Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data

DOI10.1007/S10463-009-0244-2zbMATH Open1422.62312OpenAlexW2079989113MaRDI QIDQ904070FDOQ904070

Authors: Nobuhiko Terui, Masataka Ban, Toshihiko Maki 

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0244-2

Recommendations

• Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes
• Hierarchical dynamic models for multivariate times series of counts
• Dynamic Bayesian modeling of multiple count time series using R-INLA
• Sequential Bayesian analysis of multivariate count data
• Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category

zbMATH Keywords

count datageneralized linear modelMCMCpredictive densityhierarchical market structurePoisson-multinomial distributionPOS time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Bayesian Measures of Model Complexity and Fit
• Bayesian forecasting and dynamic models
• Dynamic Generalized Linear Models and Bayesian Forecasting
• On Gibbs sampling for state space models
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
• Title not available (Why is that?)

Cited In (6)

• A review of Bayesian dynamic forecasting models: applications in marketing
• Bayesian dynamic modelling to assess differential treatment effects on panic attack frequencies
• Hierarchical dynamic models for multivariate times series of counts
• Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
• Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category
• Multivariate time series model with hierarchical structure for over-dispersed discrete outcomes

This page was built for publication: Finding market structure by sales count dynamics -- multivariate structural time series models with hierarchical structure for count data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904070)