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  2. Autoregressive integrated moving average - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_integrated...

    An ARIMA(0, 1, 1) model without constant is a basic exponential smoothing model. [ 9 ] An ARIMA(0, 2, 2) model is given by X t = 2 X t − 1 − X t − 2 + ( α + β − 2 ) ε t − 1 + ( 1 − α ) ε t − 2 + ε t {\displaystyle X_{t}=2X_{t-1}-X_{t-2}+(\alpha +\beta -2)\varepsilon _{t-1}+(1-\alpha )\varepsilon _{t-2}+\varepsilon _{t ...

  3. Mean squared prediction error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_prediction_error

    And if two models are to be compared, the one with the lower MSPE over the n – q out-of-sample data points is viewed more favorably, regardless of the models’ relative in-sample performances. The out-of-sample MSPE in this context is exact for the out-of-sample data points that it was computed over, but is merely an estimate of the model ...

  4. Forecasting - Wikipedia

    en.wikipedia.org/wiki/Forecasting

    Further, two-step-ahead or in general p-step-ahead forecasts can be computed by first forecasting the value immediately after the training set, then using this value with the training set values to forecast two periods ahead, etc. See also. Calculating demand forecast accuracy; Consensus forecasts; Forecast error; Predictability

  5. Tracking signal - Wikipedia

    en.wikipedia.org/wiki/Tracking_signal

    One form of tracking signal is the ratio of the cumulative sum of forecast errors (the deviations between the estimated forecasts and the actual values) to the mean absolute deviation. [1] The formula for this tracking signal is: = ()

  6. Bass diffusion model - Wikipedia

    en.wikipedia.org/wiki/Bass_diffusion_model

    The Bass model has been widely used in forecasting, especially new product sales forecasting and technology forecasting. Mathematically, the basic Bass diffusion is a Riccati equation with constant coefficients equivalent to Verhulst—Pearl logistic growth. In 1969, Frank Bass published his paper on a new product growth model for consumer ...

  7. Time series - Wikipedia

    en.wikipedia.org/wiki/Time_series

    Time series forecasting is the use of a model to predict future values based on previously observed values. Generally, time series data is modelled as a stochastic process .

  8. Microsoft Excel - Wikipedia

    en.wikipedia.org/wiki/Microsoft_Excel

    Microsoft Excel is a spreadsheet editor developed by Microsoft for Windows, macOS, Android, iOS and iPadOS.It features calculation or computation capabilities, graphing tools, pivot tables, and a macro programming language called Visual Basic for Applications (VBA).

  9. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    All have the same trend, but more filtering leads to higher r 2 of fitted trend line. The least-squares fitting process produces a value, r-squared (r 2), which is 1 minus the ratio of the variance of the residuals to the variance of the dependent variable. It says what fraction of the variance of the data is explained by the fitted trend line.

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