HH

© All Rights Reserved

Просмотров: 3

HH

© All Rights Reserved

- Demand Forecasting in Supply chain
- Time Series Smoothing in Excel
- Westpack JUN 14 Australia & NZ Weekly
- SPY Trading Sheet - Thursday, August 12, 2010
- Exponential Smoothing- The State of the Art
- SCA Tool
- 2011.01.14 GS Market_monitor
- Brochure ICQRE2011
- World Catalysts
- Application of the Analytic Hierarchy Process (AHP) for Selection of Forecasting Software
- Demand Forecasting
- APO DP Forecasting
- d Ifta Journal 00
- A Practical Guide to Technical Indicators Moving Averages
- 1-s2.0-S009630030600943X-main
- XLMinerUserGuide.pdf
- artigo_3 fernanda.pdf
- EETC-WEEK-8
- IPM
- Chapter_2_Understanding_Time_Series_student.pdf

Вы находитесь на странице: 1из 65

Forecasting using

OTexts.com/fpp/7/

Forecasting using R 1

Outline

Simple methods

Random walk forecasts

yT +1|T = yT

Average forecasts

T

1X

yT +1|T = yt

T

t =1

recent data more highly.

Simple exponential smoothing uses a weighted

moving average with weights that decrease

exponentially.

Forecasting using R Simple exponential smoothing 3

Simple methods

Random walk forecasts

yT +1|T = yT

Average forecasts

T

1X

yT +1|T = yt

T

t =1

recent data more highly.

Simple exponential smoothing uses a weighted

moving average with weights that decrease

exponentially.

Forecasting using R Simple exponential smoothing 3

Simple methods

Random walk forecasts

yT +1|T = yT

Average forecasts

T

1X

yT +1|T = yt

T

t =1

recent data more highly.

Simple exponential smoothing uses a weighted

moving average with weights that decrease

exponentially.

Forecasting using R Simple exponential smoothing 3

Simple methods

Random walk forecasts

yT +1|T = yT

Average forecasts

T

1X

yT +1|T = yt

T

t =1

recent data more highly.

Simple exponential smoothing uses a weighted

moving average with weights that decrease

exponentially.

Forecasting using R Simple exponential smoothing 3

Simple Exponential Smoothing

Forecast equation

yT +1|T = yT + (1 )yT 1 + (1 )2 yT 2 + ,

where 0 1.

Observation = 0.2 = 0.4 = 0.6 = 0.8

yT 1 0.16 0.24 0.24 0.16

yT 2 0.128 0.144 0.096 0.032

yT 3 0.1024 0.0864 0.0384 0.0064

yT 4 (0.2)(0.8)4 (0.4)(0.6)4 (0.6)(0.4)4 (0.8)(0.2)4

yT 5 (0.2)(0.8)5 (0.4)(0.6)5 (0.6)(0.4)5 (0.8)(0.2)5

Simple Exponential Smoothing

Forecast equation

yT +1|T = yT + (1 )yT 1 + (1 )2 yT 2 + ,

where 0 1.

Observation = 0.2 = 0.4 = 0.6 = 0.8

yT 1 0.16 0.24 0.24 0.16

yT 2 0.128 0.144 0.096 0.032

yT 3 0.1024 0.0864 0.0384 0.0064

yT 4 (0.2)(0.8)4 (0.4)(0.6)4 (0.6)(0.4)4 (0.8)(0.2)4

yT 5 (0.2)(0.8)5 (0.4)(0.6)5 (0.6)(0.4)5 (0.8)(0.2)5

Simple Exponential Smoothing

Weighted average form

yt+1|t = yt + (1 )yt|t1

parameter.

The process has to start somewhere, so we let the

first forecast of y1 be denoted by `0 . Then

y2|1 = y1 + (1 )`0

y3|2 = y2 + (1 )y2|1

y4|3 = y3 + (1 )y3|2

..

.

Forecasting using R Simple exponential smoothing 5

Simple Exponential Smoothing

Weighted average form

yt+1|t = yt + (1 )yt|t1

parameter.

