Making progress in forecasting

被引:23
作者
Amstrong, J. Scott [1 ]
Fildes, Robert
机构
[1] Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
[2] Univ Lancaster, Ctr Forecasting, Lancaster LA1 4YW, England
关键词
barriers to implementation; evidence-based forecasting; forecasting practice; forecasting software; freeware; replication;
D O I
10.1016/j.ijforecast.2006.04.007
中图分类号
F [经济];
学科分类号
02 ;
摘要
Twenty-five years ago, the International Institute of Forecasters was established "to bridge the gap between theory and practice". Its primary vehicle was the Journal of Forecasting and is now the International Journal of Forecasting. The Institute emphasizes empirical comparisons of reasonable forecasting approaches. Such studies can be used to identify the best forecasting procedures to use under given conditions, a process we call evidence-based forecasting. Unfortunately, evidence-based forecasting meets resistance from academics and practitioners when the findings differ from currently accepted beliefs. As a consequence, although much progress has been made in developing improved forecasting methods, the diffusion of useful forecasting methods has been disappointing. To bridge the gap between theory and practice, we recommend a stronger emphasis on the method of multiple hypotheses and on invited replications of important research. It is then necessary to translate the findings into principles that are easy to understand and apply. The Internet and software provide important opportunities for making the latest findings available to researchers and practitioners. Because researchers and practitioners believe that their areas are unique, we should organise findings so that they are relevant to each area and make them easily available when people search for information about forecasting in their area. Finally, progress depends on our ability to overcome organizational barriers. (c) 2006 International Institute of Forecasters. Published by Elsevier B.V All rights reserved.
引用
收藏
页码:433 / 441
页数:9
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