Forecasting using belief functions: An application to marketing econometrics

A method is proposed to quantify uncertainty on statistical forecasts using the formalism of belief functions. The approach is based on two steps. In the estimation step, a belief function on the parameter space is constructed from the normalized likelihood given the observed data. In the prediction...

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Bibliographic Details
Main Authors: Kanjanatarakul O., Sriboonchitta S., Denoeux T.
Format: Article
Language:English
Published: Elsevier Inc. 2014
Online Access:http://www.scopus.com/inward/record.url?eid=2-s2.0-84899915661&partnerID=40&md5=8648ff3b49dc5376265577730efcbe50
http://cmuir.cmu.ac.th/handle/6653943832/1192
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Institution: Chiang Mai University
Language: English