摘要:

AbstractOften a forecaster has supplementary information (e.g. field reports or forecasts from another source) that cannot be included directly in a time series model. Especially interesting are cases where this information is given at time intervals that are different from those of the time series model forecasts. Previous authors have considered a numerical and a model‐based statistical method for combining extra‐model information of this type with ARIMA model forecasts. This paper extends both methods to vector ARMA model forecasts and dynamic regression (transfer function) model forecasts. It is also shown that a Lagrange multiplier numerical procedure arises as a special case of the model‐based procedure. An empirical example is

ISSN:0277-6693    

DOI:10.1002/for.3980080202

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

摘要:

AbstractAn approach is proposed for obtaining estimates of the basic (disaggregated) series, xi, when only an aggregate series, yt, of k period non‐overlapping sums of xi's is available. The approach is based on casting the problem in a dynamic linear model form. Then estimates of xican be obtained by application of the Kalman filtering techniques. Anad hocprocedure is introduced for deriving a model form for the unobserved basic series from the observed model of the aggregates. An application of this approach to a set of real data is give

ISSN:0277-6693    

DOI:10.1002/for.3980080203

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

摘要:

AbstractMost forecasting methods are based on equally spaced data. In the case of missing observations the methods have to be modified. We have considered three smoothing methods: namely, simple exponential smoothing; double exponential smoothing; and Holt's method. We present a new, unified approach to handle missing data within the smoothing methods. This approach is compared with previously suggested modifications. The comparison is done on 12 real, non‐seasonal time series, and shows that the smoothing methods, properly modified, usually perform well if the time series have a moderate number of missing observation

ISSN:0277-6693    

DOI:10.1002/for.3980080204

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

摘要:

AbstractThe range and rationales for forecasting schemes involving feedback are surveyed. Classic Delphi schemes involve an iterated exchange of information between a small group of experts in the pursuit of efficiencies arising from the ‘collective mind’. In other applications the event or state to be forecast may itself depend upon the forecast, and feedback forecasting schemes can be derived to allow for such reflexivity. Most situations of informational feedback are at least implicitly informational or predictive games, and a recognition of this character may help in understanding the possible or likely outcomes, including their social desirability. Various informational transfer devices such as real time surveys may speed up the process of feedb

ISSN:0277-6693    

DOI:10.1002/for.3980080205

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

摘要:

AbstractWhen quantitative models are used for short‐term multi‐item sales forecasts it is possible that the managers who use such forecasts may disagree with at least some of the estimates obtained, and wish to change them so that they become more consistent with their own (subjective) evaluation of the marketplace. This study reports on an analysis of the effectiveness of judgemental revision of sales forecasts over six quarterly forecasting periods. The results give general support for the practice of forecast manipulation as a means of improving forecasting accuracy. It is also observed that the effectiveness of revision activity varies across different time peri

ISSN:0277-6693    

DOI:10.1002/for.3980080206

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

摘要:

AbstractThis paper examines the accuracy (calibration) of judgemental and selected statistical confidence intervals in time series forecasting. Using the forecasts and forecast errors produced by the deseasonalized single exponential smoothing method, three statistical intervals were produced utilizing three assumptions about the distribution of errors: the normal distribution, the empirical distribution and the distribution based on the Chebyshev inequality. Using 33 real‐life time series, results indicated that the judgemental confidence intervals were initially excessively overconfident, thus confirming the finding of Lichtenstein et al. (1982). However, calibration of the judgemental intervals improved considerably with feedback, and was found to be influenced by the degree of forecasting difficulty of the serie

ISSN:0277-6693    

DOI:10.1002/for.3980080207

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

ISSN:0277-6693    

DOI:10.1002/for.3980080208

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

ISSN:0277-6693    

DOI:10.1002/for.3980080209

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

ISSN:0277-6693    

DOI:10.1002/for.3980080210

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY

ISSN:0277-6693    

DOI:10.1002/for.3980080201

出版商:John Wiley&Sons, Ltd.    

年代:1989

数据来源: WILEY