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How system is calculating ExPost Values

Former Member
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Hi Experts,

Could you please help me how below values are getting populating.

History Ex-Post

Jan 2,000

Feb 1,520 2,000

Mar 2,000 1,856

Apr 2,520 1,899

May 1,520 1,899

Jun 2,520 1,899

Jul 1,520 1,865

Aug 2,500 1,762

Sep 1,500 1,791

Oct 2,500 1,704

Nov 1,500 1,943

Dec 2,000 1,810

I am using Forecast model with parameters: Constant model 10

Alpha- 0.30 & Sigma- 1.25, Outlier- Expost

Could you please help me on the same.

Thanks

Hitesh

Accepted Solutions (0)

Answers (4)

Answers (4)

Former Member
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Hi Hitesh,

This question is marked as answered... are you still having issue?

Just in case it looks like you are trying to calculate the ex-post forecast.

Well since you are using a constant model, the formula is quite easy:

you have only a base forecast and only the alpha facvtor is used.

First ex post is for 2nd iteration: it is eaul to the first iteration of history.

In your case 2000

then you use the following formula

expost(n)=history(n-1) * alpha + ex-post(n-1)*(1-alpha)

let's say: E(n)=H(n-1)A+E(n-1)(1-A)

in your case:

E3=15200.3+20000.7=1856

E4=20000.3+18560.7=1899

This way

E5 should be equal to 2085.

That is were the automatic correct happen:

because aprile value 2500 is outside the boundaries the outlier correct it a give it the value of the ex post: 1899.

Then for sure the expost stay the same (E5=18990.3+18990.7=1899!)

Now how are the boundarie calculated?

If I remeber well based on the MAD: mean absole deviation.

in you case for april

MAD= (|1520-2000|+|2000-1856|)/2=312

MAD*sigma=390

And the deviation=2520-1899=621

So the deviation is bigger than the boundarie: the value is corrected by the outlier!

I hope it is readable!

Thanks and Regards

Julien

Former Member
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I am still working on it.

Former Member
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Hi Hitesh,

Just gone through following link. You will find the formuleas of diffrent forecast model. In that you will find the how does system calculate expost forecast & other things also.

Actualy this sheet made by Percx (SDN Member). Now same i am sharing with you.

Link is : APO Basic FC Models xl

Hope this will help You.

Regards

Sujay

Edited by: Sujay Joshi on Jun 24, 2009 10:50 AM

Former Member
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Thanks Sujey,

I have gone through the sheet, and helped me.

Few doubts:

It is caluculating 3 Cycles, what is that and can we customize these cycles to 1.

And while going for next cycle, it is rolling value to period-1, but how it is calculating last period.

As if you check the 1st Ord. Exp Smoothing, and cycle 2, period = -1 Value= 38?

Thanks for your help!

Hitesh

Former Member
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History -


Ex-Post

Jan -


2,000

Feb----


1,520 -


2,000

Mar----


2,000 -


1,856

Apr----


2,520 -


1,899

May----


1,520 -


1,899

Jun----


2,520 -


1,899

Jul----


1,520 -


1,865

Aug -


2,500 -


1,762

Sep -


1,500 -


1,791

Oct -


2,500 -


1,704

Nov -


1,500 -


1,943

Dec -


2,000 -


1,810