ShoTS预测:面向管理研究的短时间序列预测方法

ShoTS Forecasting: Short Time Series Forecasting for Management Research

BRITISH JOURNAL OF MANAGEMENT · 2022
被引 6
人大 A-ABS 4

中文导读

提出一种简单直观的短时间序列预测新方法,在信息有限时优于标准方法,对管理研究和实践有实用价值。

Abstract

Abstract We present a novel method for forecasting with limited information, that is for forecasting short time series. Our method is simple and intuitive; it relates to the most fundamental forecasting benchmark and is straightforward to implement. We present the technical details of the method and explain the nuances of how it works via two illustrative examples, with the use of employment‐related data. We find that our new method outperforms standard forecasting methods and thus offers considerable utility in applied management research. The implications of our findings suggest that forecasting short time series, of which one can find many examples in business and management, is viable and can be of considerable practical help for both research and practice – even when the information available to analysts and decision‐makers is limited.

管理研究时间序列预测预测方法应用计量经济学