Abstract: A procedure is proposed to forecast short time series with stable seasonal pattern This new method is motivated by the observations that short time series arise in many situations for the fierce competition The quantity to be predicted is a yearly accumulation assuming that the partially accumulated data within the year are available A simple model is proposed to describe the relationship between the yearly accumulation and partial accumulation and analytic results are obtained for both the point prediction and the predicative distribution A comparison is made between this model and traditional time series forecasting model with data from telecommunication industry This method works better than the traditional models when only small amount of data are available It can also be applied to forecast individual observations with a proper disaggregation algorithm

Key words: timeseries, forecasting, autoregressiveintegratedmovingaveragemodel, seasonality, forecastiongintelecommunications