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???????? ??? ?e??d?????a ?????f???a?? S?st? a ?a?a????? ?p??e??? at???? ??? ???e?? ... ??????p????? - ?e?? ???? 2002 3. ??S?GOG? ... (Matlab, MathCad, Mathematica) ... – PowerPoint PPT presentation

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Title: asas t PowerPoint


1
?T???? ???S???? ???????????
S???? ?????????GO? ???????O? ??? ???????O?
?????G?S?O?
?O?S???????S ???????????S
??????????? ????????
?a?a????? ?p??e???µat????
???ß???e??
?T??? ?????????S 2002
2
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
???????S
  • ??sa????
  • ??sa????
  • ?????se????
  • ?p?s??p?s?
  • ?e?????? ???ß???e??
  • ????sµ??? ???ß???e??
  • ? ???tas?
  • ????????µ??? ?e??d?????a ?a?
  • ?????f???a?? S?st?µa
  • ?a?a????? ?p??e???µat????
  • ???ß???e?? TIFIS
  • ???sa?µ???? ??se? S?????? ?a?????
  • ? µ???d?? T
  • ???t???? ?peµß?se??
  • ? ?fa?µ???
  • TIFIS 2002 - ?????s?, S?ed?as?, ???pt???
  • TIFIS 2002 - ? efa?µ???
  • TIFIS 2002 - ?p?d?s?
  • S?µpe??sµata
  • S?µpe??sµata ????pt???
  •  


??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


2
3
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
??S?GOG?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


3
4
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
?????S????S
  • ?a?a?t???st??? (??s?, ?p???a??t?ta, ???????t?ta,
    ???a??t?ta)
  • ???µa??e? (???a?? ?p?p?d?? (Level Shift), ???a??
    st?? ?as??? t?s? (Change in Basic Trend),
    ?s?????ste? t?µ?? (Outlier), (ULO Unusual Last
    Observation) )
  • ????pe?? ?????se????
  • ?p???a??? ?????se????
  • ??p?p???s? (?a?a?t???st????, ?e????af??)
  • ?as??? e??a?e?a ?????s?? (G?af?µata, Stat?st????
    ?e??te?, ?e??te? sf??µat??, ?etas??µat?sµ??)

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


4
5
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
????????
  • ? µe?a??te?? p?????s? st?? a????s? ?????se????
    e??a? ? p??ß?e??, d??ad? p?? ? a???????a t??
    pa?at???se?? ?a s??e??ste? st? µ?????.
  • ?? ??t??µe?? e??a? ?a a??????e? µ?a d?ad??as?a
    p?? ?a e?asfa??se? ?t? ?a pa?a????? ?s? t??
    d??at?? p?? a???ße?? p??ß???e??, a???p????ta? st?
    ?pa??? ??? t?? d?a??s?µ? ?st????? p????f???a.
  • ????? ????? ???eta? ??a t?? a???ße?a t?? µ??t????
    p??ß???e??, ??a ta µe???a sf??µata ?a? t??
    ad??aµ?a t?? µ??t???? p??ß???e?? ?a ?p?de?????
    epe???µe?e? a??a??? p?? a?f??d?asa? ??? t??
    ep??e???µat??? ??sµ?.
  • ? ßas???te??? ????? ??a t?? ???t??? e??a? ??
    esfa?µ??e? apa?t?se?? t?? ???st?? t?? p??ß???e??.
    ? p??ß?e?? de? e??a? ?p??at?stat? t?? p??f?te?a?.
    ?a sf??µata st?? p??ß???e?? e??a? a?ap?fe??ta.
  • ?d?a?te?a s?µa?t???, ap? p?a?t???? ap??e??,
    e??a? ?a ?ata???s??? ?? ???ste? t?? p??ß???e?? ta
    ?ea??st??? p?e??e?t?µata a??? ?a? ta ???a t??
    µe??d?? p??ß???e?? ?a? ?a ta ??ß??? ?p??? t???
    ?ta? t?? ???s?µ?p????? st?? s?ed?asµ? ?a? st??
    ???? ap?f?se??.

