A Two-Stage Sales Forecasting Procedure Using Discounted Least Squares
提出一种两阶段预测方法，先用回归分析估计营销和环境变量的系数，再用折扣最小二乘法平滑更新关键参数，以适应市场变化，并用零售数据验证有效性。
The authors develop a two-stage forecasting methodology for estimating the sales responses to marketing and environmental variables when it is likely that their impacts will change unpredictably over time. The methodology is based on an integrated least squares procedure that uses regression analysis in Stage 1 to estimate the coefficients of the controllable and environmental variables in combination with a Stage 2 discounted least squares smoothing procedure that updates key parameters in response to changing market conditions. The effectiveness of the methodology is demonstrated by applying it to weekly sales data from a major retail chain.