The accuracy of a Modified Croston procedure
The accuracy of a Modified Croston procedure
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改进的 Croston 程序的准确性
DOI：
10.1016/j.ijpe.2006.10.005
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发表时间：
2007
影响因子：
12
通讯作者：
A. Syntetos
中科院分区：
文献类型：
--
作者：
J. Boylan;A. Syntetos
本文介绍了一种改进的预测间歇性需求的Croston方法。修改后的程序，发表在2004年的这本杂志上，包括一个新的方法来估计平均需求和平滑方法估计预测的需求率的方差。结果发现，平滑方差估计是基于一个无效的预测精度的措施。此外，它表明，预测平均需求的方法产生有偏的预测。利用模拟数据和均方误差指标评估了该方法的准确性，并与Croston方法和单指数平滑法进行了比较。结果发现，Croston的方法通常是更准确的比它的修改，特别是对强间歇序列。
A modified Croston procedure to forecast intermittent demand is reviewed. The modified procedure, published in this journal in 2004, consists of a new method for estimating the mean demand and a smoothing method for estimating the variance of the forecasted demand rate. It is found that the smoothed variance estimate is based on an invalid measure of forecast accuracy. Moreover, it is shown that the method of forecasting mean demand produces biased forecasts. The accuracy of this method is assessed, using simulated data and the mean square error measure, and compared with Croston's method and single exponential smoothing. It is found that Croston's method is generally more accurate than its modification, particularly for strongly intermittent series.