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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Main Authors: | Orakanya Kanjanatarakul, Songsak Sriboonchitta, Thierry Denœux |
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格式: | 雜誌 |
出版: |
2018
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在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84899915661&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45683 |
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機構: | Chiang Mai University |
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