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


5
6
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
???S????S?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


6
7
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
??T?????G??S ????GOG?S ????????O?
  • ??ß?????af?a ???? ?e???? p??s????s? - 5 st?d?a
    (???sµ?? ??t??µ???? ?a? pe?????sµ?? -gt
    p??et??µas?a ded?µ???? -gt d?a???st???? ??e???? -gt
    ep????? µe??d?? ???t???? p??sa?µ????)
  • IFIS 1994, Assimakopoulos Mentzas
  • J. S. Armstrong (2001) -gt p???? p??? ?µ?? µ?
    efa?µ?s?µ? µe??d?????a (139 ß?µata). ?
    µe??d?????a a?t? de? a??????e?ta? pa?? µ??? se
    ??a µ???? t?? µ???? ap? ta e?e?d??e?µ??a
    S?st?µata pa?a????? p??ß???e??. ?p? ta 139 ß?µata
    µ??? 25 ????? ????et??e? ap? ??p??a s?st?µata.
    ???ad? µ??? t? 20 t?? ß?µ?t?? ???s?µ?p??e?ta?
    e?? ?a???a p????aµµa de? ??e? ?a? t?? 25.
  • ?e? ????? µet??s?µa ap?te??sµata (??a????sµ??
    ???ß?e???)
  • ?? pe??ss?te?e? e?s?µat????ta? se Forecasting
    Software ?a? de? a?a????????ta?

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


7
8
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
??G?S???? ????????O?
  • ??e?d??e?µ??a pa??ta ????sµ???? ep??e???µat????
    p??ß???e??
  • (Actuarial Forecast, AUTOBOX, B345 ProSeries
    Econometric System, Decision Pro, Decision Time
    and What If?, Forecast PRO, EViews 4, Forecast
    PRO Unlimited, Forecast PRO XE, ForecastX Engine,
    ForecastX Wizard, Fygir Demand Planning, GAUSS,
    Inventory Analyst Pro, LVCS, NCSS 2000,
    NeuralSIM, Peer Planner, Professional II Plus,
    PSI Planner, ROADMAP GENEVA, SCA Forecasting
    Modeling Package, SmartForecasts for Windows,
    STATGRAPHICS, Statistica, STATLETS, Time Trends
    Forecast Warehouse )
  • Stat?st??? pa??ta
  • (Minitab, SAS, SPSS, S-Plus )
  • ????st??? f???a (Spreadsheets)
  • ?a??µat??? pa??ta
  • (Matlab, MathCad, Mathematica)

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


8
9
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
??G?S???? ????????O?
  • Modules se ERP s?st?µata
  • ??ad?µa??? p????f???a?? s?st?µata pa?a?????
    p??ß???e?? (FIS) (Flores/Pearce, RBF, AAM,
    AutomatANN, ARARMA )
  • ?fa?µ????-?p??es?e? pa?a????? p??ß???e?? µ?s? t??
    Internet (eForecasting)
  • - Online forecasting services
  • - Forecasting software packages with
    web-enabled modules
  • - Offline forecasting services
  • - Sites that provide forecasting over specific
    data
  • - Sites that provide forecasts over specific
    data

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


9
10
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
S??????S????
??sa ap? t?? ep?s??p?s? e??a? eµfa??? t? ?e?? p??
?p???e? a) d?e???? µ?a? ????????µ???? ?a?
efa?µ?s?µ?? µe??d?????a? pa?a?????
ep??e???µat???? p??ß???e??. ß) st?? ????da ??a
??a ????????µ??? p????f???a?? s?st?µa pa?a?????
ep??e???µat???? p??ß???e??
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


10
11
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
? ?????S? ? ??T?????G??
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


11
12
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
??T?????G??
  • ??t? t? ?e?? ???eta? ?a ?a???e? ? pa???sa
    d?at??ß?, µe t?? p??tas? ??a µ?a ????????µ???
    ?e??d?????a pa?a????? ?p??e???µat???? ???ß???e??
    ?a? t?? ???p???s? t?? a?t?st????? ?????f???a???
    S?st?µat?? TIFIS.
  • ????e?ta? ??a µ?a µe??d?????a-s?st?µa pa?a?????
    p??ß???e??,
  • p????? a?t?µat?p???µ??? (ARBA Automated Rule
    Based Adjustments, Nikolopoulos et. al. 2002f),
  • p?? de? apa?te? ap? t?? ???st? ?a e??a? e?d?µ??
    st?? p??ß???e?? (expert) µ?s? t??
    ße?t?st?p???µ???? µe??d?? T (Expert method,
    Assimakopoulos et. al. 1999, 2000),
  • ?a? pa??????a t?? d??e? t?? d??at?t?ta
    a?t?µat?p???µ???? ???t???? epeµß?se?? (automated
    judgmental adjustments, Lee et. al. 1998) ?a?
    ?p??es? p????? e?a??a?t???? se?a????.

