gnumeric r16870 - in trunk/doc: . C C/figures
- From: guelzow svn gnome org
- To: svn-commits-list gnome org
- Subject: gnumeric r16870 - in trunk/doc: . C C/figures
- Date: Sat, 11 Oct 2008 04:51:44 +0000 (UTC)
Author: guelzow
Date: Sat Oct 11 04:51:44 2008
New Revision: 16870
URL: http://svn.gnome.org/viewvc/gnumeric?rev=16870&view=rev
Log:
2008-10-10 Andreas J. Guelzow <aguelzow pyrshep ca>
* C/figures/doc/C/figures/analysistools-smoothing-ex5.png: new
* C/figures/doc/C/figures/analysistools-smoothing-ex6.png: new
* C/figures/doc/C/figures/analysistools-smoothing-ex7.png: new
* C/figures/doc/C/figures/analysistools-smoothing-ex8.png: new
* C/figures/Makefile.am: add above files
* C/analysis-statistical.xml: Update explanations for exp smoothing
Added:
trunk/doc/C/figures/analysistools-smoothing-ex5.png (contents, props changed)
trunk/doc/C/figures/analysistools-smoothing-ex6.png (contents, props changed)
trunk/doc/C/figures/analysistools-smoothing-ex7.png (contents, props changed)
trunk/doc/C/figures/analysistools-smoothing-ex8.png (contents, props changed)
Modified:
trunk/doc/C/analysis-statistical.xml
trunk/doc/C/figures/Makefile.am
trunk/doc/ChangeLog
Modified: trunk/doc/C/analysis-statistical.xml
==============================================================================
--- trunk/doc/C/analysis-statistical.xml (original)
+++ trunk/doc/C/analysis-statistical.xml Sat Oct 11 04:51:44 2008
@@ -706,11 +706,11 @@
</sect3>
<sect3 id="exp-smoothing-tool-hunter">
- <title>Exponential Smoothing according to Hunter</title>
+ <title>Exponential Smoothing According to Hunter</title>
<para> Each value in the
smoothed set is predicted based on the forecast for the prior
- period. The formula is given in <xref linkend="exp-smoothing-tool-formula-hunter" />.
+ period. The formula is given in <xref linkend="exp-smoothing-tool-formula-hunter" />.
α is the value given as <quote><guilabel>Damping factor</guilabel></quote>.
<parameter>y<subscript>t</subscript></parameter> is the <parameter>t</parameter>th
value in the original data set and <parameter>l<subscript>t</subscript></parameter>
@@ -731,11 +731,9 @@
</screenshot>
</figure>
-
- <para>Specify prior forecast adjustment value in the
- <quote><guilabel>Damping factor</guilabel></quote> entry.
- A value, for example, between 0.2 and 0.3 represents 20 to 30 percent error
- adjustment in the prior forecast.</para>
+ <para>For example, a value for α between 0.2 and 0.3 represents 20 to 30 percent error
+ adjustment in the prior forecast.
+ </para>
<note><para>
If you choose to have the tool enter formulas rather than values into the output region,
@@ -769,7 +767,12 @@
</screenshot>
</figure>
- <example id="usingsmoothingtool"><title>Using the Exponential Smoothing Tool</title>
+ <para>If you check the <quote><guilabel>Include chart</guilabel></quote> check box, a line
+ graph showing the observations <parameter>y<subscript>t</subscript></parameter> and the
+ predicted values <parameter>l<subscript>t</subscript></parameter> will also be created.
+ </para>
+
+ <example id="usingsmoothingtool"><title>Using the Exponential Smoothing Tool</title>
<para><xref linkend="smoothing-example-1" /> shows some example data, <xref linkend="smoothing-example-2" /> the selected options and
<xref linkend="smoothing-example-3" /> the corresponding output.
