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

Autores/as

  • Jorge Andrés Alvarado Valencia Departamento de Ingeniería Industrial Pontificia Universidad Javeriana, Bogotá
  • Javier Alexander García Buitrago Departamento de Ingeniería Industrial Pontificia Universidad Javeriana, Bogotá

Palabras clave:

Toma de decisiones multicriterio, análisis jerárquico, agregación de series temporales, pronósticos de series temporales, empresas de suscripción

Resumen

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.

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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.

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Publicado

2016-11-04

Cómo citar

Alvarado Valencia, J. A., & García Buitrago, J. A. (2016). 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. Revista De Métodos Cuantitativos Para La Economía Y La Empresa, 15, Páginas 45 a 64. Recuperado a partir de https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2220

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