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


12
13
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
?e??d?????a ?a?a????? ???ß???e??
?p????? ? d?µ??????a ?????se????
?e???sµ?? ????p?? ?????se????  
??t?µat?p???µ??? ??ad??as?a
?p?????sµ?? ?as???? Stat?st???? ?e??t??
???t??? ?p?µßas? sta ?ed?µ??a ?fa??es? ep?d?as??
???t???? ?e????t??
?????ep?d?as? µe t? ???st?
?p???a?? ?p?s???es?, ?e???sµ?? SOTL
??t?µat?? ?e???sµ?? ?s??e?e??? ?a? ?s?????st??
??µ?? OTL,ULO, LS, CBT
??????ta? ???ß?e???, ?p?????? pa?at???se??
G??f?µa ?ed?µ??a, ?p???a??? ?e??te?, ?p?de???
as?????st?? t?µ??
???ß?e?? ????d?? T, d?a????sµ?? ßa??? ??aµµ?? T,
??t?µ?s? ??aµe??µe??? Sf??µat??  
G??f?µa ?ed?µ??a, ???ß???e??, ??ast?µata
?µp?st?s???? ??t?µ?s? ??aµe??µe??? Sf??µat??
???t??? ?p?µßas? st?? ???ß???e?? p??sa?µ??? ??a
?p??es? ???t???? Ge????t??
?p?µßas? ???st? st?? ???ß???e?? St???? ?
µetaß??? ? Se?????
G??f?µa ?e????? ???ß???e??
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


13
14
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
????te?t????? TIFIS, ?µpe??a ?p?s?st?µata
(Experts)
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


14
15
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
????????? ?????????S????
?) ? p????? a?t?µat?p???µ??? a?a?????s?
a??µa???? st?? ?????se??? (ARBA Automated Rule
based Adjustments Nikolopoulos et. al. 2002e)
?) ? µ???d?? T (Theta)(Assimakopoulos et. al.
1999, 2000), o p????a? t?? a???te?t?????? TIFIS,
??a t?? pa?a???? s?µe?a??? p??ß???e?? (baseline
point forecasts), µe ße?t?st?p???s? pa?aµ?t???
a?? ?????se????, G) ?? ???t????
epeµß?se??-p??sa?µ???? (Judgmental adjustments)
st?? p??ß???e?? µ?sa ap? a?a????e? ???t????
?e????t?? sta ?st????? ded?µ??a µe s??d?asµ?
µe??d?? ??aµµ???? pa???d??µ?s?? ?a? te??????
?e???????? d??t??? (Lee et. al. 1998, ?apa??e???
?a? Sta???? 2002).
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


15
16
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
Rule Based Adjustments
  • ?s????e?e? ?p?p?d?? Level Shifts (LS)
  • ???a?? st?? ?as??? ??s? (CBT)
  • ???a?e? ??µ?? - Outliers (OTL)
  • ???a?e? t?µ?? p?? ?atast??f??? t? ep???a??
    p??t?p? (SOTL) 
  • ?s?????st? te?e?ta?a pa?at???s? (ULO)

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


16
17
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
Rule Based Adjustments
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


17
18
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
H ????d?? T
  • ? ????d?? T ??a ??a µ???d?? pa?a?????
    p??ß???e?? ßas?sµ??? se µ?a d?af??et???
    p??s????s? t?? ap?s???es??
  • ? µ???d?? T (Assimakopoulos et. al. 1999, 2000)
    e??a? µ?a ??a µ???d??stat? µ???d? p??ß?e???.
  • ? µ???d?? ßas??eta? st?? µetaß??? t?? t?p????
    ?aµp???t?t?? µ?a? ?????se???? µ?sa ap? t??
    pa??µet?? ? (Theta), ? ?p??a efa?µ??eta?
    ape??e?a? (p???ap?as?ast???) st?? d?af????
    de?te??? t???? t?? ded?µ????.
  • ? ?a???????a ?????se??? p?? d?µ?????e?ta?
    d?at??e? t?? µ?s? t?µ? ?a? ???s? (pa???d??µ?s??)
    t?? a?????? ?????se???? a??? ??? ?a? t?? t?p????
    ?aµp???t?te?. ?? ?????se???? p?? pa?????ta? µe
    a?t? t?? d?ad??as?a ???µ????ta? ??aµµ?? T (Theta
    Lines).
  • ?as??? p???t??? ?a?a?t???st??? a?t?? t?? ??aµµ??
    e??a? ? ?a??te?? p??s????s? t?? µa???p???esµ??
    s?µpe??f????t?s?? t?? ded?µ???? ?
    a??de???-t???sµ?? t?? ß?a??p???esµ??
    ?a?a?t???st????, a?????a µe t?? t?µ? t??
    pa?aµ?t??? ? (lt,gt1).
  • ? p??te???µe?? µ???d?? ap?s????te?d?a?????e? t??
    a????? ?????se??? se d?? ? pe??ss?te?e? ??aµµ??
    T. ? ???e ??aµµ? T p??e?te??eta? st? µ?????
    ?e????st? ?a? ?? pa?a??µe?e? p??ß???e??
    s??d?????ta? µe ?sa ß???.

