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Examples of PSE

The only difference from the previous example is that impact of "marketing" starts at the sixth working hour of the next day $i$. Let us regard PSE as a special sort of SE and define its scale as

$\displaystyle s_i=\frac {Z_{p(i)}}{Z_{p(i-1)}}.$     (134)

Here $p(i)$ is the subscript of the most recent previous week when the "marketing" starts on Tuesday at the sixth working hour. $p(i-1)$ is the subscript of the most recent previous Monday with no marketing.

Another way is to regard the impact of PSE is by decreasing the marketing scale $s_i$ in proportion to the duration of the impact

$\displaystyle s^{6}_i=1/4 \ s_i .$     (135)

Here
$\displaystyle s_i=\frac {Z_{p(i)} }{Zz_{p(i-1)}},$     (136)

where $p(i)$ is the subscript of the most recent previous week when the "marketing" starts at the sixth hour on Tuesday and $p(i-1)$ is the subsript of the most recent previous Monday with no marketing.

Expression (2.74) is an example of empirical approach when a PSE is regarded as a different special event. Expression (2.75) needs less data but is based on an expert assumption that scales are proportional to the impact duration.


next up previous
Next: Method of Least Squares Up: Vector Prediction, Event Scale Previous: Examples of MSE
mockus 2008-06-21