Selecting Data Granularity and Model Specification Using the Scaled Power Likelihood with Multiple Weights

This paper proposes a selection tool that jointly identifies the best-fitted granularity-model pair that can be used for out-of-sample forecasting.

• 저널Marketing Science · 41(4) · 848–866
• 토픽Forecasting Techniques and Applications · Management Science and Operations Research
• DOI10.1287/mksc.2021.1340
• 저자Mingyung Kim, Eric T. Bradlow, Raghuram Iyengar