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


18
19
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
H ????d?? T
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


19
20
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
H ????d?? T
? S?µe?a??? p??ß???e??  1) ? µ???d?? T
pe????e? ??? t?s??. ? ???? t?s?? e??a? sta?e???
?a? ?s?? µe t? µ?s? t?? ???s?? pa???d??µ?s??
(regression slope) t?? a?????? ?????se????. 2)
? pa??µet??? a/ t?? µ??t???? ?p?????st??e µet?
ap? efa?µ??? SES st?? ??aµµ? ? L(2).
 
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


20
21
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
H ????d?? T
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


21
22
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
H ????d?? T
St? TIFIS ? Theta Expert d?e???e? ??a?
d?a????sµ? (tournament) ??a ?a ap?fas?se? ta
ß??t?sta ß??? ??a t?? d?? ??aµµ?? T (?0 ?a?
?2). ?a ß??? p?? pa?????? t?? p?? a???ße??
p??ß???e??, e??a? a?t? p?? ? Theta expert ?a
???s?µ?p???se? ??a t?? pa?a???? µe????t????
p??ß???e??. ? d?a????sµ?? d?e???eta? ??a µ?a
pe???d? ?s? µe t?? a???µ? pe???d?? a?? ?t??, p.?.
??a µ???a?e? ?????se???? se ??a? ??????ta 12
pa?at???se??.
 
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


22
23
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
Judgmental Adjustments
  • Judgmental Factor
  • Judgmental Event
  • Judgmental Instance
  • Judgmental Impact
  • Judgmental Case
  • Judgmental Scenario

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


23
24
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
???sµ?? ???t???? ?a?a???t??
??s? ???t???? ?a?a???t??
????te?t????? TIFIS, ???t??? ?p?µßas? sta
?ed?µ??a ?fa??es? ep?d?as?? ???t???? ?e????t??
 
 
??a?????s? ?st?????? ???t???? Ge????t??
                             
??s? ???t???? Ge????t??
????sµ?? ???t???? ?e????t?? a?? ??????? pe???d?
??s? ???t???? Ge????t?? a?? pe???d?  
?fa??es? ep?d?as?? ???t???? ?e????t?? ap? ta
ded?µ??a t?? ?????se????  
       
F??t?a??sµ??? ?????se???
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


24
25
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
Judgmental Adjustments
 
???sµ?? ?p???se?? ???t???? Ge????t??
????te?t????? TIFIS, ???t??? ?p?µßas? st??
???ß???e?? p??sa?µ??? ??a ?p??es? ???t????
Ge????t??
??s? ?p???se?? ???t???? ?e????t??
?atas?e?? µ??t???? ??a ???t??? p??sa?µ???
?a?a???? ???t???? p??ß???e??
???sa?µ??? st?? p??ß???e?? t?? µe??d?? T  
?a???s?as? p??sa?µ?sµ???? p??ß???e??
?e????? ???ß???e??  
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


25
26
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
Judgmental Adjustments
???t??? ???ß?e??? ??a t?? ?p???se?? ???t????
Ge????t?? St?? a???te?t????? TIFIS
???s?µ?p??e?ta? t? a??????? p??t?????? ep??????
µ??t???? p??ß?e??? ??a t?? ?p???se?? ???t????
Ge????t?? a) ??? sta ?st????? ded?µ??a ?????
eµfa??ste? µ??? ap?? ???t??? ?e????ta (???t???
?e????ta ap?te???µe?a ap? ??a? ???t??? pa?????ta
?a?a?t?????µe?a ap? µ?a pa??µet??)    ?p??
???t???? ?e????t?? ?p?? ??aµµ??? pa???d??µ?s?
  ????ap?? ???t??? ?e????? G?aµµ????
S??d?asµ?? t?? ap?te?esµ?t?? ap??? ??aµµ????
pa???d??µ?se?? ??a ???e pa?????ta ?e????st? ß)
??? sta ?st????? ded?µ??a ????? eµfa??ste? ?a?
p???ap?? ???t??? ?e????ta (???t??? ?e????ta
ap?te???µe?a ap? p?????? ???t????? pa?????te?
?a?a?t?????µe?a ap? p????? pa?aµ?t????) G??eta?
??a? d?a????sµ?? p??ß?e??? a??µesa se ??a µ??t???
p???ap??? pa???d??µ?s?? ?a? se µ?a ???????e?a
te???t?? ?e???????? d??t???. ? µ???d?? p?? ?a
p??????e? ?a ???s?µ?p????e? ??a t?? pa?a???? t??
ep?d??se?? t?? ?p??es? ???t???? ?e????t??. ?
????t?? t?? d?a????sµ?? ????eta? se µ?a µe??da
t?? ?st?????? ???t???? ?e????t?? p?? ??e? e?d???
desµe??e? ??a a?t? t?? s??p?.  
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


