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題 名 | 預測準確度之分析研究=An Study on the Forecasting Accuracy |
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作 者 | 鄭再福; | 書刊名 | 長榮學報 |
卷 期 | 2:2 1998.12[民87.12] |
頁 次 | 頁1-10 |
分類號 | 319.9 |
關鍵詞 | 預測誤差; 準確度分析型式; 經濟預測; Forecast error; Accuracy analysis model; Economic forecast; |
語 文 | 中文(Chinese) |
中文摘要 | 預測是指對研究對象的未來狀態進行估計與推測。 預測值與實際觀察值之間的差,亦即預測誤差,通常被認為是預測模型成功或失敗的一種指標。 目前用於衡量預測模型之準確度分析方法很多,本文首先擬將各種預測模型精度分析評估準則加以歸納整理成三種基本型式:平均誤差衡量型式,均方誤差衡量型式及最大誤差衡量型式,並依此分類,另外推導出準確度比分析模式。 其次,在發展經濟過程當中,經常會依據預測結果擬訂適當的經濟決策,也因此導致所觀察結果與原先模型所預測結果相差甚遠,因而無法評估所採用的預測模型是否合適。 對於這種進行經濟預測模型之準確度分析時,所面臨觀察值參考依據問題,本文將做進一步的探討,以提供選擇預測模型或改善預測模型一個客觀的依據。 |
英文摘要 | Forecasting is the prediction and estimation of some events and conditions that will take place in the future. Forecast error which is defined as the difference between the forecasted values and observed ones is usually taken as a measure of a forecasting model. This study will classify those methods into three basic forms: the averaged errors, the mean squared errors, and the maximum errors. According to these forms, the accuracy ratio defined will also be introduced. Besides this classification, this study will investigate the forecast errors of economic forecasting. In the development of economy, the determination of economic policies often associates with the results of economic forecasting. Hopefully, the economy developes according to the expectation. However, ther difference between the forecasted and observed values might be significant when the economic policies are executed effectively. It will be difficult to identify the accuracy of the economic forecasting model. This study will further investigate the measurement of economic forecasting accuracy. |
本系統中英文摘要資訊取自各篇刊載內容。