Using the data below, what is the simple exponential smoothing forecast for the 4th week where α=0.4?

Wqeek1, Time Series Value=6
Wqeek2, Time Series Value=4
Wqeek3, Time Series Value=3
Wqeek4, Time Series Value=5

1 answer

To calculate the simple exponential smoothing forecast for the 4th week (Week 4) using the given time series values and the smoothing constant \(\alpha = 0.4\), we need to follow these steps:

  1. Identify the time series values:

    • Week 1: 6
    • Week 2: 4
    • Week 3: 3
    • Week 4: 5
  2. Initialize the forecast: The first forecast (for Week 2) is typically the actual value of Week 1. \[ F_1 = V_1 = 6 \]

  3. Apply the formula for exponential smoothing: The formula for simple exponential smoothing is: \[ F_t = \alpha V_{t-1} + (1 - \alpha) F_{t-1} \] where:

    • \(F_t\) is the forecast for the current period \(t\),
    • \(V_{t-1}\) is the actual value from the previous period,
    • \(F_{t-1}\) is the forecast from the previous period.
  4. Calculate forecasts:

    • Forecast for Week 2 (\(F_2\)): \[ F_2 = \alpha V_1 + (1 - \alpha) F_1 = 0.4 \cdot 6 + 0.6 \cdot 6 = 6 \]

    • Forecast for Week 3 (\(F_3\)): \[ F_3 = \alpha V_2 + (1 - \alpha) F_2 = 0.4 \cdot 4 + 0.6 \cdot 6 = 1.6 + 3.6 = 5.2 \]

    • Forecast for Week 4 (\(F_4\)): \[ F_4 = \alpha V_3 + (1 - \alpha) F_3 = 0.4 \cdot 3 + 0.6 \cdot 5.2 = 1.2 + 3.12 = 4.32 \]

So, the simple exponential smoothing forecast for the 4th week is approximately 4.32.