26
27
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
? ?F????G? ?? ?????F?????? S?S????
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


27
28
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ?????S?, S?????S?
?as???? ??t?t?te? - ???se??          ?????se???.
         ?ed?µ??a.          ???µa??e?
?ed?µ????          ?p???a??? ?e??te?         
?p???a?? ???t?p?.          S???e?e??
?????se????.          ???e?t?se??         
???ß???e??.          Sf??µata.         
?at?????a ?????se????.          ?????se????
?at?????a? ?????se????.         
Se????a          ???se?? Se?a????.         
???t???? ?a?????ta?.          ?a??µet???
???t???? ?a?a???t??.          ???t??? Ge?????.
         ?a??µet??? ???t???? Ge????t??.
         Sf??µata Se?a???? / ?e??d??.  
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


28
29
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ?????S?, S?????S?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


29
30
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 - ????????
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


30
31
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 - ????????
? ???ssa Delphi 6.0 ? Delphi ep????t??e se
a?t?? t?? efa?µ??? ?????? ???? t?? a??e?t????
a?t??e?µe??st?ef??? ?a?a?t??a t??. ? ??d?s? 6.0
e??a? ? p?? p??sfat? ??d?s? t?? ???ssa? Delphi
?a? pe????e? a???µ??e? d??at?t?te? a??pt????
windows-based a??? ?a? Internet-based efa?µ????
(XML application, SOAP, eService).
?? Framework GDF ?e t?? ??? framework e?????µe
??a s?st?µa f??µ?? ?a? ?e?t??????? p?? ?????
a?apt???e? ??a µ?a ???ssa p????aµµat?sµ?? µe
s??p? t?? a?t?µat?p???s? t?? d?ad??as???
a??pt???? efa?µ???? µe????? ???µa?a?. ?e t??
???s? framework (st??ta? p?a?t??? sta Software
House) e?asfa???eta? ? ta??te??, d?µ?µ??? ?a?
p???t??? a??pt??? ????sµ???? ?a??? ?a? ? p??
e????? e?s?µ?t?s? ???? p????aµµat?st?? se µ?a
?µ?da a??pt???? p?? ?d? ?e?t????e?
ap?te?esµat???. ?? framework GDF a?apt?????e
e?d??? sta p?a?s?a t?? pa???sa? d?at??ß?? ??a t??
ta??te?? ?a? p????ste?? a??pt??? t??
p????f???a??? s?st?µat?? TIFIS, a??? ?a?
µe????t???? efa?µ???? t?? ????da? S?st?µ?t??
???ß???e?? ?a? ????pt????. ???a? ßas?sµ??? st??
Delphi 6.0 ?a? a?apt?????e ßas?sµ??? st??
eµpe???a p?? ap???µ?st??e ap? t?? s??e??as?a µe
t?? µe?a??te?? eta??e?a ????sµ???? st?? ????da
Delta-Singular (????? 2000 - SINGULAR ?.?).
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


31
32
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 - ????????
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


32
33
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 - ????????
?a?a?t???st??? ?fa?µ????
         SQL DBMS          4LA
abbreviations          Database Independent
Software          Source Code Comment         
Generic Source code          ?e????af??? ???µata
µetaß??t??          Low coupling          ???
global µetaß??t??          Graphs         
Popup Menus - Menus          Toolbars         
Statusbars          Help          Hints
Tooltips          Manual
         Object Oriented          Based on
HighLevel 2-tier Framework          Event
Driven          User Friendly          2-tier,
upgradable to 3-tier          Multilingual
(Resources files)          Software
documentation         Error Handling
         Windows Standard UI         
MDI          ICON Buttons         
Profiling          Version Control         
Case Tool (Visual Studio Visual Modeler)
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


33
34
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 - ????????
St?d?a ???pt???? 1? St?d?? M3-Analyzer
(Sept?µß??? 1997-?e??µß???? 1998) 2? St?d??
Theta Forecaster (?a???????? 1999-???t??? 2001)
  • Theta Forecaster Batch,
  • Theta Forecaster FSU,
  • Theta Forecaster Student,

