ACCURACY OF JUDGMENTAL FORECASTING OF TIME SERIES
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 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.