Dynamic factor and double PCA models for partially observed survival curves: Forecasting demand in short-term rental markets
部分观测生存曲线的动态因子与双重 PCA 模型：短租需求预测
This paper develops prediction models for population-level survival curves observed over time and sampled from a heterogeneous mix of populations. We consider a discrete-time setting where each curve is only partially observed and forecasts of the remaining trajectory are needed for downstream decision making. Our approach recasts cross-population heterogeneity into a multivariate sampling model. We propose two forecasting models for partially observed curves: a full factor…