3? St?d?? TIFIS 1.0 (?p?????? 2001- ?e??µß????
2001) 4? St?d?? TIFIS 2.0 (?a????????
2002-?????st?? 2002) 5? St?d?? TIFIS 2002
(Sept?µß???? 2002-???µß???? 2002) ??????sa
??d?s? t?? efa?µ???? - 8000 ??aµµ?? ??d??a.
?????? St?d?? TIFIS 2003, eTIFIS, gTIFIS,
mTIFIS (???µß???? 2002-) St?? pa???sa f?s? ?
e?????? t?? TIFIS p??????e? pa??????a se t?sse?a
ep?peda
  • TIFIS 2003, ? ??d?s? t?? efa?µ???? ??a t?? ??a
    ??????, ? ?p??a a?aßa?µ??eta? se 3-tier
    a???te?t?????
  • eTIFIS, ??d?s? t?? efa?µ???? sa? eService ?a?
    eApplication ??a t? Internet
  • gTIFIS, ??d?s? t?? efa?µ???? p?? ?a s??d?eta? µe
    GIS s?st?µata
  • mTIFIS,??d?s? t?? efa?µ???? p?? ?a s??d?eta? µe
    ta p?? d?aded?µ??a ERP
  • s?st?µata t?? e???????? a????? (SEN, OFIN,
    ?.a.).

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


34
35
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
?p?????st???? ?pa?t?se??          ???p??et?t??
??s?? ded?µ???? (Database Server) St?? Database
server ?a p??pe? ?a ?e?t????e? ap?d?t??? t? DBMS
s?st?µa MS SQL Server 7.0 ? MS SQL Server 2000.
O? e? t??t?? ? e????st? apa?t?s? e??a? ??a
?p?????st?? PII 266MHz, 128 Ram, 4 GB HD, CD-Rom,
Mouse, MS Windows NT ?a? ? p??te???µe?? s???es?
P4 1.5 GHz, 512 Ram, 20 GB HD, CD-Rom, Mouse, MS
Windows 2000 Professional. ? ß?s? ded?µ???? t??
efa?µ???? ??a 1500 ?????se???? ap? 100
pa?at???se?? ? ???e µ?a ?ata?aµß??e? ???? 10 MB
st?? s????? d?s??          Sta?µ?? e??as?a?
???st? (Client Workstation) St?? Client
Workstation ?a p??pe? ?a ?e?t????e? ap?d?t??? ?
efa?µ??? TIFIS 2002. O? e? t??t?? ? e????st?
apa?t?s? e??a? ??a ?p?????st?? PII 266MHz, 128
Ram, 2 GB HD, CD-Rom, Mouse, MS Windows 98 ?a? ?
p??te???µe?? s???es? P4 1.5 GHz, 256 Ram, 10 GB
HD, CD-Rom, Mouse, MS Windows 2000 Professional.
? e??at?stas? t?? efa?µ???? ??e???eta? pe??p?? 5
?? st?? s????? d?s?? ?a? ?ta? t???e? ? efa?µ???
???s?µ?p??e? pe??p?? 30 ?? ap? t?? ?e?t????
µ??µ?.
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


35
36
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


36
37
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


37
38
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


38
39
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


39
40
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


40
41
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


41
42
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


42
43
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


43
44
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


44
45
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


45
46
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ? ?F????G?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


46
47
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ?????S?
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


47
48
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
TIFIS 2002 ?????S?
?p????s? s?st?µat?? ? d???µ? ????e ??a d??
d?af??et???? pe??pt?se??. ?) ? SQL Server 7.0
e??a? e??atest?µ???? st?? ?/? t?? ???st? (de?
?p???e? d??t?? ?p?????st??) ?) ? SQL Server 7.0
e??a? e??atest?µ???? st?? Database Server e???
t?p???? d??t??? NT, 10/100 ?bit, 10 sta?µ??
e??as?a? µe f?s???? d?ad??µ?? p?? de? ?epe?????
ta 20 µ?t?a. St?? ?/? t?? ???st? e??a?
e??atest?µ???? SQL Server 7.0 Client. ???????
ap????s? t?? s?st?µat?? G?a t?? s???es? (?) t?
s?st?µa ??e??st??e 2 ?ept? ??a t?? pa?a???? 18
p??ß???e?? (p????tas? e??µ?s? ????? st? µ?????)
??a t?? 1428 ?????se????. G?a t?? s???es? (?) t?
s?st?µa ??e??st??e 3 ?ept?. ?pa?t?se?? se µ??µ? ?
ß?s? ded?µ???? t?? efa?µ???? ??a t?? 1428
?????se???? ?ata?aµß??e? ???? 10 MB st?? s?????
d?s?? t?? Database Server. ? e??at?stas? t??
efa?µ???? ??e???eta? pe??p?? 5 ?? st?? s?????
d?s?? ?a? ?ta? t???e? ? efa?µ??? ???s?µ?p??e?
pe??p?? 30 ?? ap? t?? ?e?t???? µ??µ?.
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


