Interval Kepercayaan untuk Peramalan

Objek peramalan Anda forecast_MET_t tidak hanya berisi hasil peramalan, tetapi juga perhitungan margin galat untuk peramalan yang disebut interval kepercayaan. Interval kepercayaan ini menunjukkan rentang toleransi pada peramalan kita karena tidak ada peramalan yang benar-benar sempurna.

Hasil peramalan disimpan sebagai objek forecast_MET_t$mean. Batas atas dan batas bawah interval ini disimpan dengan cara yang serupa. Kolom kedua dari interval kepercayaan atas adalah interval kepercayaan 95% dan dapat diakses melalui forecast_MET_t$upper[,2]. Untuk mendapatkan batas bawah, ganti kata upper dengan lower.

Latihan ini adalah bagian dari kursus

Peramalan Permintaan Produk dengan R

Petunjuk latihan

Konversikan batas atas dan bawah interval kepercayaan 95% menjadi objek xts bernama upper dan lower. Indeks tanggal Anda disimpan sebagai for_dates.
Tambahkan keduanya ke plot peramalan dan himpunan data validasi.

Latihan interaktif praktis

Cobalah latihan ini dengan menyelesaikan kode contoh berikut.

# Plot the validation data set
plot(MET_t_valid, main = 'Forecast Comparison', ylim = c(4000, 8500))

# Overlay the forecast of 2017
lines(for_MET_t_xts, col = "blue")

# Convert the limits to xts objects
lower <- xts(forecast_MET_t$___[,2], order.by = ___)
upper <- xts(___$___[,___], order.by = for_dates)

# Adding confidence intervals of forecast to plot
lines(lower, col = "blue", lty = "dashed")
lines(___, col = "blue", lty = "dashed")

Edit dan Jalankan Kode

Latihan ini adalah bagian dari kursus

Peramalan Permintaan Produk dengan R

SkillTag.level.intermediateSkillTag.label

4.8+

Mulai Kursus Gratis

When it comes to forecasting, time series modeling is a great place to start! You need to forecast out the future values of sales demand and a good baseline approach would be ARIMA models. In this chapter you'll learn how to quickly implement ARIMA models and get good initial forecasts for future product demand.

Exercise 1: Memuat data ke dalam objek xts Exercise 2: Mengimpor data Exercise 3: Memplot / memvisualisasikan data Exercise 4: Pengantar Deret Waktu ARIMA 101 Exercise 5: Fungsi auto.arima()Exercise 6: Menginterpretasikan auto.arima Exercise 7: Peramalan dan Evaluasi Exercise 8: Fungsi forecast Exercise 9: Menghitung MAPE dan MAE Exercise 10: Memvisualisasikan Prakiraan Exercise 11: Interval Kepercayaan untuk Peramalan

Latihan Saat Ini

Economic theory has a lot to say about predicting values of demand. Obviously, external factors like price, seasonality, and timing of promotions will drive some aspects of product demand. In this chapter you'll learn about the basics around price elasticity models and how to incorporate seasonality and promotion timing factors into our product demand forecasts.

Exercise 1: Price elasticity Exercise 2: Calculating price elasticity Exercise 3: Interpret results from elasticity Exercise 4: Seasonal / holiday / promotional effects Exercise 5: Visualize holiday / promotion effects Exercise 6: Create holiday / promotional effect variables Exercise 7: Regression for holiday / promotional effects Exercise 8: Significant holiday or promotional effects?Exercise 9: Forecasting with regression Exercise 10: Create future predictor variables Exercise 11: Forecast future values of demand Exercise 12: Visualizing forecasts of regression

Time series models and pricing regressions don't have to be thought of as separate approaches to product demand forecasting. They can be combined! In this chapter you'll learn about two ways of "combining" the information gained in both modeling approaches - transfer functions and forecast ensembling.

Exercise 1: Residuals from regression model Exercise 2: Calculating residuals from regression Exercise 3: Visualizing residuals Exercise 4: Forecasting residuals Exercise 5: auto.arima function Exercise 6: Forecasting residuals with time series Exercise 7: Visualizing residual forecasts Exercise 8: Transfer functions & ensembling Exercise 9: Combining residuals from regression & time series Exercise 10: Visualizing transfer function forecast Exercise 11: Calculating transfer function MAPE and MAE Exercise 12: ARIMA Forecasting Exercise 13: Ensembling of Forecasts

Everything up until this point deals with making individual models for forecasting product demand. However, we haven't taken advantage of the fact that all of these products form a product hierarchy of sales. Products make up regions and regions make up states. How can we ensure that our forecasts reconcile correctly up and down the hierarchy? In this chapter you'll learn about hierarchical forecasting and how to use it to your advantage in forecasting product demand.

Exercise 1: Bottom-Up Hierarchical Forecasting Exercise 2: Build time series forecast for new product Exercise 3: Build regression forecast for new product Exercise 4: Ensemble forecast for new product Exercise 5: Calculate bottom-up forecast for whole region Exercise 6: Top-Down Hierarchical Forecasting Exercise 7: Build time series forecast at regional level Exercise 8: Using average historical proportions Exercise 9: Using proportion of historical averages Exercise 10: Middle-Out Hierarchical Forecasting Exercise 11: Build time series forecast for new region Exercise 12: Top-down forecast for new region Exercise 13: Bottom-up forecast for whole state Exercise 14: Congratulations!