Reply to Kostenko and Hyndman
Reply to Kostenko and Hyndman
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回复科斯坚科和海德曼
DOI：
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发表时间：
2006
影响因子：
3.6
通讯作者：
J. Croston
中科院分区：
文献类型：
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作者：
A. Syntetos;J. Boylan;J. Croston
要实现的简单规则。我们建议，通过对角线将象限分成两部分，可以推导出一个简单但更准确的规则。在这种情况下，规则是在v42 (3/2)p时使用SBA。图2也显示了这个近似。因为对于间歇性需求数据，a通常很小（小于0.3），所以这个近似值非常好。在任何情况下，在近似规则和真实边界之间的空间内，一种方法相对于另一种方法的比较优势将很小。SBC分析（以及Croston（1972）的原始分析）背后的一个假设是，它假设需求值是独立的。这显然是不正确的，如果这是正确的，我们将简单地使用历史均值作为最佳预测器，而不是任何更复杂的预测方法。事实上，Shenstone和Hyndman（2005）最近表明，Croston方法（最初提出于1972年）及相关方法不可能对任何时间序列的需求都是最优的，无论其时间序列性质如何。因此，我们建议一个更有用的研究路线可能是找到假设需求时间序列的现实特性是最优的预测方法。
a simple rule to be implemented. We suggest that a simple but more accurate rule can be derived by dividing the quadrant diagonally into two. In this case, the rule is to use SBA whenever v42 (3/2)p. This approximation is also shown in Figure 2. Since a is usually small (less than 0.3) for intermittent demand data, this approximation is quite good. In any case, the comparative advantage of one method over the other in the space between the approximate rule and the true boundary will be small. One of the assumptions underlying the SBC analysis (and Croston’s (1972) original analysis) is that it assumes that the demand values are independent. This is clearly never true, and if it was true we would simply use the historical mean as the best predictor rather than any more sophisticated forecasting method. In fact, it has recently been shown by Shenstone and Hyndman (2005) that Croston’s method (as originally proposed in 1972) and related methods cannot be optimal for any time series of demand, regardless of their time series properties. Consequently, we suggest that a more useful line of research may be to find forecasting methods that are optimal assuming realistic properties of demand time series.