大數據的預測盲區
????有什么問題是數據和分析不能回答的嗎? ????這都存在于一定的范圍內。要知道,相對于我們的潛力,我們做得有多好,與某件事物在本質上有多大的可預測性,二者是有區別的。以棒球為例,雖然分析師已經研究棒球很久了,但是即便是最優秀的棒球隊,勝率也只有三分之二。就算是最優秀的擊球手,也只有40%的機會上壘。所以在某種意義上,它在本質上仍然是不可預測的,但是我們有了比較好的方法來衡量和了解我們所知道和不知道的事情。 ????在很多領域,數據分析還沒有廣泛應用。比如我在我的《信號與聲音:為什么很多地震預測失敗了,但有些預測說中了》一書中談到了地震的預報。千百年來人們一直在嘗試預報地震,我們了解了一些現象——比如加州的地震要比新澤西州多,但是在某一時刻及時、精確地預報一場地震的能力可以說毫無進展。甚至就連經濟也是如此,一旦我們試圖做出長期的經濟預測,我們大多數都會做得比較差。 ????是否有行業已經在關注大數據分析可能帶來的影響? ????有時并一不定是非常熱門的行業。比如零售企業有大量的每個消費者的交易記錄,也有大量的供應鏈管理方面的數據,所以在制定庫存優化戰略、定價優化戰略以及供應鏈應急管理戰略時都會用到大數據分析。并不是非常搶眼的東西,但這些人有非常好的數據儲備,通常是高質量的數據,因此可以做出更好的決策。我相信有些企業已經這樣做了,因此它會帶來一些前所未有的效率。 ??? 另外還有其它案例,比如你可以看看電視行業是如何讓人們花錢的。我認為廣告行業定位顧客的手段變得更先進了。諷刺的是,這種效率從某種程度上也給媒體公司帶來了壞處。廣告業有一句老話:“你只有一半的廣告預算花對了,但你不知道是哪一半。”現在人們可能知道那是哪一半了,所以他們只會花這一半。 ????人們能否通過數據或者分析法精確預測股市? ????股市是一場競賽,你在和其他股民進行競爭。所以問題來了:是否股市的某些交易者要比其他人更厲害?我認為答案可能是“是的”。我不是一個純粹的股民,不過我玩撲克很久了。我認為玩撲克跟炒股在很多方面是相通的,你知道有些人越到長期越得心應手,而且更擅長應對不確定因素等等。不過股市里還有很多不穩定因素和很多運氣成分,一個市場周期可以長達幾個月或幾年。很多不正當的刺激因素可能會影響股市。所以盡管我認為有些很好的交易者在短期甚至五到十年內都可以順風順水,但最終很大程度還是由運氣決定的,所以很復雜。 |
????Are there any questions out there that can't be answered using data and analytics? ????So I think it all exists along a spectrum. It's important to know, too, that there's a difference between how good we are relative to our potential and how intrinsically predictable something might be. So for example if you look at baseball where analytics have come an awful long way, well it's still the case that the best baseball teams only win two-thirds of their games. The best hitters only get on base about 40% of the time. So it's still intrinsically unpredictable in a sense, but we have a good way of measuring and knowing what we know and what we don't know. ????But there are a lot of fields where analytics have not come very far. I discuss earthquake forecasting in my book [The Signal and the Noise: Why So Many Predictions Fail -- but Some Don't] for instance, where people have been trying for centuries. We know something -- there are more earthquakes here in California than in New Jersey -- but the ability to anticipate a particular earthquake with any precision at a particular moment in time has not gone very well at all. Even economics -- when we try to do long-term economic forecasting, it has been pretty poor for the most part. ????Are there any industries out there that are overlooking the possible impact of big data analytics? ????It's sometimes industries that aren't very sexy necessarily, so big retail businesses for example have tons of records on every consumer transaction they have [completed]. They have a ton of data on supply chain management, so things like that in terms of optimal inventory strategies or optimal pricing strategies or robust strategies for disruption in the supply chain. Not super-sexy stuff, but those people have really good data sets, often high quality data, and can make better decisions as a result. I'm sure that some are doing it already, and there are some efficiencies there that you weren't seeing before. ????There are also cases like if you look at how people consume television, for example. I think the advertising industry is something that's gotten more sophisticated in terms of targeting customers. The irony is that efficiency has become harmful in some ways for media companies, because what was the old adage? "Half your advertising budget is well spent, but you don't know which half." Now people might know which half, so they're only spending half as much. ????Can people use data or analytics to accurately predict the stock market in any way? ????The problem is the stock market is this whole contest where you're competing against other creators. So the question is: Are there some traders that are better than others? I think the answer is probably, Yes. I'm not a pure markets guy, I played poker long enough which I think has parallel skills to trading in many respects where you know that some people are better over the long-term and better at accounting for uncertainty and so forth. But there's a lot of volatility and a lot of luck where a market cycle can last for months or years. There are a lot of perverse incentives that get in the way. So while I think there are some good traders, in the near term, even over a period of five or 10 years, it will mostly be dictated by luck, so it's tricky. |