Statistical Inference using Stochastic Switching Models for the Discrimination of Unobserved Non-Price Promotion
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- Sato Tadahiko
- Graduate School of Business Science, University of Tsukuba
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- Higuchi Tomoyuki
- Research Organization of Information and Systems, The Institute of Statistical Mathematics
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- Kitagawa Genshiro
- Research Organization of Information and Systems, The Institute of Statistical Mathematics
Bibliographic Information
- Other Title
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- マルコフ切換モデルによる観測されない非価格プロモーション実施の有無の統計的推測法
- マルコフ キリカエ モデル ニ ヨル カンソク サレナイ ヒカカク プロモーション ジッシ ノ ウム ノ トウケイテキ スイソクホウ
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Description
It is known that an execution of price and/or a non-price promotion has a strong influence on the sales of a brand sold in a supermarket. Usually, we can easily obtain information on a price promotion from a POS data. On the other hand, unless investigator collects information on an execution of non-price promotion in every retail store, we can not obtain such information. In this paper, we consider a problem to identify whether or not non-price promotion is conducted. We treat a non-price promotion execution/non-execution as a state variable. An unknown stationary probability matrix is assumed to describe the probability of a transition between states. Each state is characterized by a different stationary time series model with unknown parameters. An objective of the analysis is to identify the model and to assign a probability model for each state at each time instant. Finally, we give a high precision estimator of a past non-price promotion based on the proposal model.
Journal
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- Transactions of the Japan Society for Industrial and Applied Mathematics
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Transactions of the Japan Society for Industrial and Applied Mathematics 15 (4), 537-570, 2005
The Japan Society for Industrial and Applied Mathematics
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Details 詳細情報について
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- CRID
- 1390001205767825664
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- NII Article ID
- 110002976856
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- NII Book ID
- AN10367166
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- ISSN
- 24240982
- 09172246
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- HANDLE
- 2241/100717
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- NDL BIB ID
- 7785542
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- Text Lang
- ja
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- Data Source
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- JaLC
- IRDB
- NDL
- CiNii Articles
- KAKEN
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- Abstract License Flag
- Disallowed