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Selección y utilización de niveles de desagregación adecuados en pronósticos de series temporales: caso de estudio en una empresa de suscripción utilizando el proceso analítico jerárquico || Selecting and Using an Adequate Disaggregation Level in Time Series Forecasting: A Study Case in a Subscription Business Model Company through the Analytic Hierarchy Process

Author

Listed:
  • Alvarado Valencia, Jorge Andrés

    (Departamento de Ingeniería Industrial Pontificia Universidad Javeriana, Bogotá (Colombia))

  • García Buitrago, Javier Alexander

    (Departamento de Ingeniería Industrial Pontificia Universidad Javeriana, Bogotá (Colombia))

Abstract

El problema de la agregación o desagregación de series temporales para la realización de pronósticos se presenta frecuentemente en situaciones empresariales y econométricas. Este trabajo presenta una metodología novedosa para la selección de un nivel de desagregación adecuado de las series temporales a partir del cual realizar pronósticos. La metodología toma en cuenta criterios cualitativos -los recursos empresariales y el entorno de decisión- y cuantitativos -predictibilidad de las series y calidad de la información-, utilizando la metodología de toma de decisiones multicriterio conocida como el proceso analítico jerárquico (AHP) para llegar a una decisión final. Un caso de estudio en una empresa de suscripción muestra la utilidad de combinar AHP con técnicas de pronóstico de series de tiempo y la importancia de utilizar múltiples criterios en la selección de un nivel de desagregación adecuado. || Hierarchical aggregation/disaggregation of time series in order to make forecasts is a frequent challenge in business and econometric scenarios. This work presents a novel approach for selecting an adequate time series disaggregation level as a starting point for making forecasts. The methodology combines qualitative criteria - such as business resources and decision environment - and quantitative criteria - such as information quality and forecastability - in a multicriteria decision making task which is addressed through the analytic hierarchy process (AHP) technique. Results from a study case in a subscription business model company show the usefulness of combining AHP and time series forecasting techniques and the importance of multicriteria decision-making in the task of selecting an adequate aggregation/disaggregation level.

Suggested Citation

  • Alvarado Valencia, Jorge Andrés & García Buitrago, Javier Alexander, 2013. "Selección y utilización de niveles de desagregación adecuados en pronósticos de series temporales: caso de estudio en una empresa de suscripción utilizando el proceso analítico jerárquico || Selecting," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 15(1), pages 45-64, June.
  • Handle: RePEc:pab:rmcpee:v:15:y:2013:i:1:p:45-64
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    More about this item

    Keywords

    toma de decisiones multicriterio; análisis jerárquico; agregación de series temporales; pronósticos de series temporales; empresas de suscripción; multicriteria decision making; analytical hierarchy process; time series aggregation; time series forecasting; subscription business model;
    All these keywords.

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management

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