The process has to start somewhere, so we let the

first forecast of y1 be denoted by `0 . Then

y2|1 = y1 + (1 )`0

y3|2 = y2 + (1 )y2|1

y4|3 = y3 + (1 )y3|2

..

.

Forecasting using R Simple exponential smoothing 5

Simple Exponential Smoothing

yt+1|t = yt + (1 )yt|t1

Substituting each equation into the following equation:

y3|2 = y2 + (1 )y2|1

= y2 + (1 ) [y1 + (1 )`0 ]

= y2 + (1 )y1 + (1 )2 `0

y4|3 = y3 + (1 )[y2 + (1 )y1 + (1 )2 `0 ]

= y3 + (1 )y2 + (1 )2 y1 + (1 )3 `0

..

.

yT +1|T = yT + (1 )yT 1 + (1 )2 yT 2 + + (1 )T `0

T 1

X

yT +1|T = (1 )j yT j + (1 )T `0

j=0

Forecasting using R Simple exponential smoothing 6

Simple Exponential Smoothing

yt+1|t = yt + (1 )yt|t1

Substituting each equation into the following equation:

y3|2 = y2 + (1 )y2|1

= y2 + (1 ) [y1 + (1 )`0 ]

= y2 + (1 )y1 + (1 )2 `0

y4|3 = y3 + (1 )[y2 + (1 )y1 + (1 )2 `0 ]

= y3 + (1 )y2 + (1 )2 y1 + (1 )3 `0

..

.

yT +1|T = yT + (1 )yT 1 + (1 )2 yT 2 + + (1 )T `0

T 1

X

yT +1|T = (1 )j yT j + (1 )T `0

j=0

Forecasting using R Simple exponential smoothing 6

Simple exponential smoothing

Initialization

Last term in weighted moving average is

(1 )T `0 .

So value of `0 plays a role in all subsequent

forecasts.

Weight is small unless close to zero or T

small.

Common to set `0 = y1 . Better to treat it as a

parameter, along with .

Simple exponential smoothing

Initialization

Last term in weighted moving average is

(1 )T `0 .

So value of `0 plays a role in all subsequent

forecasts.

Weight is small unless close to zero or T

small.

Common to set `0 = y1 . Better to treat it as a

parameter, along with .

Simple exponential smoothing

Initialization

Last term in weighted moving average is

(1 )T `0 .

So value of `0 plays a role in all subsequent

forecasts.

Weight is small unless close to zero or T

small.

Common to set `0 = y1 . Better to treat it as a

parameter, along with .

Simple exponential smoothing

Last term in weighted moving average is

(1 )T `0 .

So value of `0 plays a role in all subsequent

forecasts.

Weight is small unless close to zero or T

small.

Common to set `0 = y1 . Better to treat it as a

parameter, along with .

Simple exponential smoothing

6000

5500

No. strikes in US

5000

4500

4000

3500

Year

Simple exponential smoothing

6000

= 0.01

5500

No. strikes in US

5000

4500

4000

3500

Year

Simple exponential smoothing

Optimization

We can choose and `0 by minimizing MSE:

T

1 X

MSE = (yt yt|t1 )2

T1

t =2

solution use numerical optimization.

Simple exponential smoothing

Optimization

We can choose and `0 by minimizing MSE:

T

1 X

MSE = (yt yt|t1 )2

T1

t =2

solution use numerical optimization.

Simple exponential smoothing

6000

= 0.01

MSE= 1976007

5500

No. strikes in US

5000

4500

4000

3500

Year

Simple exponential smoothing

2.0

1.8

1.6

MSE ('000 000)

1.4

1.2

= 0.68

1.0

0.8

alpha

Simple exponential smoothing

Multi-step forecasts

yT +h|T = yT +1|T , h = 2, 3, . . .

Remember, a forecast is an estimated mean of

a future value.

So with no trend, no seasonality, and no other

patterns, the forecasts are constant.

Simple exponential smoothing

Multi-step forecasts

yT +h|T = yT +1|T , h = 2, 3, . . .

Remember, a forecast is an estimated mean of

a future value.

So with no trend, no seasonality, and no other

patterns, the forecasts are constant.

