基于时间序列分析的销售数据建模与预测

Modeling and Forecasting Sales Data by Time Series Analysis

Journal of Marketing Research · 1981
被引 31
FT 50UTD 24ABS 4★

中文导读

用时间序列技术对销售数据建模,发现季节性可用确定性函数近似,随机部分为六阶自回归移动平均模型,组合模型用于最小均方预测,结果可靠。

Abstract

Time series modeling technique is used to model a series of sales data in which seasonality causes distinct spike peaks. The analysis of actual sales data shows that the seasonality in the data can be approximated by a deterministic function and the stochastic component is a sixth-order autoregressive moving average model. Use of the combined deterministic and stochastic models to derive the minimum mean squared forecast yields reliable results.

时间序列分析销售预测计量经济学季节性建模