A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times
Harrison Katz, Kai Thomas Brusch, Robert E. Weiss
| Year of publication: |
2024
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|---|---|
| Authors: | Katz, Harrison ; Brusch, Kai Thomas ; Weiss, Robert E. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 4, p. 1556-1567
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| Subject: | Additive log ratio | Airbnb | Bayesian multivariate time series | Compositional data | Dirichlet distribution | Finance | Generalized ARMA model | Hospitality industry | Lead time | Markov chain Monte Carlo (MCMC) | Revenue forecasting | Simplex | Vector ARMA model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | ARMA-Modell | ARMA model | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Gastgewerbe | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015438453