Forecasting using belief functions: An application to marketing econometrics

• 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
• 機構: Chiang Mai University

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...