</para>
@@ -822,7 +825,27 @@
</sect3>
<sect3 id="exp-smoothing-tool-roberts">
-<title>Exponential Smoothing according to Roberts</title>
+<title>Exponential Smoothing According to Roberts</title>
+
+ <para>The simple exponential smoothing method according to Roberts is used for
+ forecasting a time series without a trend or seasonal pattern, but for which
+ the level is nevertheless slowly changing over time. The predicted values are
+ calculated according to the formula given in
+ <xref linkend="exp-smoothing-tool-formula-roberts" />. α is the value
+ given as <quote><guilabel>Damping factor</guilabel></quote>.
+ <parameter>y<subscript>t</subscript></parameter> is the <parameter>t</parameter>th
+ value in the original data set and <parameter>l<subscript>t</subscript></parameter>
+ the predicted value. <parameter>l<subscript>0</subscript></parameter> is the
+ predicted value at time 0 and must be estimated. This tool uses the average
+ value of the first 5 observations as estimate.
+ </para>
+
+ <note><para>
+ If you choose to have the tool enter formulas rather than values into
+ the output region,
+ then you can modify the damping factor α and the estimated value
+ at time 0 after executing the tool.
+ </para></note>
<figure id="exp-smoothing-tool-formula-roberts">
<title>Exponential Smoothing Formula According To Roberts</title>
@@ -863,21 +886,22 @@
</figure>
</sect3>
+ <para>If you check the <quote><guilabel>Include chart</guilabel></quote> check box, a line
+ graph showing the observations <parameter>y<subscript>t</subscript></parameter> and the
+ predicted values <parameter>l<subscript>t</subscript></parameter> will also be created.
+ </para>
+
<example id="usingsmoothingtool-roberts"><title>Using the Exponential Smoothing Tool</title>
<para>
<xref linkend="smoothing-example-4" /> shows example output for the exponential smoothing
tool using the formula according to Roberts. Cell A4 contains the estimated level at time 0.
- the tool will use the average of the first 5 observations for this estimate.
+ If you requested to have formulas rather than values entered into the sheet, then changing
+ the estimate in A4 and/or the value for α in A2 will result in an immediate change to
+ the predicted values.
</para>
</example>
- <note><para>
- If you choose to have the tool enter formulas rather than values into the output region,
- then you can modify both the damping factor α and the estimated level at time 0
- after you executed the tool.
- </para></note>
-
<figure id="smoothing-example-4">
<title>Exponential Smoothing Tool Output (Roberts)</title>
<screenshot>
@@ -897,6 +921,24 @@
<sect3 id="exp-smoothing-tool-holt">
<title>Holt's Trend Corrected Exponential Smoothing</title>
+ <para>Holt's trend corrected exponential smoothing is appropriate when both the level and the growth rate of a time series are changing. (If the time series has a fixed growth rate and therefore exhibits a linear trend, a linear regression model is more appropriate.)
+ </para>
+
+ <para><parameter>y<subscript>t</subscript></parameter> is the true value at time
+ <parameter>t</parameter>, <parameter>l<subscript>t</subscript></parameter>
+ is the estimated level at time <parameter>t</parameter> and <parameter>b<subscript>t
+ </subscript></parameter>
+ is the estimated growth rate at time <parameter>t</parameter>. We use the two smoothing equations
+ given in <xref linkend="exp-smoothing-tool-formula-holt" /> to update our estimates.
+ α is the value
+ given as <quote><guilabel>Damping factor</guilabel></quote> and γ is the value
+ given as <quote><guilabel>Growth damping factor</guilabel></quote>.
+ </para>
+
+ <para>This tool obtains initial (time 0) estimates for the level and growth rate by performing
+ a linear regression using the first 5 data values.
+ </para>
+
<figure id="exp-smoothing-tool-formula-holt">
<title>Formulae Of Holt's Trend Corrected Exponential Smoothing</title>
<screenshot>
@@ -912,6 +954,14 @@
</screenshot>
</figure>
+ <note><para>
+ If you choose to have the tool enter formulas rather than values into
+ the output region,
+ then you can modify the damping factors α and γ as well as the estimated level and growth rate
+ at time 0 after executing the tool.
