3.8 拓展阅读

  • Ord et al. (2017) 中可见更深入地对简单的基准预测方法的讨论。
  • 对预测评价方法的综述可见 Hyndman & Koehler (2006),其中作者研究了不同方法的优缺点,同时提出了MASE这种通用的预测精度评价指标。

参考文献

Hyndman, R. J., & Koehler, A. B. (2006). Another look at measures of forecast accuracy. International Journal of Forecasting, 22, 679–688. https://robjhyndman.com/publications/another-look-at-measures-of-forecast-accuracy/

Ord, J. K., Fildes, R., & Kourentzes, N. (2017). Principles of business forecasting (2nd ed.). Wessex Press Publishing Co. [Amazon]