y-tah(a=0.1)500.0500.0485.0461.5455.4454.8444.3419.9407.9402.1381.9358.7362.8381.6378.4365.6384.0400.6400.5395.5415.9449.3454.4449.0469.1

    et0.0-150.0-235.0-61.5-5.4-104.8-244.3-119.9-57.9-202.1-231.941.3187.2-31.6-128.4184.4166.0-0.6-50.5204.5334.150.7-54.4201.0

    Y-tah(a=0.6)500.0500.0410.0314.0365.6416.2376.5270.6288.2325.3250.1190.0316.0456.4392.6307.0452.8511.1444.4387.8515.1656.0562.4465.0576.0

    et0.0-150.0-160.086.084.4-66.2-176.529.461.8-125.3-100.1210.0234.0-106.4-142.6243.097.2-111.1-94.4212.2234.9-156.0-162.4185.0

    Pazarlolu

  • stel Dzeltme Yntemi-11*Pazarlolua=0.1MSE=24262MAPE=%38.9a=0.6MSE=22248MAPE=%36.5

    Pazarlolu

  • stel Dzeltme Yntemi-12*Pazarlolua=0.1MSE=21091MAPE=%32.1a=0.6MSE=22152MAPE=%36.7

    Pazarlolu

  • Holt Yntemi-1*PazarloluHolt ynteminde denklem kullanlr:1.stel dzeltilmi seri ya da cari dzey tahmini

    Pazarlolu

  • Holt Yntemi-2*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Lt500.0

    Pazarlolu

  • Holt Yntemi-3*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Lt500.0

    455.0

    Pazarlolu

  • Holt Yntemi-4*PazarloluHolt denkleminde denklem kullanlr:1.stel dzeltilmi seri ya da cari dzey tahmini2. Trend tahmini

    Pazarlolu

  • Holt Yntemi-5*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Lt500.0

    455.0

    Tt0.0

    -4.5

    Pazarlolu

  • Holt Yntemi-6*PazarloluHolt denkleminde denklem kullanlr:1.stel dzeltilmi seri ya da cari dzey tahmini2. Trend tahmini3. p. Dnemin ngrs

    Pazarlolu

  • Holt Yntemi-7*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Lt500.0

    455.0

    Tt0.0

    -4.5

    Y-Taht+p500.0

    500.0

    450.5

    Pazarlolu

  • Holt Yntemi-6*Pazarlolungr hatasnn belirlenmesi

    Pazarlolu

  • Holt Yntemi-7*Pazarlolu

    Yllartestere2002-15002002-23502002-32502002-44002003-14502003-23502003-32002003-43002004-13502004-22002004-31502004-44002005-15502005-23502005-32502005-45502006-15502006-24002006-33502006-46002007-17502007-25002007-34002007-46502008-18502008-26002008-34502008-4700

    Lt500.0

    455.0

    Tt0.0

    -4.5

    Y-Taht+p500.0

    500.0

    450.5

    et500.0

    -150.0

    -200.5

    Pazarlolu

  • Holt Yntemi-8*Pazarlolu

    YllartestereLtTYt+pet2002-1500500,00,0500,00,02002-2350455,0-4,5500-150,02002-3250390,4-10,5450,5-200,52002-4400385,9-9,9379,820,22003-1450398,2-7,7376,074,02003-2350378,3-8,9390,5-40,52003-3200318,6-14,0369,4-169,42003-4300303,2-14,1304,6-4,62004-1350307,4-12,3289,160,92004-2200266,6-15,2295,1-95,12004-3150221,0-18,2251,4-101,42004-4400262,0-12,3202,8197,22005-1550339,8-3,3249,7300,32005-2350340,6-2,9336,513,52005-3250311,4-5,5337,7-87,72005-4550379,11,8305,9244,12006-1550431,76,9381,0169,02006-2400427,05,7438,6-38,62006-3350407,93,3432,7-82,72006-4600467,88,9411,2188,82007-1750558,717,1476,8273,22007-2500553,114,8575,9-75,92007-3400517,69,8567,9-167,92007-4650564,213,5527,4122,6

    Pazarlolu

  • Holt Yntemi-9*Pazarlolu2008-1 dnemi iin ngr hesaplanmas 1.stel dzeltme serisinin gncellenmesi2.Trend tahmininin gncellenmesi

    Pazarlolu