+ </para></note>
+
+
<para>To have the standard errors output as well, check the
<quote><guilabel>Standard error</guilabel></quote> check box. The formula used is
given in <xref linkend="exp-smoothing-tool-formula-holt-stderr" />. The
@@ -936,10 +986,78 @@
</figure>
</sect3>
+ <para>If you check the <quote><guilabel>Include chart</guilabel></quote> check box, a line
+ graph showing the observations <parameter>y<subscript>t</subscript></parameter> and the
+ estimated level values <parameter>l<subscript>t</subscript></parameter> will also be created.
+ </para>
+
+ <example id="usingsmoothingtool-holt"><title>Using the Exponential Smoothing Tool</title>
+ <para>
+ <xref linkend="smoothing-example-5" /> shows example output for Holt's trend corrected
+ exponential smoothing. Cell A4 contains the estimated level at time 0 and B4 the estimated
+ growth rate at time 0.
+ If you requested to have formulas rather than values entered into the sheet, then changing
+ the estimates in A4, B4, the values for α in A2 and/or for γ in B2 will result
+ in an immediate change to
+ the predicted values.
+ </para>
+</example>
+
+
+ <figure id="smoothing-example-5">
+ <title>Exponential Smoothing Tool Output (Holt's)</title>
+ <screenshot>
+ <mediaobject>
+ <imageobject>
+ <imagedata fileref="figures/analysistools-smoothing-ex5.png"
+ format="PNG" />
+ </imageobject>
+ <textobject>
+ <phrase>An image of the output of Holt's trend corrected exponential
+ smoothing.</phrase>
+ </textobject>
+ </mediaobject>
+ </screenshot>
+ </figure>
+
+
<sect3 id="exp-smoothing-tool-additive-holt-winters">
<title>Additive Holt-Winters Method</title>
- <figure id="exp-smoothing-tool-formula-a-holt-winters">
+ <para>The additive Holt-Winters method of exponential smoothing is appropriate when a time
+ series with a linear trend has an additive seasonal pattern for which the level, the growth
+ rate and the seasonal pattern may be changing. An additive seasonal pattern is a pattern in
+ which the seasonal variation can be explained by the addition of a seasonal constant
+ (although we allow for this constant to change slowly.)
+ </para>
+
+ <para><parameter>y<subscript>t</subscript></parameter> is the true value at time
+ <parameter>t</parameter>, <parameter>l<subscript>t</subscript></parameter>
+ is the estimated level at time <parameter>t</parameter>, <parameter>b<subscript>t
+ </subscript></parameter>
+ is the estimated growth rate at time <parameter>t</parameter> and <parameter>s<subscript>t
+ </subscript></parameter>
+ is the estimated seasonal adjustment for time <parameter>t</parameter>.
+ We use the three smoothing equations
+ given in <xref linkend="exp-smoothing-tool-formula-a-holt-winters" /> to update our estimates.
+ α is the value
+ given as <quote><guilabel>Damping factor</guilabel></quote>, γ is the value
+ given as <quote><guilabel>Growth damping factor</guilabel></quote> and δ is the value
+ given as <quote><guilabel>Seasonal damping factor</guilabel></quote>. <parameter>L</parameter>
+ is the value
+ given as <quote><guilabel>Seasonal period</guilabel></quote>. If your data consist of monthly
+ values, then <parameter>L</parameter> should be 12, if it consist of quarterly values then
+ <parameter>L</parameter> should be 4.
+ </para>
+
+ <para>This tool obtains initial (time 0) estimates for the level and growth rate by performing
+ a linear regression using all data values. It obtains estimates
+ for the seasonal adjustments by averaging the appropriate seasonal differences from values
+ predicted by linear regression alone.
+ </para>
+
+
+ <figure id="exp-smoothing-tool-formula-a-holt-winters">
<title>Exponential Smoothing Formulae Of The Additive Holt-Winters Method</title>
<screenshot>
<mediaobject>
@@ -954,6 +1072,13 @@
</screenshot>
</figure>
+ <note><para>
+ If you choose to have the tool enter formulas rather than values into
+ the output region,
+ then you can modify the damping factors α, γ and δ as well as all
+ estimates after executing the tool.
