Forecasting using belief functions: An application to marketing econometrics

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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書目詳細資料
Main Authors:	Kanjanatarakul O., Sriboonchitta S., Denoeux T.
格式:	Article
語言:	English
出版:	Elsevier Inc. 2014
在線閱讀:	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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