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Similarity searching modell with Excel. Zoltán Varga PhD student SZIU. 0. Historical sales data. 6. Interpretation to the actual data. 1. Periodical simple average. Previous (Classical) model for sales forecast. 2. Smooth step 1 by moving average.
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Similarity searching modell with Excel Zoltán Varga PhD student SZIU
0. Historical sales data 6. Interpretation to the actual data 1. Periodical simple average Previous (Classical) model for sales forecast 2. Smooth step 1 by moving average 3. Smooth step 2 by exponential cleaning 4. Estimation 5. Forecasted values
0. Raw OAM (Object-Attribute Matrix 6. Optimizing 1. Ranked OAM 5. Definition of model error for minimizing Similarity analysis(COCO – Component-basedObject Comparison for Objectivity) 2. Definition of stair cases (range of results) 4. Definition of object function 3. Definition of difference of neighboring stairs (restrictions)
The story that lead to the birth of similarity searching model • EMC 2014 • Katalin Óhegyi and stock market dataset • Philosophy of similarityby COCO
6. Evaluating to the actual data by category accuracy and directional stability 0. Times series 1. tn/tn+1; tn+1/tn+2… ratio 5. First elements of the sequences m+1, 2 ,3…z are stored until z Similarity searching model 2. Generation of non-overlapping categories 4. Searching for the most similar pair (m) of the last known sequence (n), and repeated search for the sequence m+1 with its first element is stored 3. Generation of sequences (5 category points at most)
Test on Crude Futures Open • 184 weeks used to forecast the next 25 • 19 categories
Test on Crude Futures Open - Benchmark • 184 weeks used to find the most common
Test on Crude Futures Open – Benchmark results • 184 weeks used to forecast the next 25 • 19 categories
Test on sales time series of one product • 100 weeks used to forecast the next 50 • 7 categories
Test on on sales time series of one product - Benchmark • 100 weeks used to find the most common
Test on sales time series of one product – Benchmark results • 100 weeks used to forecast the next 50 • 7 categories
Summary of tests • Crude Futures directional stability: • Similarity Searching Model: 72% • Benchmark: 68% • Product sales time series directional stability: • Similarity Searching Model: 66% • Benchmark: 60%
