Selección y utilización de niveles de desagregación adecuados en pronósticos de series temporales: Caso de estudio en una empresa de suscripción utilizando el proceso analítico jerárquico
Hierarchical aggregation/disaggregation of time series in order to make forecasts is a frequent challenge in business and econometric scenarios. This work presents a novel approach for selecting an adequate time series disaggregation level as a starting point for making forecasts. The methodology combines qualitative criteria - such as business resources and decision environment - and quantitative criteria - such as information quality and forecastability - in a multicriteria decision making task which is addressed through the analytic hierarchy process (AHP) technique. Results from a study case in a subscription business model company show the usefulness of combining AHP and time series forecasting techniques and the importance of multicriteria decision-making in the task of selecting an adequate aggregation/disaggregation level.
Year of publication: |
2013
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Authors: | Alvarado Valencia, Jorge Andrés ; García Buitrago, Javier Alexander |
Published in: |
Revista de Métodos Cuantitativos para la Economía y la Empresa. - Sevilla : Universidad Pablo de Olavide, ISSN 1886-516X. - Vol. 15.2013, p. 45-64
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Publisher: |
Sevilla : Universidad Pablo de Olavide |
Subject: | multicriteria decision making | analytical hierarchy process | time series aggregation | time series forecasting | subscription business model |
Saved in:
freely available
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | Spanish |
Other identifiers: | 756619912 [GVK] hdl:10419/113849 [Handle] |
Classification: | C44 - Statistical Decision Theory; Operations Research ; M11 - Production Management |
Source: |
Persistent link: https://www.econbiz.de/10011307185