48
49
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
S??????S???? ?????????
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


49
50
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
S??????S????
? pa???sa d?at??ß? pa???s?ase a) µ?a
????????µ??? µe??d?????a pa?a?????
ep??e???µat???? p??ß???e?? ?a? ß) t??
a???te?t?????, t?? ???p???s? ?a? t?? a???????s?
t?? a?t?st????? p????f???a??? s?st?µat??, TIFIS
(Theta Intelligent Forecasting Information
System) (Assimakopoulos et. al. 2001,
Nikolopoulos et. al. 2002c). ?? p????f???a???
s?st?µat?? ???s?µ?p??e? e?e?d??e?µ??e? te??????
µe s??p? t?? pa?a???? ep??e???µat???? p??ß???e??
?a? pa??????a ?a d??e? t?? d??at?t?ta st?? ???st?
??s?µ?t?s?? G??s??. ? p??te???µe??
a???te?t????? ?????????e? µ?sa se ??a s?st?µa
?p?st?????? ap?f?se?? t?sse?a ?p?s?st?µata, t?
?p?s?st?µa ?e???sµ?? ?e?t??????? (Process
Expert), t? ?p?s?st?µa ße?t?st?p???s?? t??
µe??d?? T (Theta Expert), ?e???sµ?? ded?µ????
(Data Expert) ?a? ???t????-?p??e?µe?????
ep?µßas?? (Judgment Expert) ta ?p??a s???????
ap??p????? t?? d?ad??as?a pa?a????? a???p?st??
p??ß???e?? ?a? a????????? p?st? t?? st??ta?
te?????? / a???? t?? d?ad??as?a? p??ß?e???.
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


50
51
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
S??????S????
?? p????f???a?? s?st?µa a???p??e? ??a
e?e?d??e?µ??? µ??t??? p??ß?e???, t?? ????d? T
(Assimakopoulos et. al. 1999, 2000) ? ?p??a
pa???e? a???ße?? p??ß???e?? ??a ??a e??? f?sµa
ep??e???µat???? ?????se????. ?? ?µpe???
?p?s?st?µa Theta Expert ße?t?st?p??e? t?? µ???d?
T pa?????ta? a??µ? p?? a???p?ste? p??ß???e?? (se
s??s? µe t?? d?a????sµ? ?3) pa?????ta? pa??????a
t?? d??at?t?ta ???t???? epeµß?se??
(Assimakopoulos et. al. 2002, Nikolopoulos et.
al. 2002c). ? eµpe???a - e?f??a t??
p??te???µe??? s?st?µat?? s???stata? st??  G??s?
t?? s?st?µat?? t?? apa?a?t?t?? ß?µ?t?? ??a µ?a
s?st?µat??? ?a? µe??d??? p??s????s? t??
d?ad??as?a?, ?p?? a?t? ?a e?te????ta? ap? ??a?
?µpe??? a?a??t? (expert) (Armstrong 2001,
Nikolopoulos et. al. 2002b, 2002c)  ??a??t?ta
t?? s?st?µat?? ?a µa?a??e? ap? t?? p??????µe?e?
ep?d?se?? t?? se s???e???µ??e? ?????se????
a????? (Nikolopoulos et. al. 2002c) ??
p??te???µe?? p????f???a?? s?st?µa ???p??????e µe
t?? a?t??e?µe??st?ef? ???ssa p????aµµat?sµ??
Delphi 6.0 ?a? t? framework GDF (p?? a?apt?????e
e?d??? sta p?a?s?a a?t?? t?? d?da?t?????? ??a
a?t?? t?? efa?µ???). ?? ep?d?se?? t??
s?st?µat?? (??????? ap????s? apa?t?se?? se
µ??µ?) e??a? ?d?a?te?a ??a??p???t????.
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


51
52
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
? ????????
? d?at??ß? ???????????e µ?sa se p??te ?????a
(???µß???? 1997-???µß???? 2002) ?a? ?d???se se
  • 2 d?µ?s?e?se?? se d?e??? ep?st?µ????? pe???d???
  • 2 d?µ?s?e?s? se d?e???? ep?st?µ????? pe???d???,
    st? st?d?? t?? te????? d?????se?? (final
    revision)
  • 3 a?a?????se?? se d?e??? s???d??a
  • 8 ?p? ?????s? d?µ?s?e?se?? (pending) se d?e???
    ep?st?µ????? pe???d???
  • 1 ?p? ?????s? a?a?????s? (pending) se d?e????
    s???d???
  • 7 d?p??µat???? e??as?e?
  • M???µ? s??e??as?a ??a ???t??? ß?ß???? µe t?
    d?e???? pe???d??? International Journal of
    Forecasting
  • 1 s?µµet??? se d?e???? e?e???t??? project
  • 3 e?e???t??? project t?? ?.?.?.S.?.?.-???