Simple exponential smoothing

Multi-step forecasts

yT +h|T = yT +1|T , h = 2, 3, . . .

Remember, a forecast is an estimated mean of

a future value.

So with no trend, no seasonality, and no other

patterns, the forecasts are constant.

Simple exponential smoothing

Multi-step forecasts

yT +h|T = yT +1|T , h = 2, 3, . . .

Remember, a forecast is an estimated mean of

a future value.

So with no trend, no seasonality, and no other

patterns, the forecasts are constant.

Example: Oil production

Time Observed = 0.2 = 0.6 = 0.89

Year period t values yt Level `t

1996 1 446.7 446.7 446.7 446.7

1997 2 454.5 448.2 450.6 453.6

1998 3 455.7 449.7 453.1 455.4

1999 4 423.6 444.5 438.4 427.1

2000 5 456.3 446.8 447.3 453.1

2001 6 440.6 445.6 444.0 441.9

2002 7 425.3 441.5 434.6 427.1

2003 8 485.1 450.3 459.9 478.9

2004 9 506.0 461.4 483.0 503.1

2005 10 526.8 474.5 504.9 524.2

2006 11 514.3 482.5 509.6 515.3

2007 12 494.2 484.8 501.9 496.5

h Forecasts yT +h|T

2008 1 484.8 501.9 496.5

2009 2 484.8 501.9 496.5

2010 3 484.8 501.9 496.5

= 0.89 and `0 = 447.5 are obtained by minimising SSE over periods t = 1, 2, . . . , 12.

Forecasting using R Simple exponential smoothing 14

Example: Oil production

data

520

= 0.2

= 0.6

= 0.89

500

Oil (millions of tonnes)

480

460

440

420

Year

SES in R

initial="simple", h=3)

fit2 <- ses(oildata, alpha=0.6,

initial="simple", h=3)

fit3 <- ses(oildata, h=3)

accuracy(fit1)

accuracy(fit2)

accuracy(fit3)

Equivalent forms

Weighted average form

yt+1|t = yt + (1 )yt|t1

yt+1|t = yt|t1 + (yt yt|t1 )

Component form

yt+h|t = `t

`t = yt + (1 )`t1

Forecasting using R Simple exponential smoothing 17

Equivalent forms

Weighted average form

yt+1|t = yt + (1 )yt|t1

yt+1|t = yt|t1 + (yt yt|t1 )

Component form

yt+h|t = `t

`t = yt + (1 )`t1

Forecasting using R Simple exponential smoothing 17

Equivalent forms

Weighted average form

yt+1|t = yt + (1 )yt|t1

yt+1|t = yt|t1 + (yt yt|t1 )

Component form

yt+h|t = `t

`t = yt + (1 )`t1

Forecasting using R Simple exponential smoothing 17

Outline

Holts local trend method

Holt (1957) extended SES to allow forecasting

of data with trends.

Two smoothing parameters: and (with

values between 0 and 1).

yt+h|t = `t + hbt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

at time t

bt denotes an estimate of the slope of the

series at time t.

Forecasting using R Non-seasonal trend methods 19

Holts local trend method

Holt (1957) extended SES to allow forecasting

of data with trends.

Two smoothing parameters: and (with

values between 0 and 1).

yt+h|t = `t + hbt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

at time t

bt denotes an estimate of the slope of the

series at time t.

Forecasting using R Non-seasonal trend methods 19

Holts local trend method

Holt (1957) extended SES to allow forecasting

of data with trends.

Two smoothing parameters: and (with

values between 0 and 1).

yt+h|t = `t + hbt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

at time t

bt denotes an estimate of the slope of the

series at time t.

Forecasting using R Non-seasonal trend methods 19

Holts local trend method

Holt (1957) extended SES to allow forecasting

of data with trends.

Two smoothing parameters: and (with

values between 0 and 1).

yt+h|t = `t + hbt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

at time t

bt denotes an estimate of the slope of the

series at time t.

Forecasting using R Non-seasonal trend methods 19

Holts local trend method

Holt (1957) extended SES to allow forecasting

of data with trends.

