What is the ‘best’ method of forecasting?
作者:
C. Chatfield,
期刊:
Journal of Applied Statistics
(Taylor Available online 1988)
卷期:
Volume 15,
issue 1
页码: 19-38
ISSN:0266-4763
年代: 1988
DOI:10.1080/02664768800000003
出版商: Carfax Publishing Company
数据来源: Taylor
摘要:
Forecasting methods are reviewed. They may be classified into univariate, multivariate and judgemental methods, and also by whether an automatic or non-automatic approach is adopted. The choice of ‘best’ method depends on a wide variety of considerations. The use of forecasting competitions to compare the accuracy of univariate methods is discussed. The strengths and weaknesses of different univariate methods are compared, both in automatic and non-automatic mode. Some general recommendations are made as well as some suggestions for future research.
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