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

DOI10.1007/S10463-009-0244-2MaRDI QIDQ904070zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1069599 (Why is no real title available?)
• Bayesian Forecasting of Multinomial Time Series Through Conditional Gaussian Dynamic Models
• 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

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

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