Two smoothing parameters: and (with

values between 0 and 1).

yt+h|t = `t + hbt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

at time t

bt denotes an estimate of the slope of the

series at time t.

Forecasting using R Non-seasonal trend methods 19

Holts local trend method

Holt (1957) extended SES to allow forecasting

of data with trends.

Two smoothing parameters: and (with

values between 0 and 1).

yt+h|t = `t + hbt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

at time t

bt denotes an estimate of the slope of the

series at time t.

Forecasting using R Non-seasonal trend methods 19

Holts local trend method

Optimization

Need to find and by minimizing the value

of MSE.

We also optimize MSE for `0 and b0 .

Optimizing in four dimensions is getting tricky!

Holts method in R

fit1 <- holt(strikes)

plot(fit1$model)

plot(fit1, plot.conf=FALSE)

lines(fitted(fit1), col="red")

fit1$model

plot(fit2$model)

plot(fit2, plot.conf=FALSE)

lines(fit1$mean, col="red")

accuracy(fit1)

accuracy(fit2)

Comparing Holt and SES

in-sample RMSE because it is optimized over

one additional parameter.

It may not be better on other measures.

You need to compare out-of-sample RMSE

(using a test set) for the comparison to be

useful.

But we dont have enough data.

A better method for comparison will be in the

next session!

Comparing Holt and SES

in-sample RMSE because it is optimized over

one additional parameter.

It may not be better on other measures.

You need to compare out-of-sample RMSE

(using a test set) for the comparison to be

useful.

But we dont have enough data.

A better method for comparison will be in the

next session!

Comparing Holt and SES

in-sample RMSE because it is optimized over

one additional parameter.

It may not be better on other measures.

You need to compare out-of-sample RMSE

(using a test set) for the comparison to be

useful.

But we dont have enough data.

A better method for comparison will be in the

next session!

Comparing Holt and SES

in-sample RMSE because it is optimized over

one additional parameter.

It may not be better on other measures.

You need to compare out-of-sample RMSE

(using a test set) for the comparison to be

useful.

But we dont have enough data.

A better method for comparison will be in the

next session!

Comparing Holt and SES

in-sample RMSE because it is optimized over

one additional parameter.

It may not be better on other measures.

You need to compare out-of-sample RMSE

(using a test set) for the comparison to be

useful.

But we dont have enough data.

A better method for comparison will be in the

next session!

Exponential trend method

Multiplicative version of Holts method

yt+h|t = `t bht

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

time t

bt denotes an estimate of the relative growth of the

series at time t.

In R: holt(x, exponential=TRUE)

Comparing additive and multiplicative trend

methods in-sample is ok because they have the

same number of parameters to optimize.

Forecasting using R Non-seasonal trend methods 23

Exponential trend method

Multiplicative version of Holts method

yt+h|t = `t bht

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

time t

bt denotes an estimate of the relative growth of the

series at time t.

In R: holt(x, exponential=TRUE)

Comparing additive and multiplicative trend

methods in-sample is ok because they have the

same number of parameters to optimize.

Forecasting using R Non-seasonal trend methods 23

Exponential trend method

Multiplicative version of Holts method

yt+h|t = `t bht

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

time t

bt denotes an estimate of the relative growth of the

series at time t.

In R: holt(x, exponential=TRUE)

Comparing additive and multiplicative trend

methods in-sample is ok because they have the

same number of parameters to optimize.

Forecasting using R Non-seasonal trend methods 23

Exponential trend method

Multiplicative version of Holts method

yt+h|t = `t bht

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

time t

bt denotes an estimate of the relative growth of the

series at time t.

In R: holt(x, exponential=TRUE)

Comparing additive and multiplicative trend

methods in-sample is ok because they have the

same number of parameters to optimize.

Forecasting using R Non-seasonal trend methods 23

Exponential trend method

Multiplicative version of Holts method

yt+h|t = `t bht

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

time t

bt denotes an estimate of the relative growth of the

series at time t.

In R: holt(x, exponential=TRUE)

Comparing additive and multiplicative trend

methods in-sample is ok because they have the

same number of parameters to optimize.

