Complexity is costly: a meta‐analysis of parametric and non‐parametric methods for short‐term population forecasting

Short‐term forecasts based on time series of counts or survey data are widely used in population biology to provide advice concerning the management, harvest and conservation of natural populations. A common approach to produce these forecasts uses time‐series models, of different types, fit to time series of counts. Similar time‐series models are used in many other disciplines, however relative to the data available in these other disciplines, population data are often unusually short and noisy and models that perform well for data from other disciplines may not be appropriate for population data. In order to study the performance of time‐series forecasting models for natural animal population data, we assembled 2379 time series of vertebrate population indices from actual surveys. Our data were comprised of three vastly different types: highly variable (marine fish productivity), strongly cyclic (adult salmon counts), and small variance but long‐memory (bird and mammal counts). We tested the predictive performance of 49 different forecasting models grouped into three broad classes: autoregressive time‐series models, non‐linear regression‐type models and non‐parametric time‐series models. Low‐dimensional parametric autoregressive models gave the most accurate forecasts across a wide range of taxa; the most accurate model was one that simply treated the most recent observation as the forecast. More complex parametric and non‐parametric models performed worse, except when applied to highly cyclic species. Across taxa, certain life history characteristics were correlated with lower forecast error; specifically, we found that better forecasts were correlated with attributes of slow growing species: large maximum age and size for fishes and high trophic level for birds. Synthesis Evaluating the data support for multiple plausible models has been an integral focus of many ecological analyses. However, the most commonly used tools to quantify support have weighted models’ hindcasting and forecasting abilities. For many applications, predicting the past may be of little interest. Concentrating only on the future predictive performance of time series models, we performed a forecasting competition among many different kinds of statistical models, applying each to many different kinds of vertebrate time series of population abundance. Low‐dimensional (simple) models performed well overall, but more complex models did slightly better when applied to time series of cyclic species (e.g. salmon).