{"id":11142,"date":"2023-08-15T10:02:25","date_gmt":"2023-08-15T14:02:25","guid":{"rendered":"https:\/\/smartcorp.com\/forecasting\/6-observations-about-successful-demand-forecasting-processes-copy\/"},"modified":"2023-09-19T12:13:21","modified_gmt":"2023-09-19T16:13:21","slug":"la-funcion-de-pronostico-automatico","status":"publish","type":"post","link":"https:\/\/smartcorp.com\/es\/forecasting\/the-automatic-forecasting-feature\/","title":{"rendered":"La funci\u00f3n de previsi\u00f3n autom\u00e1tica"},"content":{"rendered":"

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Automatic forecasting is the most popular and most used feature of SmartForecasts and Smart Demand Planner. Creating Automatic forecasts is easy. But, the simplicity of Automatic Forecasting masks a powerful interaction of a number of highly effective methods of forecasting. In this blog, we discuss some of the theory behind this core feature. We focus on Automatic forecasting, in part because of its popularity and in part because many other forecasting methods produce similar outputs. Knowledge of Automatic forecasting immediately carries over to Simple Moving Average, Linear Moving Average, Single Exponential Smoothing, Double Exponential Smoothing, Winters\u2019 Exponential Smoothing, and Promo forecasting.<\/p>\n

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Forecasting tournament<\/strong><\/p>\n

Automatic forecasting works by conducting a tournament among a set of competing methods. Because personal computers and cloud computing are fast, and because we have coded very efficient algorithms into the SmartForecasts\u2019 Automatic forecasting engine, it is practical to take a purely empirical approach to deciding which extrapolative forecasting method to use. This means that you can afford to try out a number of approaches and then retain the one that does best at forecasting the particular data series at hand. SmartForecasts fully automates this process for you by trying the different forecasting methods in a simulated forecasting tournament. The winner of the tournament is the method that comes closest to \u00a0predicting new data values from old. Accuracy is measured by average absolute error (that is, the average error, ignoring any minus signs). The average is computed over a set of forecasts, each using a portion of the data, in a process known as sliding simulation.<\/p>\n

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Sliding simulation<\/strong><\/p>\n

The sliding simulation sweeps repeatedly through ever-longer portions of the historical data, in each case forecasting ahead the desired number of periods in your forecast horizon. Suppose there are 36 historical data values and you need to forecast six periods ahead. Imagine that you want to assess the forecast accuracy of some particular method, say a moving average of four observations, on the data series at hand.<\/p>\n

At one point in the sliding simulation, the first 24 points (only) are used to forecast the 25th through 30th historical data values, which we temporarily regard as unknown. We say that points 25-30 are \u201cheld out\u201d of the analysis. Computing the absolute values of the differences between the six forecasts and the corresponding actual historical values provides one instance each of a 1-step, 2-step, 3-step, 4-step, 5-step, and 6-step ahead absolute forecast error. Repeating this process using the first 25 points provides more instances of 1-step, 2-step, 3-step ahead errors, and so on. The average over all of the absolute error estimates obtained this way provides a single-number summary of accuracy.<\/p>\n

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Methods used in Automatic forecasting<\/strong><\/p>\n

Normally, there are six extrapolative forecasting methods competing in the Automatic forecasting tournament:<\/p>\n