相关论文: Multivariate Dynamic Modeling for Bayesian Forecas…

We present a case study and methodological developments in large-scale hierarchical dynamic modeling for personalized prediction in commerce. The context is supermarket sales, where improved forecasting of customer/household-specific…

We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions,…

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Sales forecasting is the prerequisite for a lot of managerial decisions such as production planning, material resource planning and budgeting in the supply chain. Promotions are one of the most important business strategies that are often…

We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various areas of the literatures on time series, forecasting and…

This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson…

Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Accurate demand forecasting in the retail industry is a critical determinant of financial performance and supply chain efficiency. As global markets become increasingly interconnected, businesses are turning towards advanced prediction…

We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse…

For any business, planning is a continuous process, and typically business-owners focus on making both long-term planning aligned with a particular strategy as well as short-term planning that accommodates the dynamic market situations. An…

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

This paper introduces an approach to reference class selection in distributional forecasting with an application to corporate sales growth rates using several co-variates as reference variables, that are implicit predictors. The method can…

The economic and banking importance of the small and medium enterprise (SME) sector is well recognized in contemporary society. Business credit loans are very important for the operation of SMEs, and the revenue is a key indicator of credit…

I overview recent research advances in Bayesian state-space modeling of multivariate time series. A main focus is on the decouple/recouple concept that enables application of state-space models to increasingly large-scale data, applying to…

Accurate demand forecasting is one of the key aspects for successfully managing restaurants and staff canteens. In particular, properly predicting future sales of menu items allows a precise ordering of food stock. From an environmental…

We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the…

Probability forecasting is common in the geosciences, the finance sector, and elsewhere. It is sometimes the case that one has multiple probability-forecasts for the same target. How is the information in these multiple forecast systems…

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

The features in many prediction models naturally take the form of a hierarchy. The lower levels represent individuals or events. These units group naturally into locations and intervals or other aggregates, often at multiple levels. Levels…