Aprendendo Decomposição Clássica: Tutorial para um Método de Análise de Séries Temporais

Abstract

This work presents a tutorial to teach a quantitative methodology for forecasting known as Classical Decomposition, used in business to predict the future behavior of time series with different explicative components. A brief Literature Review was developed in relation to the already known and widespread theoretical aspects of the methodology. Then, the tutorial itself is presented which is composed of a text (in its entirety) and a spreadsheet (with screens and graphics for illustration). The tutorial can be used by students, researchers and managers who need to learn Classical Decomposition and can achieve the midpoint between a purely theoretical approach and a very technical guide for implementation of the method. Through its format, this study aims to encourage students to actively participate in the learning process.