??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


52
53
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
?????????
????pt??? ????te?t?????, ?e??d?????a
TIFIS ?s?? af??? t?? µe??d?????a - a???te?t?????
TIFIS ?a µp????sa? ?a ?????? ?? a??????e?
epe?t?se?? a?aßa?µ?se?? a) ?a p??ste????
pe??ss?te??? ?a???e? a?a?????s?? a??µa???? (ARBA,
Nikolopoulos et. al. 2002e) ?ste ?a ep?t?????eta?
??a a??µa ?a??te?? f??t????sµa st?? a?????
?????se??? p??? efa?µ?ste? ? µ???d?? T, ß) ?a
a?t?µat?p????e? p????? ? d?ad??as?a ???t????
epeµß?se?? st?? p??ß???e?? ap? t?? ???st? µ?sa
ap? t?? e?sa???? µa?at????a? pa?aµ?t??? a?t?
µa??µat???? pa?aµ?t???, ?) ?a p??ste????
??????µet???? (p???pa???d??µ???) µ??t??a
e?a?t?µe??? µetaß??t?? ?a? d) ?a ????et?????
pe??ss?te?e? ap? t?? 139 a???? t?? µe??d?????a?
t?? J. S. Armstrong (Armstrong 2001). ????pt???
????d?? T ?? d?? ??aµµ?? T (?0 ?a? ?2)
e??a? µ?a µ??? ap? t?? d??at?? ep?????? ??aµµ??
p?? p????pt??? ap? t?? ?e???e?s? t?? µ??t????. ?
p??t? p????tas? ?a ?ta? ?a ???s?µ?p???????
pe??ss?te?e? ap? d?? ??aµµ?? T ?? ?p??e? µ???sta
?a µ?? e??a? ?p???e?t??? s?µµet????? ?? p??? t??
µ???da. ???? µ?a p???pt??? e??a? ? ???s?µ?p???s?
d?af??et???? s??d?asµ?? ??aµµ?? T ??a ???e
??????ta p??ß?e???. ?? p?? e?p?d?f???
?a?a?t???st??? t?? µ??t???? e??a? ? ???s?µ?p???s?
d?af??et???? ??aµµ?? T a?? ?????se???.
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


53
54
????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
?????????
????pt??? ?fa?µ??? TIFIS 2002 ??a p??t?
p???pt??? e??a? ? d??at?t?ta t?? s?st?µat?? ?a
p??sa?µ??eta? a?????a µe t?? µ??f? t?? d??t???
(LAN ? W??) ??a ?a??te?? ep????????a, d??ad? ?a
??e? e?a??a?t????? t??p??? e?t??es?? t??
e??t?µ?t?? (queries) p??? t?? ß?s?. ??a p??
µa???p???esµ? p???pt??? t?? efa?µ???? e??a? ?
µet?ßas? t?? efa?µ???? se 3-tier ?a? n-tier
a???te?t?????.   ????pt??? ??as??des? TIFIS
µe ???e? efa?µ???? ??a s?µa?t??? p???pt??? e??a?
? d?as??des? t?? TIFIS µe ?p?????se? p?atf??µe?.
??a??t??? gTIFIS ??as??des? ?fa?µ???? µe GIS
s?st?µata (ArcView, MapInfo) ??a t?? pa?a????
p??ß???e?? se ?e???af???? ß?se?? ded?µ????
(?a????t?? 2000, Pagourtzi et. al.
2003). eTIFIS pa???? p??ß???e?? µ?sa ap? t?
d?ad??t??, e?te ?? efa?µ???(eTIFIS) e?te ??
?p??es?a (SOAP Interface, eService) (Tavanidou
et. al. 2002, Nikolopoulos et. al.
2002d). mTIFIS e?s?µ?t?s? ? d?as??des? t??
TIFIS se/µe ???st? ERP s?st?µata ?? ?p?s?st?µa
module (OFIN- Emphasis Systems,
Sen-Delta-Singular) (????? 2000, Nikolopoulos et.
al. 2002a, Maris et. al. 2002).
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


54
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????????µ??? ?e??d?????a ?????f???a?? S?st?µa
?a?a????? ?p??e???µat???? ???ß???e??
??O??S??S
??da?t????? ??at??ß? - ?. ??????p????? -
?e??µß???? 2002


55
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