Andrey Davydenko, Robert Fildes推荐.pdfVIP

International Journal of Forecasting ( ) – Contents lists available at SciVerse ScienceDirect International Journal of Forecasting journal homepage: /locate/ijforecast Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts Andrey Davydenko ∗, Robert Fildes Department of Management Science, Lancaster University, Lancaster, Lancashire, LA1 4YX, United Kingdom a r t i c l e i n f o a b s t r a c t Keywords: Forecast adjustment commonly occurs when organizational forecasters adjust a statistical Judgmental adjustments forecast of demand to take into account factors which are excluded from the statistical Forecasting support systems calculation. This paper addresses the question of how to measure the accuracy of such Forecast accuracy Forecast evaluation adjustments. We show that many existing error measures are generally not suited to the Forecast error measures task, due to specific features of the demand data. Alongside the well-known weaknesses of existing measures, a number of additional effects are demonstrated that complicate the interpretation of measurement results and can even lead to false conclusions being drawn. In order to ensure an interpretable and unambiguous evaluation, we recommend the use of a metric based on aggregating performance ratios across time series using the weighted