+ </para></note>
+
<para>To have the standard errors output as well, check the
<quote><guilabel>Standard error</guilabel></quote> check box. The formula used is
given in <xref linkend="exp-smoothing-tool-formula-a-holt-winters-stderr" />.
@@ -976,11 +1101,94 @@
</mediaobject>
</screenshot>
</figure>
+
+ <para>If you check the <quote><guilabel>Include chart</guilabel></quote> check box, a line
+ graph showing the observations <parameter>y<subscript>t</subscript></parameter> and the
+ estimated level values <parameter>l<subscript>t</subscript></parameter> will also be created.
+ </para>
+
+ <example id="usingsmoothingtool-ahw"><title>Using the Exponential Smoothing Tool</title>
+ <para>
+ <xref linkend="smoothing-example-6" /> shows the options' tab of the exponential smoothing
+ tool for the additive Holt-Winters method. The data is expected to have a seasonal period
+ of 4 (this would for example happen if we have a data value for each quarter of a year).
+ <xref linkend="smoothing-example-7" /> shows the corresponding example output for the
+ additive Holt-Winters method. Cell C7 contains the estimated level at time 0, D7 the
+ estimated growth rate at time 0, and E4 to E7 the initial seasonal adjustments for each
+ of the 4 seasons preceding our data time period.
+ If you requested to have formulas rather than values entered into the sheet, then changing
+ any of these estimates, the values for α in A2, for γ in B2 and/or for δ
+ in C2 will result in an immediate change to the estimated values.
+ </para>
+</example>
+
+ <figure id="smoothing-example-6">
+ <title>Exponential Smoothing Tool Options (Additive Holt-Winters))</title>
+ <screenshot>
+ <mediaobject>
+ <imageobject>
+ <imagedata fileref="figures/analysistools-smoothing-ex6.png"
+ format="PNG" />
+ </imageobject>
+ <textobject>
+ <phrase>An image of the options' tab for the additive Holt-Winters method.</phrase>
+ </textobject>
+ </mediaobject>
+ </screenshot>
+ </figure>
+
+ <figure id="smoothing-example-7">
+ <title>Exponential Smoothing Tool Output (Additive Holt-Winters)</title>
+ <screenshot>
+ <mediaobject>
+ <imageobject>
+ <imagedata fileref="figures/analysistools-smoothing-ex7.png"
+ format="PNG" />
+ </imageobject>
+ <textobject>
+ <phrase>An image of the output of the additive Holt-Winters method.</phrase>
+ </textobject>
+ </mediaobject>
+ </screenshot>
+ </figure>
+
</sect3>
<sect3 id="exp-smoothing-tool-multiplicative-holt-winters">
<title>Multiplicative Holt-Winters Method</title>
+ <para>The multiplicative Holt-Winters method of exponential smoothing is appropriate when a time
+ series with a linear trend has a multiplicative seasonal pattern for which the level, the growth
+ rate and the seasonal pattern may be changing. A multiplicative seasonal pattern is a pattern in
+ which the seasonal variation can be explained by the multiplication of a seasonal constant
+ (although we allow for this constant to change slowly.)
+ </para>
+
+ <para><parameter>y<subscript>t</subscript></parameter> is the true value at time
+ <parameter>t</parameter>, <parameter>l<subscript>t</subscript></parameter>
+ is the estimated level at time <parameter>t</parameter>, <parameter>b<subscript>t
+ </subscript></parameter>
+ is the estimated growth rate at time <parameter>t</parameter> and <parameter>s<subscript>t
+ </subscript></parameter>
+ is the estimated seasonal adjustment for time <parameter>t</parameter>.
+ We use the three smoothing equations
+ given in <xref linkend="exp-smoothing-tool-formula-m-holt-winters" /> to update our estimates.
