TOWARDS A TAXONOMY OF FORECAST ERROR MEASURES - A FACTOR-COMPARATIVE INVESTIGATION OF FORECAST ERROR DIMENSIONS

被引：27

作者：

MATHEWS, BP ^{[1
]}

DIAMANTOPOULOS, A ^{[1
]}

机构：

[1] UNIV COLL SWANSEA,EUROPEAN BUSINESS MANAGEMENT SCH,SWANSEA SA2 8PP,WALES

来源：

JOURNAL OF FORECASTING | 1994年 / 13卷 / 04期

关键词：

FORECAST ERRORS; ACCURACY; EMPIRICAL STUDY; EXTRAPOLATION;

D O I：

10.1002/for.3980130406

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This study explores the nature of information conveyed by 14 error measures drawn from the literature, using real-life forecasting data from 691 individual product items over six quarterly periods. Principal components analysis is used to derive factor solutions that are subsequently compared for two forecasting methods, a version of Holt's exponential smoothing, and the random walk model (Naive 1). The results reveal four underlying forecast error dimensions that are stable across the two factor solutions. The potentially confounding influence of sales volume on the derived error dimensions is also explored via correlation analysis.

引用

页码：409 / 416

页数：8

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