[go: up one dir, main page]
Scribd
Upload
47 views3 pages

Studiu de Caz Markov Analysis: Data (One Step Transition Matrix)

This document summarizes a Markov analysis case study. It includes the one step, two step, three step, four step, five step, and six step transition matrices that show the probability of transitioning between four states - Studiul 1, Studiul 2, Studiul 3, and Studiul 4 - at each step. It also includes an exponential smoothing forecast of demand for various periods that calculates forecast errors, error metrics, and a forecast for the next period.

Uploaded by

Ioana Roxana Spulbere
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
47 views3 pages

Studiu de Caz Markov Analysis: Data (One Step Transition Matrix)

This document summarizes a Markov analysis case study. It includes the one step, two step, three step, four step, five step, and six step transition matrices that show the probability of transitioning between four states - Studiul 1, Studiul 2, Studiul 3, and Studiul 4 - at each step. It also includes an exponential smoothing forecast of demand for various periods that calculates forecast errors, error metrics, and a forecast for the next period.

Uploaded by

Ioana Roxana Spulbere
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 3

Studiu de caz Markov Analysis

Enter
Enter the
the markov
markov chain
chain in
in the
the shaded
shaded area.
area.

Data (one step transition matrix)


Studiul 1 Studiul 2 Studiul 3 Studiul 4
Studiul 1 0.8 0.1 0.05 0.05
Studiul 2 0.2 0.6 0.1 0.1
Studiul 3 0.25 0.1 0.5 0.15
Studiul 4 0.3 0.2 0.1 0.4

2 step transition matrix


Studiul 1 Studiul 2 Studiul 3 Studiul 4
Studiul 1 0.6875 0.155 0.08 0.0775
Studiul 2 0.335 0.41 0.13 0.125
Studiul 3 0.39 0.165 0.2875 0.1575
Studiul 4 0.425 0.24 0.125 0.21

3 step transition matrix


Studiul 1 Studiul 2 Studiul 3 Studiul 4
Studiul 1 0.62425 0.18525 0.097625 0.092875
Studiul 2 0.42 0.3175 0.13525 0.12725
Studiul 3 0.464125 0.19825 0.1955 0.142125
Studiul 4 0.48225 0.241 0.12875 0.148

4 step transition matrix


Studiul 1 Studiul 2 Studiul 3 Studiul 4
Studiul 1 0.588719 0.201913 0.107838 0.101531
Studiul 2 0.471488 0.271475 0.1331 0.123938
Studiul 3 0.502463 0.213338 0.154994 0.129206
Studiul 4 0.510588 0.2353 0.127388 0.126725

5 step transition matrix


Studiul 1 Studiul 2 Studiul 3 Studiul 4
Studiul 1 0.568776 0.211109 0.113699 0.106415
Studiul 2 0.501941 0.248131 0.129666 0.120262
Studiul 3 0.522148 0.219589 0.136874 0.121388
Studiul 4 0.525394 0.230323 0.125426 0.118858

6 step transition matrix


Studiul 1 Studiul 2 Studiul 3 Studiul 4
Studiul 1 0.557592 0.216196 0.117041 0.109171
Studiul 2 0.519674 0.236092 0.126769 0.117465
Studiul 3 0.532271 0.221934 0.128642 0.117153
Studiul 4 0.533394 0.227047 0.123901 0.115659
Previziune vanzari marfuri

Forecasting Exponential smoothing


This
This spreadsheet
spreadsheet was
was created
created by
by either
either POM,
POM, QM
QM or
or POM-QM
POM-QM for Forecasting
for Windows,
Windows, V4.
V4.
2500
2000
Alpha 0.27000001 1500
Data Error Analysis Demand

Value
1000
Period Demand Forecast Error Absolute Squared |% Error| Forecast
500
October 1855 1855 0
November 1955 1855 100 100
1 3 5100007 9 0.051151
11
December 1655 1882 -227 227 51529 0.13716
January 1755 1820.71 -65.71 65.71 Time
4317.804 0.037442
February 1555 1802.968 -247.9683 247.9683 61488.28 0.159465
March 1805 1736.017 68.98315 68.98315 4758.674 0.038218
April 1905 1754.642 150.3577 150.3577 22607.44 0.078928
May 1605 1795.239 -190.2389 190.2389 36190.83 0.118529
June 1655 1743.874 -88.87438 88.87438 7898.656 0.053701
July 1555 1719.878 -164.8783 164.8783 27184.85 0.106031
August 1765 1675.361 89.63884 89.63884 8035.122 0.050787
September 1705 1699.564 5.436355 5.436355 29.55395 0.003188
Total -570.2538 1399.086 234040.2 0.834599
Average -51.84126 127.1896 21276.38 0.075873
Bias MAD MSE MAPE
SE 161.259
Next period 1701.03146
Demand
Forecast

You might also like