+ α is the value
+ given as <quote><guilabel>Damping factor</guilabel></quote>, γ is the value
+ given as <quote><guilabel>Growth damping factor</guilabel></quote> and δ is the value
+ given as <quote><guilabel>Seasonal damping factor</guilabel></quote>. <parameter>L</parameter>
+ is the value
+ given as <quote><guilabel>Seasonal period</guilabel></quote>. If your data consist of monthly
+ values, then <parameter>L</parameter> should be 12, if it consist of quarterly values then
+ <parameter>L</parameter> should be 4.
+ </para>
+
+ <para>This tool obtains initial (time 0) estimates for the level and growth rate by performing
+ a linear regression using the data values of the first 4 seasonal periods. It obtains estimates
+ for the seasonal adjustments by averaging the appropriate seasonal differences from values
+ predicted by linear regression alone during the first 4 seasonal periods.
+ </para>
+
<figure id="exp-smoothing-tool-formula-m-holt-winters">
<title>Exponential Smoothing Formulae Of The Multiplicative Holt-Winters Method</title>
<screenshot>
@@ -996,6 +1204,13 @@
</screenshot>
</figure>
+ <note><para>
+ If you choose to have the tool enter formulas rather than values into
+ the output region,
+ then you can modify the damping factors α, γ and δ as well as all
+ estimates after executing the tool.
+ </para></note>
+
<para>To have the standard errors output as well, check the
<quote><guilabel>Standard error</guilabel></quote> check box. The formula used is given in
<xref linkend="exp-smoothing-tool-formula-m-holt-winters-stderr" />. The denominator
@@ -1018,6 +1233,39 @@
</mediaobject>
</screenshot>
</figure>
+
+ <para>If you check the <quote><guilabel>Include chart</guilabel></quote> check box, a line
+ graph showing the observations <parameter>y<subscript>t</subscript></parameter> and the
+ estimated level values <parameter>l<subscript>t</subscript></parameter> will also be created.
+ </para>
+
+ <example id="usingsmoothingtool-mhw"><title>Using the Exponential Smoothing Tool</title>
+ <para>
+ <xref linkend="smoothing-example-8" /> shows the example output for the
+ multiplicative Holt-Winters method, assuming 4 seasons. Cell C7 contains the estimated level
+ at time 0, D7 the estimated growth rate at time 0, and E4 to E7 the initial seasonal
+ adjustments for each of the 4 seasons preceding our data time period.
+ If you requested to have formulas rather than values entered into the sheet, then changing
+ any of these estimates, the values for α in A2, for γ in B2 and/or for δ
+ in C2 will result in an immediate change to the estimated values.
+ </para>
+</example>
+
+ <figure id="smoothing-example-8">
+ <title>Exponential Smoothing Tool Output (Multiplicative Holt-Winters)</title>
+ <screenshot>
+ <mediaobject>
+ <imageobject>
+ <imagedata fileref="figures/analysistools-smoothing-ex8.png"
+ format="PNG" />
+ </imageobject>
+ <textobject>
+ <phrase>An image of the output of the multiplicative Holt-Winters method.</phrase>
+ </textobject>
+ </mediaobject>
+ </screenshot>
+ </figure>
+
</sect3>
</sect2>
Modified: trunk/doc/C/figures/Makefile.am
==============================================================================
--- trunk/doc/C/figures/Makefile.am (original)
+++ trunk/doc/C/figures/Makefile.am Sat Oct 11 04:51:44 2008
@@ -62,6 +62,10 @@
analysistools-smoothing-ex2.png \
analysistools-smoothing-ex3.png \
analysistools-smoothing-ex4.png \
+ analysistools-smoothing-ex5.png \
+ analysistools-smoothing-ex6.png \
+ analysistools-smoothing-ex7.png \
+ analysistools-smoothing-ex8.png \
analysistools-smoothing.png \
analysistools-tools.png \
analysistools-ttest-equal-ex1.png \
Added: trunk/doc/C/figures/analysistools-smoothing-ex5.png
==============================================================================
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Added: trunk/doc/C/figures/analysistools-smoothing-ex6.png
==============================================================================
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Added: trunk/doc/C/figures/analysistools-smoothing-ex7.png
==============================================================================
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Added: trunk/doc/C/figures/analysistools-smoothing-ex8.png
==============================================================================
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