Stochastic models underlying Croston's method for intermittent demand forecasting

被引：52

作者：

Shenstone, L ^{[1
]}

Hyndman, RJ ^{[1
]}

机构：

[1] Monash Univ, Dept Econometr & Business Stat, Clayton, Vic 3800, Australia

来源：

JOURNAL OF FORECASTING | 2005年 / 24卷 / 06期

关键词：

Croston's method; exponential smoothing; forecasting; intermittent demand; prediction intervals;

D O I：

10.1002/for.963

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Croston's method is widely used to predict inventory demand when it is intermittent. However, it is an ad hoc method with no properly formulated underlying stochastic model. In this paper, we explore possible models underlying Croston's method and three related methods, and we show that any underlying model will be inconsistent with the properties of intermittent demand data. However, we find that the point forecasts and prediction intervals based on such underlying models may still be useful. Copyright (c) 2005 John Wiley & Sons, Ltd.

引用

页码：389 / 402

页数：14

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