Trend Damping: Under-Adjustment, Experimental Artifact, or Adaptation to Features of the Natural Environment?
Trend Damping: Under-Adjustment, Experimental Artifact, or Adaptation to Features of the Natural Environment?
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DOI：
10.1037/a0029179
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发表时间：
2013-03-01
影响因子：
2.6
通讯作者：
Reimers, Stian
中科院分区：
文献类型：
--
作者：
Harvey, Nigel;Reimers, Stian
人们对时间序列的预测低估了上升趋势的未来价值，高估了下降趋势的未来价值。这种趋势抑制的发生可能是因为(A)人们锚定在最后一个数据点上，并且没有做出足够的调整来考虑趋势，(B)他们朝着他们在实验中遇到的趋势的平均值进行调整，或者(C)他们适应了自然趋势往往受到抑制的环境。两个实验排除了第一种解释：对于负加速或有浅坡度的系列，人们表现出反阻尼(与阻尼相反)，这一现象不能用调节不足来解释。这些实验也产生了与第二种解释一致的结果：对给定函数的预测显然取决于同一实验中预测的其他函数。然而，这第二个解释本身就被第三个实验排除了，当人们从一个单一的序列预测时，这个实验既证明了阻尼，也在较小程度上证明了反阻尼。我们的结论是，人们已经适应了代表他们所处环境的增长和衰退的程度：当所呈现的系列趋势比这更陡峭时，就会出现衰减，当趋势更浅时，就会出现反衰减。
People's forecasts from time series underestimate future values for upward trends and overestimate them for downward ones. This trend damping may occur because (a) people anchor on the last data point and make insufficient adjustment to take the trend into account, (b) they adjust toward the average of the trends they have encountered within the experiment, or (c) they are adapted to an environment in which natural trends tend to be damped. Two experiments eliminated the first account: For series that are negatively accelerated or have shallow slopes, people showed anti-damping (the opposite of damping), a phenomenon that cannot be interpreted in terms of under-adjustment. These experiments also produced results consistent with the second account: Forecasts for a given function clearly depended on the other functions that were forecast within the same experiment. However, this second account was itself eliminated by a third experiment demonstrating both damping and, to a lesser degree, anti-damping when people forecast from a single series. We conclude that people have adapted to degrees of growth and decay that are representative of their environment: Damping occurs when trends in presented series are steeper than this and anti-damping occurs when they are shallower.