随机情景预测与随机预测的比较

Random Scenario Forecasts Versus Stochastic Forecasts

International Statistical Review · 2004
被引 16
ABS 3

中文导读

比较了两种概率人口预测方法:基于历史数据的时间序列模型(LT)和基于专家意见的随机情景法(RS),发现两者在序列相关性、方差、轨迹平滑度和概率区间宽度等方面存在显著差异。

Abstract

Summary Probabilistic population forecasts are useful because they describe uncertainty in a quantitatively useful way. One approach (that we call LT) uses historical data to estimate stochastic models (e.g., a time series model) of vital rates, and then makes forecasts. Another (we call it RS) began as a kind of randomized scenario: we consider its simplest variant, in which expert opinion is used to make probability distributions for terminal vital rates, and smooth trajectories are followed over time. We use analysis and examples to show several key differences between these methods: serial correlations in the forecast are much smaller in LT; the variance in LT models of vital rates (especially fertility) is much higher than in RS models that are based on official expert scenarios; trajectories in LT are much more irregular than in RS; probability intervals in LT tend to widen faster over forecast time. Newer versions of RS have been developed that reduce or eliminate some of these differences.

人口预测概率预测时间序列分析专家意见