使用滚动训练方法改善具有技术知识的预测者的判断性外推

Using a rolling training approach to improve judgmental extrapolations elicited from forecasters with technical knowledge

International Journal of Forecasting · 2016
被引 24
ABS 3

中文导读

研究了基于反馈的滚动训练方法能否提升有技术知识的预测者判断性外推的准确性,实验表明该方法有效,尤其当提供偏差反馈时。

Abstract

There are several biases and inefficiencies that are commonly associated with the judgmental extrapolation of time series, even when the forecasters have technical knowledge about forecasting. This study examines the effectiveness of using a rolling training approach, based on feedback, to improve the accuracy of forecasts elicited from people with such knowledge. In an experiment, forecasters were asked to make multiple judgmental extrapolations for a set of time series from different time origins. For each series in turn, the participants were either unaided or provided with feedback. In the latter case, the true outcomes and performance feedback were provided following the submission of each set of forecasts. The objective was to provide a training scheme that would enable forecasters to understand the underlying pattern of the data better by learning from their forecast errors directly. An analysis of the results indicated that this rolling training approach is an effective method for enhancing the judgmental extrapolations elicited from people with technical knowledge, especially when bias feedback is provided. As such, it could be a valuable element in the design of software systems that are intended to support expert knowledge elicitation (EKE) in forecasting.

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