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Syntax documentation Obligatory Forecast Parameters  Locate the document in its SAP Library structure

The following parameters are always required:

Forecast strategy 11FCSTR

This forecast strategy determines how forecast values will be calculated. The following table provides an overview of the strategies available and which parameters have to be set in relation to which strategies.

Forecast strategies and dependent parameters

ID

Description

Dependent parameter

11

Average

 

12

Moving average

Order of moving average 15MAORD

13

Weighted moving average

Weighting group 16GEWGR

21

Simple exponential smoothing (constant model)

Smoothing factor alpha 18ALPHA

or

Optimization of smoothing parameters 21OPT and optimization variable 22OPTVAR with, where necessary, search space limits 23ALPHA_F, 24ALPHA_T and initial step sizes for optimization 25ALPH_S.

22

Linear exponential smoothing (trend model)

Trend dampening factor 17TDAMP;

Smoothing factors alpha 18ALPHA, beta 19BETA

or

Optimization of smoothing parameters 21OPT and optimization variable 22OPTVAR with, where necessary, search space limits 23ALPHA_F, 24ALPHA_T, 26BETA_F, 27BETA_T, and initial step sizes for optimization 25ALPH_S, 28BETA_S.

23

Seasonal exponential smoothing

Periods per season 12PERIO;

Smoothing factor alpha 18ALPHA, gamma 20GAMMA

or

Optimization of smoothing parameters 21OPT and optimization variable 22OPTVAR with, where necessary, search space limits 23ALPHA_F, 24ALPHA_T, 29GAMM_F, 30GAMM_T , and initial step sizes for optimization 25ALPH_S, 31GAMM_S .

24

Trend-seasonal exponential smoothing

Periods per season 12PERIO;

Trend dampening factor 17TDAMP;

Smoothing factor alpha 18ALPHA, beta 19BETA, gamma 20GAMMA

or

Optimization of smoothing parameters 21OPT and optimization variable 22OPTVAR with, where necessary, search space limits 23ALPHA_F, 24ALPHA_T, 26BETA_F, 27BETA_T, 29GAMM_F, 30GAMM_T, and initial step sizes for optimization 25ALPH_S, 28BETA_S, 31GAMM_S.

31

Simple linear regression

Trend dampening, if necessary

41

Automatic model selection

Periods per season 12PERIO, if necessary;

Trend dampening factor 17TDAMP

Note

The parameters for outlier correction (outlier correction 13OUTL and Sigma factor 14SIGFAC) can be combined with any strategy.

Time variable TMVAR

Define a variable for the time characteristic (e.g. 0FISCPER) and specify which periods the past periods should be, and thereby, what the space of time for your observed values is. The observed values are the reference data.

 

See also:

Forecast Parameters

Optional Forecast Parameters

 

 

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