Week 6 Discussion

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Egerton University *

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Industrial Engineering

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Nov 24, 2024

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Week 6 Discussion: Time Series Models and Visualizing Information Part 1 Time series decomposition is an important method for separating a time series (Y) into its underlying components which are the trend (T), Cycle (C), seasonal (S) and irregular (I). These components can be defined as below: a) Trend (T) is an important component that showcases the long-term changes within the time series. Generally, this component describes the overall trajectory of the data over time. The component can either be increasing, decreasing or even flat. b) Cycle (C) represent the periodic fluctuations within the time series that happen within a timeframe of more than one year. Additionally, this component has close relationship with economic and business cycles. c) Seasonal (S) showcases the periodic changes in the time series that happen within one year. This component is related with seasonal factors including holiday sales, climatic patterns and various other recurrent events. d) Irregular (I) is another important component which represents the haphazard or unpredictable changes within the time series that are not accounted for by other relevant elements. It is possible to utilize the trend component of the time series model to forecast the store's yearly sales over the following several years. The trend component, which indicates the overall direction of the data across time, plays a significant role in describing the long-term fluctuations within the time series. The upward trend in this instance indicates that the store's sales are rising over time. The given model predicts that the store's yearly sales will rise by $460,655 per year. We would simply add this amount to the sales from the prior year in order to produce a
projection for that particular year. If the store's sales in 2022 were $10 million, for instance, we may anticipate that they would be $10.46 million in 2023 ($10 million + $460,655). By continuing to add $460,655 to the sales from the prior year, we might similarly forecast the store's revenues for subsequent years. Part 2 The decision to choose either an additive or multiplicative model primarily relies on if the magnitude of the seasonal fluctuations corresponds to the trend’s magnitude. In this respect, it is worth acknowledging that the additive model is characterized by seasonal fluctuations which are independent of the trend. In contrast, the seasonal fluctuations of multiplicative model are perceived to be proportional to the trend. Based on the details of the scatter plot of the time series’ exponential trend, a clear upward trend is apparent. 2010 2012 2014 2016 2018 2020 2022 $0 $1,000,000 $2,000,000 $3,000,000 $4,000,000 $5,000,000 $6,000,000 f(x) = 460654.89 x − 926877641.62 R² = 0.72 Sales The upward trend indicates that the sales made by the store are constantly increasing. As per the provided regression model, the yearly sales made by the store are expected to increase by $460,655 annually. In this respect, the R-squared value stands at 0.7202. By projecting the trend component from this model, we may forecast the store's yearly sales over the following several
years. It is crucial to keep in mind that this forecast depends on the underlying variables influencing the time series remaining constant, which may not always be the case. Part 3 Time series models are helpful for monitoring variables like revenues, expenses, and profits over time, in conclusion. Time series are divided into four categories by time series decomposition: trend, cycle, seasonality, and irregularity. The connection between the amplitude of the seasonal variations and the trend determines whether an additive or multiplicative model should be used. We can see a definite increasing tendency based on the scatter plot of the exponential trend of the time series data. By projecting the trend component, we can forecast the store's yearly sales over the following several years, but it's vital to keep in mind that external events might impact those sales and should be taken into consideration when making decisions based on the projections.
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