andrey davydenko, robert fildes

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1、InternationalJournalofForecasting()–ContentslistsavailableatSciVerseScienceDirectInternationalJournalofForecastingjournalhomepage:www.elsevier.com/locate/ijforecastMeasuringforecastingaccuracy:ThecaseofjudgmentaladjustmentstoSKU-leveldemandforecastsAndreyDavydenko∗,RobertFildesDepartmentofMan

2、agementScience,LancasterUniversity,Lancaster,Lancashire,LA14YX,UnitedKingdomarticleinfoabstractKeywords:ForecastadjustmentcommonlyoccurswhenorganizationalforecastersadjustastatisticalJudgmentaladjustmentsforecastofdemandtotakeintoaccountfactorswhichareexcludedfromthestatisticalForecastingsupp

3、ortsystemscalculation.ThispaperaddressesthequestionofhowtomeasuretheaccuracyofsuchForecastaccuracyadjustments.WeshowthatmanyexistingerrormeasuresaregenerallynotsuitedtotheForecastevaluationForecasterrormeasurestask,duetospecificfeaturesofthedemanddata.Alongsidethewell-knownweaknessesofexistin

4、gmeasures,anumberofadditionaleffectsaredemonstratedthatcomplicatetheinterpretationofmeasurementresultsandcanevenleadtofalseconclusionsbeingdrawn.Inordertoensureaninterpretableandunambiguousevaluation,werecommendtheuseofametricbasedonaggregatingperformanceratiosacrosstimeseriesusingtheweighted

5、geometricmean.Weillustratethatthismeasurehastheadvantageoftreatingover-andunder-forecastingeven-handedly,hasamoresymmetricdistribution,andisrobust.Empiricalanalysisusingtherecommendedmetricshowedthat,onaverage,adjust-mentsyieldedimprovementsundersymmetriclinearloss,whileharmingaccuracyinterms

6、ofsometraditionalmeasures.Thisprovidesfurthersupporttothecriticalimpor-tanceofselectingappropriateerrormeasureswhenevaluatingtheforecastingaccuracy.©2012InternationalInstituteofForecasters.PublishedbyElsevierB.V.Allrightsreserved.1.Introductionordertoensuretherationaluseoftheorganisation’sre-

7、sourceswhichareinvestedintheforecastingprocess.Themostwell-establishedapproachtoforecastingThetaskofmeasuringtheaccuracyofjudgmentalwithinsupplychaincompaniesstartswithastatisticaladjustmentsisinseparablylinkedwiththeneedtochoosetimeseriesfor