IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v192y2012i1p105-12110.1007-s10479-011-0904-5.html
   My bibliography  Save this article

A data mining framework for product and service migration analysis

Author

Listed:
  • Siu-Tong Au
  • Rong Duan
  • Wei Jiang

Abstract

With new technologies or products invented, customers migrate from a legacy product to a new product from time to time. This paper discusses a time series data mining framework for product and service migration analysis. In order to identify who migrate, how migrations look like, and the relationship between the legacy product and the new product, we first discuss certain characteristics of customer spending data associated with product migration. By exploring interesting patterns and defining a number of features that capture the associations between the spending time series, we develop a co-integration-based classifier to identify customers associated with migration and summarize their time series patterns before, during and after the migration. Customers can then be scored based on the migration index that integrates the statistical significance and business impact of migration customers. We illustrate the research through a case study of internet protocol (IP) migration in telecommunications and compare it with likelihood-ratio-based tests for change point detections. Copyright Springer Science+Business Media, LLC 2012

Suggested Citation

  • Siu-Tong Au & Rong Duan & Wei Jiang, 2012. "A data mining framework for product and service migration analysis," Annals of Operations Research, Springer, vol. 192(1), pages 105-121, January.
  • Handle: RePEc:spr:annopr:v:192:y:2012:i:1:p:105-121:10.1007/s10479-011-0904-5
    DOI: 10.1007/s10479-011-0904-5
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-011-0904-5
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1007/s10479-011-0904-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Constantiou, Ioanna D. & Kautz, Karlheinz, 0. "Economic factors and diffusion of IP telephony: Empirical evidence from an advanced market," Telecommunications Policy, Elsevier, vol. 32(3-4), pages 197-211, April.
    2. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    3. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    4. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
    5. Rogers, Everett M, 1976. "New Product Adoption and Diffusion," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 2(4), pages 290-301, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics 68, University of Goettingen, Department of Economics.
    2. Zhang, Rongmao & Chan, Ngai Hang, 2018. "Portmanteau-type tests for unit-root and cointegration," Journal of Econometrics, Elsevier, vol. 207(2), pages 307-324.
    3. Ma, Tao & Zhou, Zhou & Antoniou, Constantinos, 2018. "Dynamic factor model for network traffic state forecast," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 281-317.
    4. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020. "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 93-101.
    5. Tung Liu & Lee C. Spector, 2005. "Dynamic employment adjustments over business cycles," Empirical Economics, Springer, vol. 30(1), pages 151-169, January.
    6. Anna Bykhovskaya & Vadim Gorin, 2020. "Cointegration in large VARs," Papers 2006.14179, arXiv.org, revised Dec 2021.
    7. Hongjun Li & Zhongjian Lin & Cheng Hsiao, 2015. "Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach," Empirical Economics, Springer, vol. 48(1), pages 427-438, February.
    8. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2013. "Unit roots, non-linearities and structural breaks," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 4, pages 61-94, Edward Elgar Publishing.
    9. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How market efficiency and the theory of storage link corn and ethanol markets," Energy Economics, Elsevier, vol. 34(6), pages 2157-2166.
    10. Rutkauskas Virgilijus & Gudauskaitė Laura, 2018. "Explaining the Changes of Agriculture Land Prices in Lithuania," Ekonomika (Economics), Sciendo, vol. 97(1), pages 63-75, January.
    11. Bimal Sahoo & D. Nauriyal, 2014. "Determinants of software exports from India," International Economics and Economic Policy, Springer, vol. 11(4), pages 455-479, December.
    12. Nielsen M.O., 2004. "Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 331-345, July.
    13. Hari S. Luitel & Gerry J. Mahar, 2016. "Algebra of Integrated Time Series: Evidence from Unit Root Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 199-209, May.
    14. Baker, Mindy Lyn, 2009. "Three essays concerning agriculture and energy," ISU General Staff Papers 200901010800001849, Iowa State University, Department of Economics.
    15. Mallory, Mindy L. & Irwin, Scott H. & Hayes, Dermot J., 2012. "How Market Efficiency and the Theory of Storage Link Corn and Ethanol Markets Energy Economics," ISU General Staff Papers 201211010700001537, Iowa State University, Department of Economics.
    16. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    17. Jürgen Wolters & Uwe Hassler, 2006. "Unit Root Testing," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56, Springer.
    18. Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023. "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers em-dp2023-07, Department of Economics, University of Reading.
    19. Roy, Rudra Prosad & Sinha Roy, Saikat, 2022. "Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    20. Gary Cornwall & Jeff Chen & Beau Sauley, 2021. "Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?," Papers 2103.01368, arXiv.org.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:192:y:2012:i:1:p:105-121:10.1007/s10479-011-0904-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.