论文标题

预测:理论和实践

Forecasting: theory and practice

论文作者

Petropoulos, Fotios, Apiletti, Daniele, Assimakopoulos, Vassilios, Babai, Mohamed Zied, Barrow, Devon K., Taieb, Souhaib Ben, Bergmeir, Christoph, Bessa, Ricardo J., Bijak, Jakub, Boylan, John E., Browell, Jethro, Carnevale, Claudio, Castle, Jennifer L., Cirillo, Pasquale, Clements, Michael P., Cordeiro, Clara, Oliveira, Fernando Luiz Cyrino, De Baets, Shari, Dokumentov, Alexander, Ellison, Joanne, Fiszeder, Piotr, Franses, Philip Hans, Frazier, David T., Gilliland, Michael, Gönül, M. Sinan, Goodwin, Paul, Grossi, Luigi, Grushka-Cockayne, Yael, Guidolin, Mariangela, Guidolin, Massimo, Gunter, Ulrich, Guo, Xiaojia, Guseo, Renato, Harvey, Nigel, Hendry, David F., Hollyman, Ross, Januschowski, Tim, Jeon, Jooyoung, Jose, Victor Richmond R., Kang, Yanfei, Koehler, Anne B., Kolassa, Stephan, Kourentzes, Nikolaos, Leva, Sonia, Li, Feng, Litsiou, Konstantia, Makridakis, Spyros, Martin, Gael M., Martinez, Andrew B., Meeran, Sheik, Modis, Theodore, Nikolopoulos, Konstantinos, Önkal, Dilek, Paccagnini, Alessia, Panagiotelis, Anastasios, Panapakidis, Ioannis, Pavía, Jose M., Pedio, Manuela, Pedregal, Diego J., Pinson, Pierre, Ramos, Patrícia, Rapach, David E., Reade, J. James, Rostami-Tabar, Bahman, Rubaszek, Michał, Sermpinis, Georgios, Shang, Han Lin, Spiliotis, Evangelos, Syntetos, Aris A., Talagala, Priyanga Dilini, Talagala, Thiyanga S., Tashman, Len, Thomakos, Dimitrios, Thorarinsdottir, Thordis, Todini, Ezio, Arenas, Juan Ramón Trapero, Wang, Xiaoqian, Winkler, Robert L., Yusupova, Alisa, Ziel, Florian

论文摘要

预测一直处于决策和计划的最前沿。未来的不确定性既令人兴奋又充满挑战,因为个人和组织试图最大程度地降低风险并最大化公用事业。大量的预测应用程序要求采用各种各样的预测方法来应对现实生活中的挑战。本文提供了对理论和预测实践的非系统评论。我们概述了各种理论,最先进的模型,方法,原理和方法,以准备,生产,组织和评估预测。然后,我们演示了如何在各种现实生活中应用这种理论概念。 我们没有声称此评论是详尽的方法和应用程序列表。但是,我们希望我们的百科全书演讲将为过去几十年所做的丰富工作提供参考,并为预测理论和实践的未来提供一些关键见解。鉴于其百科全书,预期的阅读方式是非线性的。我们提供交叉引用,使读者可以通过各种主题进行导航。我们补充了大量免费或开源软件实现和公共可用数据库的理论概念和应用程序。

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.

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