Forecasting using R Non-seasonal trend methods 23

Damped trend method

Gardner and McKenzie (1985) suggested that

the trends should be damped to be more

conservative for longer forecast horizons.

Two smoothing parameters: and (with

values between 0 and 1), and one damping

parameter 0 < < 1.

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

constant.

Forecasting using R Non-seasonal trend methods 24

Damped trend method

Gardner and McKenzie (1985) suggested that

the trends should be damped to be more

conservative for longer forecast horizons.

Two smoothing parameters: and (with

values between 0 and 1), and one damping

parameter 0 < < 1.

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

constant.

Forecasting using R Non-seasonal trend methods 24

Damped trend method

Gardner and McKenzie (1985) suggested that

the trends should be damped to be more

conservative for longer forecast horizons.

Two smoothing parameters: and (with

values between 0 and 1), and one damping

parameter 0 < < 1.

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

constant.

Forecasting using R Non-seasonal trend methods 24

Damped trend method

Gardner and McKenzie (1985) suggested that

the trends should be damped to be more

conservative for longer forecast horizons.

Two smoothing parameters: and (with

values between 0 and 1), and one damping

parameter 0 < < 1.

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

constant.

Forecasting using R Non-seasonal trend methods 24

Damped trend method

Gardner and McKenzie (1985) suggested that

the trends should be damped to be more

conservative for longer forecast horizons.

Two smoothing parameters: and (with

values between 0 and 1), and one damping

parameter 0 < < 1.

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

constant.

Forecasting using R Non-seasonal trend methods 24

Damped trend method

Forecasts from damped Holt's method

5500

4500

3500

2500

Damped trend method

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

can be estimated along with and by

minimizing the MSE.

Damped trend method often gives better

forecasts than linear trend.

Forecasts converge to `T + bT /(1 ) as

h .

Forecasting using R Non-seasonal trend methods 26

Damped trend method

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

can be estimated along with and by

minimizing the MSE.

Damped trend method often gives better

forecasts than linear trend.

Forecasts converge to `T + bT /(1 ) as

h .

Forecasting using R Non-seasonal trend methods 26

Damped trend method

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

can be estimated along with and by

minimizing the MSE.

Damped trend method often gives better

forecasts than linear trend.

Forecasts converge to `T + bT /(1 ) as

h .

Forecasting using R Non-seasonal trend methods 26

Damped trend method

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

can be estimated along with and by

minimizing the MSE.

Damped trend method often gives better

forecasts than linear trend.

Forecasts converge to `T + bT /(1 ) as

h .

Forecasting using R Non-seasonal trend methods 26

Damped trend method

yt+h|t = `t + ( + 2 + + h1 )bt

`t = yt + (1 )(`t1 + bt1 )

bt = (`t `t1 ) + (1 )bt1

can be estimated along with and by

minimizing the MSE.

Damped trend method often gives better

forecasts than linear trend.

Forecasts converge to `T + bT /(1 ) as

h .

Forecasting using R Non-seasonal trend methods 26

Multiplicative damped trend method

(+2 ++h )

yt+h|t = `t bt

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

/(1)

Forecasts converge to `T + bT as h .

Multiplicative damped trend method

(+2 ++h )

yt+h|t = `t bt

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

/(1)

Forecasts converge to `T + bT as h .

Multiplicative damped trend method

(+2 ++h )

yt+h|t = `t bt

`t = yt + (1 )(`t1 bt1 )

bt = (`t /`t1 ) + (1 )bt1

/(1)

Forecasts converge to `T + bT as h .

