Forecasting: theory and practice

被引：313

作者：

Petropoulos, Fotios ^{[1
]}

Apiletti, Daniele ^{[2
]}

Assimakopoulos, Vassilios ^{[3
]}

Babai, Mohamed Zied ^{[4
]}

Barrow, Devon K. ^{[5
]}

Ben Taieb, Souhaib ^{[6
]}

Bergmeir, Christoph ^{[7
]}

Bessa, Ricardo J. ^{[8
]}

Bijak, Jakub ^{[9
]}

Boylan, John E. ^{[10
]}

Browell, Jethro ^{[11
]}

Carnevale, Claudio ^{[12
]}

Castle, Jennifer L. ^{[13
]}

Cirillo, Pasquale ^{[14
]}

Clements, Michael P. ^{[15
]}

Cordeiro, Clara ^{[16
,17
]}

Oliveira, Fernando Luiz Cyrino ^{[18
]}

De Baets, Shari ^{[19
]}

Dokumentov, Alexander ^{[20
]}

Ellison, Joanne ^{[9
]}

Fiszeder, Piotr ^{[21
]}

Franses, Philip Hans ^{[22
]}

Frazier, David T. ^{[23
]}

Gilliland, Michael ^{[24
]}

Gonul, M. Sinan ^{[25
]}

Goodwin, Paul ^{[1
]}

Grossi, Luigi ^{[26
]}

Grushka-Cockayne, Yael ^{[27
]}

Guidolin, Mariangela ^{[26
]}

Guidolin, Massimo ^{[28
,29
]}

Gunter, Ulrich ^{[30
]}

Guo, Xiaojia ^{[31
]}

Guseo, Renato ^{[26
]}

Harvey, Nigel ^{[32
]}

Hendry, David F. ^{[33
,34
]}

Hollyman, Ross ^{[1
]}

Januschowski, Tim ^{[35
]}

Jeon, Jooyoung ^{[36
]}

Jose, Victor Richmond R. ^{[37
]}

Kang, Yanfei ^{[38
]}

Koehler, Anne B. ^{[39
]}

Kolassa, Stephan ^{[10
,40
]}

Kourentzes, Nikolaos ^{[10
,41
]}

Leva, Sonia ^{[42
]}

Li, Feng ^{[43
]}

Litsiou, Konstantia ^{[44
]}

Makridakis, Spyros ^{[45
,46
]}

Martin, Gael M. ^{[23
]}

Martinez, Andrew B. ^{[47
,48
]}

Meeran, Sheik ^{[1
]}

机构：

[1] Univ Bath, Sch Management, Bath, Avon, England

[2] Politecn Torino, Turin, Italy

[3] Natl Tech Univ Athens, Sch Elect & Comp Engn, Forecasting & Strategy Unit, Athens, Greece

[4] Kedge Business Sch, Talence, France

[5] Univ Birmingham, Birmingham Business Sch, Dept Management, Birmingham, W Midlands, England

[6] Univ Mons UMONS, Big Data & Machine Learning Lab, Mons, Belgium

[7] Monash Univ, Fac Informat Technol, Melbourne, Vic, Australia

[8] INESC TEC Inst Syst & Comp Engn Technol & Sci, Porto, Portugal

[9] Univ Southampton, Dept Social Stat & Demog, Southampton, Hants, England

[10] Univ Lancaster, Lancaster Univ Management Sch, Ctr Mkt Analyt & Forecasting, Lancaster, England

[11] Univ Glasgow, Sch Math & Stat, Glasgow, Lanark, Scotland

[12] Univ Brescia, Dept Mech & Ind Engn, Brescia, Italy

[13] Univ Oxford, Magdalen Coll, Oxford, England

[14] Zurich Univ Appl Sci, ZHAW Sch Management & Law, Zurich, Switzerland

[15] Univ Reading, ICMA Ctr, Henley Business Sch, Reading, Berks, England

[16] Univ Algarve, Fac Ciencias & Tecnol, Faro, Portugal

[17] Univ Lisbon, Fac Ciencias, CEAUL, Lisbon, Portugal

[18] Pontifical Catholic Univ Rio de Janeiro PUC Rio, Rio De Janeiro, Brazil

[19] Univ Ghent, Fac Econ & Business Adm, Dept Business Informat & Operat Management, Ghent, Belgium

[20] Lets Forecast, Sydney, NSW, Australia

[21] Nicolaus Copernicus Univ Torun, Fac Econ Sci & Management, Torun, Poland

[22] Erasmus Sch Econ, Econometr Inst, Rotterdam, Netherlands

[23] Monash Univ, Dept Econometr & Business Stat, Melbourne, Vic, Australia

[24] SAS, Cary, NC USA

[25] Northumbria Univ, Newcastle Business Sch, Newcastle Upon Tyne, Tyne & Wear, England

[26] Univ Padua, Dept Stat Sci, Padua, Italy

[27] Univ Virginia, Darden Sch Business, Charlottesville, VA 22903 USA

[28] Bocconi Univ, Finance Dept, Milan, Italy

[29] Baffi CAREFIN Ctr, Milan, Italy

[30] MODUL Univ Vienna, Dept Tourism & Serv Management, Vienna, Austria

[31] Univ Maryland, Robert H Smith Sch Business, College Pk, MD 20742 USA

[32] UCL, Dept Expt Psychol, London, England

[33] Univ Oxford, Nuffield Coll, Oxford Martin Sch, Oxford, England

[34] Univ Oxford, Inst New Econ Thinking, Oxford Martin Sch, Oxford, England

[35] Amazon Res, Munich, Germany

[36] Korea Adv Inst Sci & Technol, Daejeon, South Korea

[37] Georgetown Univ, McDonough Sch Business, Washington, DC 20057 USA

[38] Beihang Univ, Sch Econ & Management, Beijing, Peoples R China

[39] Miami Univ, Oxford, OH 45056 USA

[40] Sap, Zurich, Switzerland

[41] Univ Skovde, Sch Informat, Skovde Artificial Intelligence Lab, Skovde, Sweden

[42] Politecn Milan, Dept Energy, Milan, Italy

[43] Cent Univ Finance & Econ, Sch Stat & Math, Beijing, Peoples R China

[44] Manchester Metropolitan Univ, Business Sch, Manchester, Lancs, England

[45] Univ Nicosia, M Open Forecasting Ctr, Nicosia, Cyprus

[46] Univ Nicosia, Inst Future, Nicosia, Cyprus

[47] US Dept Treasury, Off Macroecon Anal, Washington, DC 20226 USA

[48] GWU Res Program Forecasting, Washington, DC USA

[49] Growth Dynam, Lugano, Switzerland

[50] Univ Durham, Durham Univ Business Sch, Durham, England

来源：

INTERNATIONAL JOURNAL OF FORECASTING | 2022年 / 38卷 / 03期

基金：

澳大利亚研究理事会; 中国国家自然科学基金;

关键词：

Review; Encyclopedia; Methods; Applications; Principles; Time series; Prediction; CRUDE-OIL PRICE; VALUE-AT-RISK; FUNCTIONAL TIME-SERIES; INTEGRATING MANAGEMENT JUDGMENT; ARTIFICIAL NEURAL-NETWORK; AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY; PREDICTIVE UNCERTAINTY ASSESSMENT; RENEWABLE ENERGY TECHNOLOGIES; PARTICLE SWARM OPTIMIZATION; TUNING PARAMETER SELECTION;

D O I：

10.1016/j.ijforecast.2021.11.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases. (C) 2021 The Author( s). Published by Elsevier B.V. on behalf of International Institute of Forecasters.

引用

页码：705 / 871

页数：167

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