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arXiv 2020年

作者： Petropoulos, Fotios Apiletti, Daniele Assimakopoulos, Vassilios Babai, Mohamed Zied Barrow, Devon K. Taieb, Souhaib Ben Bergmeir, Christoph Bessa, Ricardo J. Bijak, Jakub Boylan, John E. Browell, Jethro Carnevale, Claudio Castle, Jennifer L. Cirillo, Pasquale Clements, Michael P. Cordeiro, Clara Oliveira, Fernando Luiz Cyrino de Baets, Shari Dokumentov, Alexander Ellison, Joanne Fiszeder, Piotr Franses, Philip Hans Frazier, David T. Gilliland, Michael Gönül, M. Sinan Goodwin, Paul Grossi, Luigi Grushka-Cockayne, Yael Guidolin, Mariangela Guidolin, Massimo Gunter, Ulrich Guo, Xiaojia Guseo, Renato Harvey, Nigel Hendry, David F. Hollyman, Ross Januschowski, Tim Jeon, Jooyoung Jose, Victor Richmond R. Kang, Yanfei Koehler, Anne B. Kolassa, Stephan Kourentzes, Nikolaos Leva, Sonia Li, Feng Litsiou, Konstantia Makridakis, Spyros Martin, Gael M. Martinez, Andrew B. Meeran, Sheik Modis, Theodore Nikolopoulos, Konstantinos Önkal, Dilek Paccagnini, Alessia Panagiotelis, Anastasios Panapakidis, Ioannis Pavía, Jose M. Pedio, Manuela Pedregal, Diego J. Pinson, Pierre Ramos, Patrícia Rapach, David E. Reade, J. James Rostami-Tabar, Bahman Rubaszek, Michal Sermpinis, Georgios Shang, Han Lin Spiliotis, Evangelos Syntetos, Aris A. Talagala, Priyanga Dilini Talagala, Thiyanga S. Tashman, Len Thomakos, Dimitrios Thorarinsdottir, Thordis Todini, Ezio Arenas, Juan Ramón Trapero Wang, Xiaoqian Winkler, Robert L. Yusupova, Alisa Ziel, Florian School of Management University of Bath United Kingdom Politecnico di Torino Turin Italy Forecasting and Strategy Unit School of Electrical and Computer Engineering National Technical University of Athens Greece Kedge Business School France Department of Management Birmingham Business School University of Birmingham United Kingdom Belgium Faculty of Information Technology Monash University Melbourne Australia INESC TEC – Institute for Systems and Computer Engineering Technology and Science Porto Portugal Department of Social Statistics and Demography University of Southampton United Kingdom Centre for Marketing Analytics and Forecasting Lancaster University Management School Lancaster University United Kingdom School of Mathematics and Statistics University of Glasgow United Kingdom Department of Mechanical and Industrial Engineering University of Brescia Italy Magdalen College University of Oxford United Kingdom ZHAW School of Management and Law Zurich University of Applied Sciences Switzerland ICMA Centre Henley Business School University of Reading United Kingdom Faculdade de Ciências e Tecnologia Universidade do Algarve Portugal CEAUL Faculdade de Ciências Universidade de Lisboa Portugal Brazil Department of Business Informatics and Operations Management Faculty of Economics and Business Administration Universiteit Gent Belgium Let’s Forecast Australia Faculty of Economic Sciences and Management Nicolaus Copernicus University in Torun Poland Econometric Institute Erasmus School of Economics Rotterdam Netherlands Department of Econometrics and Business Statistics Monash University Melbourne Australia SAS United States Newcastle Business School Northumbria University Newcastle upon Tyne United Kingdom Department of Statistical Sciences University of Padua Italy Darden School of Business University of Virginia United States Finance Department Bocconi University Baffi-CAREFIN Centre Milan Italy Department of Tourism and Service Management MODUL Un

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases. © 2020, CC BY.

关键词： Forecasting

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