预测新产品市场扩散的状态空间方法研究

一、引言自从20世纪60年代新产品市场扩散研究引入技术发展预测以及市场统计学等领域以来,用创新扩散模型准确预测新产品市场扩散的研究就引起了人们广泛的兴趣,西方经济学者在长期的研究中建立了多个新产品市场扩散模型和许多扩散模型的参数估计方法,文献[1]对这些参数估计方法的适用条件和应用范围进行了详细的讨论和评价,并将新产品市场扩散模型的参数估计方法分为两大类:一类是时不变估计程序,包括普通最小二乘法(ＯＬＳ)[2]、最大似然估计法(ＭＬＥ)[3]和非线性最小二乘法(ＮＬＳ)[4]等,另一类是时变估计程序,包括由Ｂｒｅｔｓｃｈｎｅ…

Study on the Prediction of the State Space of New Product’s Market Diffusion

A firm’s ability to compete in new product markets is vital its profitability and long-term survival. Therefore, it is important to forecast accurately the Marketing diffusion of new products in designing Marketing strategies for new product planning and management. The paper introduce a new estimation procedure, augmented kalman Filter with continuous state and Discrete observations(AKF(C-D), for estimating the state space Models of the diffusion process of a new product. This method is directly applicable to differential diffusion models without imposing constraints on the model structure or the nature of the unknown parameters. The authors compare AKF(C-D) empirically with three other estimation procedures, demonstrating AKF(C-D)’s superior prediction performance.