Forecasting based on time series using different smoothing techniques | |
| Author | Chang, Tsai Li |
| Call Number | AIT Thesis no. 1373 |
| Subject(s) | Time-series analysis Technological forecasting |
| Note | A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science of the Asian Institute of Technology, Bangkok, Thailand |
| Publisher | Asian Institute of Technology |
| Abstract | 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. |
| Year | 1978 |
| Type | Thesis |
| School | Student Research Before 1979 |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Thesis (Year <=1979) |
| Chairperson(s) | Sharif, M. N. |
| Examination Committee(s) | Pakorn Adulbhan ;Techapun Raengkhum |
| Scholarship Donor(s) | The Government of Republic of China |
| Degree | Thesis (M.Sc.) - Asian Institute of Technology, 1978 |