Examinando por Autor "Muñoz Negrón, David F."

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Pronósticos bayesianos para repuestos de automóviles usando simulación estocástica
(Universidad ESAN. ESAN Ediciones, 2009-12-30) Muñoz Negrón, David F.; Muñoz Medina, Diego F.
This article presents the development and application of a simulation model that was used to forecast the demand of automobile parts using information from a car dealer in Mexico, D. F. In particular, this work illustrates, using a simple model, how stochastic simulation and Bayesian statistics can be combined to model and solve complex forecasting problems. The proposed framework is general enough to be applied to very detailed models of the system under study. The results obtained demonstrate how uncertainty on the parameters of the model can be incorporated, and the application using real data shows how a large sample size produces a posterior distribution that has little influence from the prior distribution.
Solo Metadatos
Pronósticos bayesianos usando simulación estocástica*
(Universidad ESAN. ESAN Ediciones, 2009-06-30) Muñoz Negrón, David F.
In this article, we present a general framework to construct forecasts using simulation. This framework allows us to incorporate available data into a forecasting model in order to assess parameter uncertainty through a posterior distribution, which is then used to estimate a point forecast in the form of a conditional (given the data) expectation. The uncertainty on the point forecast is assessed through the estimation of a conditional variance and a prediction interval. We discuss how to construct asymptotic confidence intervals to assess the estimation error for the estimators obtained using simulation. We illustrate how this approach is consistent with Bayesian forecasting by presenting two examples, and experimental results that confirm our analytical results are discussed.