NLS와 OLS의 하이브리드 방법에 의한 Bass 확산모형의 모수추정

Translated title of the contribution: A Parameter Estimation of Bass Diffusion Model by the Hybrid of NLS and OLS

Jung Sik Hong

Research output: Contribution to journalArticlepeer-review

Abstract

The Bass model is a cornerstone in diffusion theory which is used for forecasting demand of durables or new services. Three well-known estimation methods for parameters of the Bass model are Ordinary Least Square (OLS), Maximum Likelihood Estimator (MLE), Nonlinear Least Square (NLS). In this paper, a hybrid method incorporating OLS and NLS is presented and it’s performance is analyzed and compared with OLS and NLS by using simulation data and empirical data. The results show that NLS has the best performance in terms of accuracy and our hybrid method has the best performance in terms of stability. Specifically, hybrid method has better performance with less data. This result means much in practical aspect because the avaliable data is little when a diffusion model is used for forecasting demand of a new product.
Translated title of the contributionA Parameter Estimation of Bass Diffusion Model by the Hybrid of NLS and OLS
Original languageKorean
Pages (from-to)74-82
Number of pages9
Journal대한산업공학회지
Volume37
Issue number1
DOIs
StatePublished - Mar 2011

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