Vasconcellos, Klaus Leite Pinto (1992) Aspects of forecasting aggregate and discrete data. PhD thesis, University of Warwick.

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Abstract

This work studies three related topics arising from the problem of forecasting
airline passenger bookings.
The first topic concerns the initialization through the starting prior for a DLM
(Dynamic Linear Model) or Generalized DLM. An approach is given which uses the
first observations of the series much more efficiently than that suggested by Pole
and West. Proper marginal priors are derived for stationary model components
and proper marginal priors may be obtained for parameter subspaces and used for
forecasting within that subspace well before a full proper prior is available.
The second topic proposes a model to forecast the number of people booking
tickets for particular flights. The model is more realistic than those which are
classically used, since it is a dynamic model and acknowledges discrete distributions.
The basic idea is given by the Dynamic Generalized Linear Model and a key feature
is given by the gamma to log-normal approximation that is developed.
The third topic consists of a study of temporal aggregation of a process that can
be represented by a DLM. We give representation results for the simplest univariate
cases, reveal some surprising phenomena, such as drastic model simplification with
aggregation, and discuss some advantages and disadvantages of using the aggregated
observations, depending on the forecasting objectives, as well as the importance of
aggregation in our particular booking problem.

Item Type:	Thesis (PhD)
Subjects:	H Social Sciences > HE Transportation and Communications Q Science > QA Mathematics
Library of Congress Subject Headings (LCSH):	Forecasting -- Statistical methods, Multivariate analysis, Airlines -- Reservation systems -- Mathematical models, Air travel -- Forecasting -- Mathematical models
Official Date:	December 1992
Institution:	University of Warwick
Theses Department:	Department of Statistics
Thesis Type:	PhD
Publication Status:	Unpublished
Supervisor(s)/Advisor:	Harrison, Jeff
Sponsors:	Conselho Nacional de Desenvolvimento Científico e Tecnológico [Brazil. National Council for Scientific and Technological Development] (CNPq)
Extent:	v, 140 leaves.
Language:	eng

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