| The IMI Colloquium in July | Date : Wednesday, 8 July 2020
16:45-17:45
| | Place : Zoom Online Meeting | | | Speaker : Assoc. Prof. Eiji MOTOHASHI
(Graduate School of International Social Sciences, Yokohama National University) | | | | Title : | | | Application of state space model to business | | | Abstract :
In recent years, a large amount of various types of data have been accumulated inside and outside companies, and the effective use of them has become one of the important factors to gain a competitive advantage of companies. Appropriate analysis is indispensable to perform highly accurate prediction and useful information extraction using data. Modeling is often required in consideration of data generation mechanism especially in the business field. In business, time series data is one of the main analysis targets, and a state space model is drawing attention as an analysis method. A state space model is a kind of time series model composed of a system model representing the temporal change of a state variable, which is a latent variable, and an observation model representing the relationship between state variables and observed variables. It is used in various fields regardless of natural or social science. In this talk, we will outline the state space model and introduce examples of applying the state space model to patent cost prediction, Internet advertising click rate prediction, and elucidation of brand choice behavior. | | | | | |
Application of state space model to business
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