(INSTITUTO DE TECNOLOGIA, 2015) SANTIAGO, Sandro Breval; LIMA, Orlem Pinheiro de; RODRÍGUEZ, Carlos Manuel Taboada; Jandecy Cabral Leite
The article evaluates the predictive capability of the Holt-Winters exponential smoothing method for forecasting the Unit Prices (PU) of Brazilian National Treasury Notes – type B (NTN-B) in the secondary market. The sample comprises daily PU quotations from January to December 2012. Results, analyzed using MAPE (0.33%) and Theil’s U (0.928) metrics, demonstrate that the additive Holt-Winters method is effective for pricing these securities, serving as a valuable tool for financial market trading decisions.
(INSTITUTO DE TECNOLOGIA, 2015) LIMA, Orlem Pinheiro de; SANTIAGO, Sandro Breval; RODRÍGUEZ, Carlos Manuel Taboada; Jandecy Cabral Leite
The study presents a demand forecasting analysis for a plastic injection industry in the Manaus Industrial Pole (PIM), using the Holt-Winters exponential smoothing method. Monthly sales data over 36 months (2010-2012) were analyzed, identifying additive seasonality patterns. The model was evaluated using Mean Absolute Percentage Error (MAPE) and Theil's U coefficient, demonstrating forecasting efficacy and emphasizing the importance of error analysis for continuous improvements.
