This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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298
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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Business and Economic Statistics Section
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Abstract - #309288 |
Title:
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Statistical Modeling and Inference with Uncertainty in Part of Historical Data
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Author(s):
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Jerry Shan*+
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Companies:
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Hewlett-Packard
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Address:
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1501 Page Mill Road, Palo Alto, CA, 94304,
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Keywords:
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inaccurate data ;
uncertainty ;
modeling ;
inferences ;
forecasting ;
aggregation levels
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Abstract:
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In practice, we came to an interesting situation where a segment of historical time series data can only be regarded as accurate if the data is specified in a range but not as a point value. The question then is how do we use the historical data with this kind of uncertainty to build statistical models and make sound inferences? In this paper, we explain some of the general business context for the problem, propose a practical modeling approach, with the focus on one key modeling component, i.e., the forecasting aggregation level determination component, and share our study results and insights.
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Authors who are presenting talks have a * after their name.
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