Multifractal wavelet dynamic mode decomposition modeling for marketing time series
营销时间序列的多重分形小波动态模态分解建模AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要直接分析品牌价格与销量时间序列,并研究销售持续性的预测,因此对应时间序列与预测方法方向,应用并非宏观经济。
营销时间序列的多重分形小波动态模态分解建模AI 解读 ↓
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Marketing is the way we ensure our sales are the best in the market, our prices the most accessible, and our clients satisfied, thus ensuring our brand has the widest distribution. This requires sophisticated and advanced understanding of the whole related network. Indeed, marketing data may exist in different forms such as qualitative and quantitative data. However, in the literature, it is easily noted that large bibliographies may be collected about qualitative studies, while only a few studies adopt a quantitative point of view. This is a major drawback that results in marketing science still focusing on design, although the market is strongly dependent on quantities such as money and time. Indeed, marketing data may form time series such as brand sales in specified periods, brand-related prices over specified periods, market shares, etc. The purpose of the present work is to investigate some marketing models based on time series for various brands. This paper aims to combine the dynamic mode decomposition and wavelet decomposition to study marketing series due to both prices, and volume sales in order to explore the effect of the time scale on the persistence of brand sales in the market and on the forecasting of such persistence, according to the characteristics of the brand and the related market competition or competitors. Our study is based on a sample of Saudi brands during the period 22 November 2017 to 30 December 2021.
用循环神经网络预测自回归非因果过程
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基于深度可分离神经网络的混频时间序列预测
To better forecast mixed-frequency time series, it is the key to choose a suitable way for frequency alignment. However, the existing methods are all limited to linear transformations, and this may overlook the possible nonlinearity, leading to a worse prediction. We alternatively consider a deep neural network for each frequency alignment, and hence a depth-separable neural network. Moreover, a parameter-sharing mechanism is adopted across the alignment at each stage,…
跨空间时间序列的预测驱动推断
The following motif is common in spatiotemporal settings: we have a sequence of covariate and label pairs observed for a relatively short, recent time period. We have access to unlabeled covariates over a longer time period. Data is observed over many spatial locations. For instance, crop yield might be observed over a large geographical area for recent years, but weather data (which is informative about crop yield) is available for a much longer period. The goal is to…
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glmSTARMA:广义线性时空自回归模型的 R 包
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NIRVAR:网络信息约束向量自回归
High-dimensional panels of time series often arise in finance and macroeconomics, where co-movements within groups of panel components occur. Extracting these groupings from the data provides a coarse-grained description of the complex system in question and can inform subsequent prediction tasks. We develop a novel methodology to model such a panel as a restricted vector autoregressive process, where the coefficient matrix is the weighted adjacency matrix of a stochastic…