- Demand Forecasting in Supply chainЗагружено:naagasrikanth
- Time Series Smoothing in ExcelЗагружено:Spider Financial
- Westpack JUN 14 Australia & NZ WeeklyЗагружено:Miir Viir
- SPY Trading Sheet - Thursday, August 12, 2010Загружено:swinganddaytrading
- Exponential Smoothing- The State of the ArtЗагружено:proluvieslacus
- SCA ToolЗагружено:akeey4u
- 2011.01.14 GS Market_monitorЗагружено:tdpickens
- Brochure ICQRE2011Загружено:ChennaRaidu
- World CatalystsЗагружено:Michael Warner
- Application of the Analytic Hierarchy Process (AHP) for Selection of Forecasting SoftwareЗагружено:ertekg
- Demand ForecastingЗагружено:Dinakumar Longjam
- APO DP ForecastingЗагружено:skumar4787
- d Ifta Journal 00Загружено:dan397
- A Practical Guide to Technical Indicators Moving AveragesЗагружено:sklatake
- 1-s2.0-S009630030600943X-mainЗагружено:Miloš Milenković
- XLMinerUserGuide.pdfЗагружено:ankurlibra
- artigo_3 fernanda.pdfЗагружено:adrianobritto
- EETC-WEEK-8Загружено:Sameer Ahmed
- IPMЗагружено:Aldrin Paul Tomas
- Chapter_2_Understanding_Time_Series_student.pdfЗагружено:shuting_teoh
- Consumer BehaviorЗагружено:DilipSamanta
- Mechanical Cash BuilderЗагружено:Muhammad Ali
- Martin Christopher Logistics and Supply Chain Management 4th Edition 2011-1Загружено:imnithin
- 317589265-Ibp-Sap-HanaЗагружено:chong
- Forecasting Report Sample5Загружено:Judith
- Installation EHP8 Netweaver75Загружено:adit1435
- Production & Operations Management.pdfЗагружено:Danish Butt
- Demand ForecastingЗагружено:Anonymous fqMzwQ5PZf
- Chap 3Загружено:Hussain Kamal
- Math Questions 2nd SetЗагружено:Jobelle Abear Payumo

- Virilio Visual CrashЗагружено:Nikos Eliades
- Rhino Cam Gettingstarted GuideЗагружено:Issam Ghamougui
- Apl 3510Загружено:graynot
- Alcatel 7450 ESS - Carritech TelecommunicationsЗагружено:Carritech Telecommunications
- MAT 142 Course OutlineЗагружено:Thomas Edwards
- 709 Whats New in Core Ml Part 2Загружено:Const Vass
- C07-572829-01_Design_N5K_N2K_vPC_DGЗагружено:Ortiz Edgar
- Assessing the Effectiveness of Information Technology (166182527)Загружено:EDUCAUSE
- S-TN-WAV-001.pdfЗагружено:Muhammad Rizwan
- CP1W ETN61 Manual en 201111Загружено:dromerx
- Cookie Netflix Autopagable 3Загружено:Eduardo Correa Reyes
- AS400 Batch FTP ExampleЗагружено:Arul Mani Subramaniam
- Business Environment and Strategic Management: Strategic Analysis of RIMMЗагружено:Jay Wainwright
- Java Assignment Solution1Загружено:shubhangi
- HOLOPOETRY, HYPERTEXT, HYPERPOETRYЗагружено:cangurorojo
- Hybrid Vibration and Solar Power Generation System Using Piezoelectric Sensors and Fuzzy Logic Based Sun Tracking Solar PanelsЗагружено:IJSTE
- Undestanding ProductivityЗагружено:Jorge Antonio Perez Vasquez
- CentOS 6_ Install and Configure Oracle Client _ Void TechnologyЗагружено:gochornea
- Mobile Applications in Tourism- The Future of the Tourism Industry?Загружено:Calvin Mao
- ASAP Methodology Business BlueprintЗагружено:kurlan
- h50Загружено:Giurgiu Florinel Viorel
- social networks and semantic webЗагружено:Usha Rani
- HILTI HSA Anchor DesignЗагружено:Jay P
- Páginas de 56512064-Delphi-The-Tomes-of-Delphi-Basic-32-Bit-Communications-ProgrammingЗагружено:Joao Roberto
- ibm_sw_scm-1.20.0_anyos_i386Загружено:Niem Tin Hi Vong
- IuB Utilization KPI FormulaЗагружено:Shalua Yonah
- FlowServe InLine PumpЗагружено:chadvillela
- Multigate TransistorsЗагружено:Anonymous mlYYLRe7H
- Deployment of PeopleSoft With DPK (PeopleTools 8Загружено:Raga
- Cyber Crime in Small BusinessЗагружено:renedss