Using the data below, what is the simple exponential smoothing forecast for the 3rd week where α=0.3?

Week Time Series Value
1 4.00
2 4.00
3 6.00
4 6.00

1 answer

To calculate the simple exponential smoothing forecast for the 3rd week using a smoothing constant (\(\alpha\)) of 0.3, we can use the formula:

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

where:

  • \(F_t\) is the forecast for time period \(t\),
  • \(Y_{t-1}\) is the actual data point from the previous period,
  • \(F_{t-1}\) is the forecast from the previous period.

Since we need to compute the forecast for the 3rd week, we first need to establish an initial forecast for the first week. A common approach is to set the initial forecast equal to the first actual value or an average of the initial values.

Steps to Calculate Forecasts:

  1. Set Initial Forecast:

    • For Week 1, we can set \(F_1 = Y_1 = 4.00\)
  2. Calculate Forecast for Week 2: \[ F_2 = \alpha \cdot Y_{1} + (1 - \alpha) \cdot F_{1} \] \[ F_2 = 0.3 \cdot 4 + 0.7 \cdot 4 = 4.00 \]

  3. Calculate Forecast for Week 3: \[ F_3 = \alpha \cdot Y_{2} + (1 - \alpha) \cdot F_{2} \] \[ F_3 = 0.3 \cdot 4 + 0.7 \cdot 4 = 4.00 \]

Conclusion:

The forecast for Week 3 (\(F_3\)) is 4.00.

Hence, the simple exponential smoothing forecast for the 3rd week is 4.00.