预测:理论和实践 (Forecasting: theory and practice)

Fotios Petropoulos,Daniele Apiletti,Vassilios Assimakopoulos,Mohamed Zied Babai,Devon K. Barrow,Souhaib Ben Taieb,Christoph Bergmeir,Ricardo J. Bessa,Jakub Bijak,John E. Boylan,Jethro Browell,Claudio Carnevale,Jennifer L. Castle,Pasquale Cirillo,Michael P. Clements,Clara Cordeiro,Fernando Luiz Cyrino Oliveira,Shari De Baets,Alexander Dokumentov,Joanne Ellison,Piotr Fiszeder,Philip Hans Franses,David T. Frazier,Michael Gilliland,M. Sinan Gönül,Paul Goodwin,Luigi Grossi,Yael Grushka-Cockayne,Mariangela Guidolin,Massimo Guidolin,Ulrich Gunter,Xiaojia Guo,Renato Guseo,Nigel Harvey,David F. Hendry,Ross Hollyman,Tim Januschowski,Jooyoung Jeon,Victor Richmond R. Jose,Yanfei Kang,Anne B. Koehler,Stephan Kolassa,Nikolaos Kourentzes,Sonia Leva,Feng Li,Konstantia Litsiou,Spyros Makridakis,Gael M. Martin,Andrew B. Martinez,Sheik Meeran,Theodore Modis,Konstantinos Nikolopoulos,Dilek Önkal,Alessia Paccagnini,Anastasios Panagiotelis,Ioannis Panapakidis,Jose M. Pavía,Manuela Pedio,Diego J. Pedregal,Pierre Pinson,Patrícia Ramos,David E. Rapach,J. James Reade,Bahman Rostami-Tabar,Michał Rubaszek,Georgios Sermpinis,Han Lin Shang,Evangelos Spiliotis,Aris A. Syntetos,Priyanga Dilini Talagala,Thiyanga S. Talagala,Len Tashman,Dimitrios Thomakos,Thordis Thorarinsdottir,Ezio Todini,Juan Ramón Trapero Arenas,Xiaoqian Wang,Robert L. Winkler,Alisa Yusupova,Florian Ziel

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.

翻译：未来的不确定性既令人振奋,也具有挑战性,个人和组织都在寻求尽量减少风险和尽量扩大公用事业。大量预测应用程序要求采用多种预测方法应对现实生活中的挑战。本条款对预测理论和实践进行了非系统性审查。我们概述了各种理论、最新模型、方法、原则以及准备、制作、组织和评价预测的方法。然后,我们展示了这些理论概念如何在各种现实生活中应用。我们并不声称本次审查是方法和应用程序的详尽清单。然而,我们希望我们的百科全书演示将为过去几十年里开展的丰富工作提供一个参考点,并对预测理论和实践的未来有一些关键见解。鉴于其百科全书的性质,预期的阅读模式是非线性。我们提供了交叉参照,使读者能够浏览各种专题。我们补充了大量免费或开放软件数据库和公开软件实施清单所涵盖的理论概念和应用。