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Identification of product life cycle models by autoregression–moving average models and Groebner’s bases

Author

Listed:
  • Valery Semenychev

    (Samara Academy of State and Municipal Management)

  • Eugen Kurkin

    (Samara Academy of State and Municipal Management)

  • Eugene Semenychev

    (Samara Academy of State and Municipal Management)

Abstract

The authors offer the analytical models of product life cycle and the approach towards their classification based on the models of autoregression–moving average and using the Groebner bases for solving the normal systems of non-linear polynomial equations, received after using the least-squares method. The characteristics of modeling and forecasting fidelity have been also elaborated, concerning the sales data for cars, data for oil production, as well as interest of Google users towards cell phone models and guide-books edition.

Suggested Citation

  • Valery Semenychev & Eugen Kurkin & Eugene Semenychev, 2012. "Identification of product life cycle models by autoregression–moving average models and Groebner’s bases," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 122-137.
    • Handle: RePEc:ris:apltrx:0167
    as

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    References listed on IDEAS

    as
    1. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
    2. Beveridge, Stephen & Nelson, Charles R., 1981. "A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle'," Journal of Monetary Economics, Elsevier, vol. 7(2), pages 151-174.
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    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making

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