Standard Forecasting

Standard forecasting optimizes the forecasting parameters to minimize the error measure between the fit values and the historical data for the same period. For example, consider Table 5 showing historical data and calculated fit values for periods 1 through 7.

Table 5. Example of Historical Data and Fit with Standard Forecasting

PeriodHistorical Data ValueFit Value
1472488
2599609
3714702
4892888
5874890
6896909
7890870

Predictor calculates the RMSE using the differences between the historical data and the fit data from the same periods. For example:

(472-488)2 + (599-609)2 + (714-702)2 + (892-888)2 + ...

For standard forecasting, Predictor optimizes the forecasting parameters so that the RMSE calculated in this way is minimized.