抄録
It is known that the execution of a price and non-price promotion has a strong influence on the sales of a brand sold in a supermarket. Usually, we can easily obtain information on the degree of price promotion from POS data. On the other hand, unless the investigator collects information on the execution of non-price promotion in every retail store, we can not obtain this information. In this article, we consider the problem of identifying whether or not non-price promotion is conducted. We treat a non-price promotion execute/non-execute as a ‘state’. In that case, we assume that there is an unknown stationary probability matrix which describes the probability of a transition between states. Each state is characterized by a different stationary time series with unknown parameters. The objective of the analysis is to identify the regression model and to assign a state probability to each time instant. Finally, we give a high precision estimator of a past non-price promotion based on the proposed model.
