Chapter 10
Introduction
to Time Series
Modeling and
Forecasting
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Section 10.1
What Is a Time
Series
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Section 10.2
Time Series
Components
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Figure 10.1 The components of a
time series
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Section 10.3
Forecasting
Using
Smoothing
Techniques
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Figure 10.2 MINITAB plot of
quarterly power loads
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Figure 10.3 MINITAB plot of quarterly
power loads and 4-point moving average
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Figure 10.4 MINITAB printout of
exponentially smoothed quarterly power
loads
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Figure 10.5 MINITAB plot of
exponentially smoothed quarterly power
loads
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Section 10.4
Forecasting:
The
Regression
Approach
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Figure 10.6 SAS scatterplot of
sales data
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Figure 10.7 SAS printout for straight-line
model of yearly sales revenue
continued
on next slide
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Inc.
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Figure 10.7 SAS printout for straight-line
model of yearly sales revenue (cont’d)
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Figure 10.8 SAS printout for
quarterly power load model
continued
on next slide
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Inc.
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Figure 10.8 SAS printout for
quarterly power load model (cont’d)
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Section 10.5
Autocorrelation
and
Autoregressive
Error Models
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