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Sven F. CroneAuthor Vitae Michèle HibonAuthor VitaeKonstantinos NikolopoulosAuthor Vitae 《International Journal of Forecasting》2011,27(3):635
This paper reports the results of the NN3 competition, which is a replication of the M3 competition with an extension of the competition towards neural network (NN) and computational intelligence (CI) methods, in order to assess what progress has been made in the 10 years since the M3 competition. Two masked subsets of the M3 monthly industry data, containing 111 and 11 empirical time series respectively, were chosen, controlling for multiple data conditions of time series length (short/long), data patterns (seasonal/non-seasonal) and forecasting horizons (short/medium/long). The relative forecasting accuracy was assessed using the metrics from the M3, together with later extensions of scaled measures, and non-parametric statistical tests. The NN3 competition attracted 59 submissions from NN, CI and statistics, making it the largest CI competition on time series data. Its main findings include: (a) only one NN outperformed the damped trend using the sMAPE, but more contenders outperformed the AutomatANN of the M3; (b) ensembles of CI approaches performed very well, better than combinations of statistical methods; (c) a novel, complex statistical method outperformed all statistical and CI benchmarks; and (d) for the most difficult subset of short and seasonal series, a methodology employing echo state neural networks outperformed all others. The NN3 results highlight the ability of NN to handle complex data, including short and seasonal time series, beyond prior expectations, and thus identify multiple avenues for future research. 相似文献
994.
Quantiles as optimal point forecasts 总被引:1,自引:0,他引:1
Loss functions play a central role in the theory and practice of forecasting. If the loss function is quadratic, the mean of the predictive distribution is the unique optimal point predictor. If the loss is symmetric piecewise linear, any median is an optimal point forecast. Quantiles arise as optimal point forecasts under a general class of economically relevant loss functions, which nests the asymmetric piecewise linear loss, and which we refer to as generalized piecewise linear (GPL). The level of the quantile depends on a generic asymmetry parameter which reflects the possibly distinct costs of underprediction and overprediction. Conversely, a loss function for which quantiles are optimal point forecasts is necessarily GPL. We review characterizations of this type in the work of Thomson, Saerens and Komunjer, and relate to proper scoring rules, incentive-compatible compensation schemes and quantile regression. In the empirical part of the paper, the relevance of decision theoretic guidance in the transition from a predictive distribution to a point forecast is illustrated using the Bank of England’s density forecasts of United Kingdom inflation rates, and probabilistic predictions of wind energy resources in the Pacific Northwest. 相似文献
995.
This article provides a practical evaluation of some leading density forecast scoring rules in the context of forecast surveys. We analyse the density forecasts of UK inflation obtained from the Bank of England’s Survey of External Forecasters, considering both the survey average forecasts published in the Bank’s quarterly Inflation Report, and the individual survey responses recently made available to researchers by the Bank. The density forecasts are collected in histogram format, and the ranked probability score (RPS) is shown to have clear advantages over other scoring rules. Missing observations are a feature of forecast surveys, and we introduce an adjustment to the RPS, based on the Yates decomposition, to improve its comparative measurement of forecaster performance in the face of differential non-response. The new measure, denoted RPS*, is recommended to analysts of forecast surveys. 相似文献
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城乡统筹发展评价体系的构建及应用 总被引:1,自引:0,他引:1
在城乡统筹发展进程中,对城乡统筹发展水平进行客观的评价有着非常重大的意义。最近十来年,针对统筹城乡的评价指标体系,已经有不少研究。许多地方政府已经在运用评价指标体系评估本地区的城乡统筹发展情况。从数量特征、指标体系、理想值的设定方式、权重的设置方式以及城乡统筹发展阶段划分五个方面对已有文献进行梳理和评论,并指出值得继续研究的新问题。 相似文献
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基于DEA的物流公司绩效评价 总被引:1,自引:0,他引:1
鉴于传统绩效评价方法的局限性,运用数据包络分析(DEA)法,并以2008和2009年19家中国物流上市公司为样本进行实证研究,为各物流企业客观了解和评价自身物流竞争力和相对物流绩效水平提供参考。 相似文献
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品牌竞争已经成为国际竞争的焦点,品牌价值评估是品牌竞争的重要手段。作为世界上第一部品牌价值评估的国际标准,ISO10668的颁布实施将成为该领域一个新的里程碑。文章介绍了ISO10668的框架和主要内容,分析了它对我国可能产生的影响,并提出在我国成立品牌价值测算标准化技术委员会等相关建议。 相似文献
1000.
化工产业是循环经济建设的重点,循环经济评价指标体系建设是一项重要的工作。在已有的研究成果基础上,建立可以量化评价的化工行业循环经济评价指标体系,运用层次分析法,给出该指标体系的权重,通过案例分析,验证了其合理性。 相似文献