Using the data below, what is the simple exponential smoothing forecast for the 4th week where alpha=0.3?

Week1, time series value=6.00
Week2, time series value=4.00
Week3, time series value=2.00
Week4, time series value=7.00

1 answer

To calculate the simple exponential smoothing forecast for the 4th week using an alpha (\(\alpha\)) of 0.3, we can use the formula:

\[ F_t = \alpha \times Y_{t-1} + (1 - \alpha) \times F_{t-1} \]

Where:

  • \(F_t\) is the forecast for the current period.
  • \(Y_{t-1}\) is the actual value from the previous period.
  • \(F_{t-1}\) is the forecast for the previous period.

To start, we need an initial forecast for Week 1. A common practice is to use the actual value of Week 1 as the initial forecast:

  1. Set \(F_1 = Y_1 = 6.00\).

Now, we will compute the forecasts for Week 2 and Week 3.

Forecast for Week 2:

\[ F_2 = \alpha \times Y_1 + (1 - \alpha) \times F_1 \] \[ F_2 = 0.3 \times 6.00 + 0.7 \times 6.00
\] \[ F_2 = 1.8 + 4.2 = 6.00 \]

Forecast for Week 3:

\[ F_3 = \alpha \times Y_2 + (1 - \alpha) \times F_2 \] \[ F_3 = 0.3 \times 4.00 + 0.7 \times 6.00
\] \[ F_3 = 1.2 + 4.2 = 5.40 \]

Forecast for Week 4:

\[ F_4 = \alpha \times Y_3 + (1 - \alpha) \times F_3 \] \[ F_4 = 0.3 \times 2.00 + 0.7 \times 5.40
\] \[ F_4 = 0.6 + 3.78 = 4.38 \]

The simple exponential smoothing forecast for the 4th week, where \(\alpha = 0.3\), is 4.38.