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From the moment the Project Manager starts - irrespective of which phase.
Lessons learnt are not learnt during execution, delivery or handover. They can happen at any time and hence you should be ready to document them the moment they occur.
Take notes during execution and document the lessons learned after project closour.
The lessons learned approach describes how the document will be created, what it will consist of, and how lessons will be categorized.
It is important that the lessons learned approach is covered in the initial stages of project planning.
The reason for this is that a methodology along with an appropriate set of tools should be established to capture these lessons throughout the project’s lifecycle.
The contents of the lessons learned document should also be determined ahead of time. They should be detailed enough to provide value for future use and the contents should be consistent with other lessons learned documents or organizational standards. The categorization of lessons learned is another consideration. Many organizations categorize lessons by project lifecycle phase or by the knowledge area that the lesson applies to.
PM starts documenting from start to the end of the project.
from day one, when we start the project,lesson learn may be from the experiance of others project done before. so during each state there is lesson learn .
All over the project life-cycle
Capturing lessons learned is an integral part of every project and serves several purposes. While the finalization of a formal lessons learned document is completed during the project closeout process, capturing lessons learned should occur throughout the project lifecycle to ensure all information is documented in a timely and accurate manner. The lessons learned document serves as a valuable tool for use by other project managers within an organization who are assigned similar projects. This document should not only describe what went wrong during a project and suggestions to avoid similar occurrences in the future, but it should also describe what went well and how similar projects may benefit from this information
It depends on the project plan, if project has different phases then after completion of each phase one can write lessons learned. If project have different milestones then it could be after every milestone. You may also consider this after every comparison as well (When you compare Plan vs Actuals).
There are some other factors like :
1) Nature of the Project.
2) Duration of the Project
3) Dependencies of Project.
As soon as a projects kicks off, one should start documenting all sort of relevant information. It helps in learning lessons as well as it becomes a knowledge repository for others to get benefit from in future for similar nature of projects.
really it is right to take notes for lesson learned from kick off meeting until the closing out but especially in execution you must concentrate more because you can find some of issues which you did not predict and some problem which must be taken in consideration in the next project or across the portfolio management.
Lessons learnt can be taken from previous similar projects and applied to in the current project. However, lessons learnt can be documented at any stage of the project with particular focus after milestones are met.