基于SARIMA模型的电信服务市场微观计量分析

P. Kaczmarczyk
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引用次数: 4

摘要

本文给出了多部门模型在电话服务小时需求短期预测中的有效性测试结果。该模型基于二分自变量线性回归模型和SARIMA模型的集成。回归被用作需求的建模可变性的过滤器。将SARIMA应用于残差变异性模型。研究表明,与非支持线性回归模型相比,所提出的积分提供了更大的近似和预测可能性。研究结果为电信运营商的运营规划提供了支持。
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Microeconometric Analysis of Telecommunication Services Market with the use of SARIMA Models
The paper presents the results of testing the effectiveness of the multi sectional model in the short-term forecasting of hourly demand for telephone services. The model was based on the integration of the linear regression model with dichotomous independent variables and the SARIMA model. The regression was used as a filter of modelled variability of the demand. The SARIMA was applied to model residual variability. The research shows that the proposed integration provides a greater possibility of approximation and prediction in comparison to the non-supported linear regression model. The results of the study provide support for operational planning of telecommunications operator.
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