时间序列判断性预测的准确性

ACCURACY OF JUDGMENTAL FORECASTING OF TIME SERIES

DECISION SCIENCES · 1985
被引 52
人大 AABS 3

中文导读

实验对比了判断性预测(如目视外推和判断调整)与客观预测方法(如Box-Jenkins、Holt-Winters等)的准确性,发现客观方法更准确,但判断调整能提升部分客观预测的效果。

Abstract

ABSTRACT Experiments contrasted judgmental and objective forecast methods. Judgmental methods included “eyeball” extrapolation of time‐series plots and judgmental adjustment. Objective methods included Box‐Jenkins (BJ), Carbone‐Longini AEP filtering (CL), Holt‐Winters (HW), and other smoothing techniques. Objective methods proved more accurate than eyeball extrapolation. However, judgmental adjustment improved the accuracy of some objective forecasts.

预测方法时间序列分析判断性预测客观预测