HI

2011-05-02 Thread anvar
Hello,

Could you please help me with the modeling in Python the following
problem: (e.g., g_t means g with index t)

Min∑_(i=1)^n▒∑_(t=1)^l▒[s_i (t)-min[s ̂_i (t)×α_t×exp(g_t ),C_i
(t) ] ]^2
subject to
s_i (t)=f_i (t)[S_i+f_(i-1) (t)[S_(i-1)+f_(i-2) (t)[S_(i-2)+⋯f_2 (t)
[S_2+f_1 (t) S_1 ]…] ] ][1-f_(i+1) (t)]
f_i (t)=F_i (t)-F_i (t-1)
F_i (t)=(((1-e^(-(X_i (t)-X_i (0) )(p_i+q_i ) )))/(((q_i⁄p_i ) e^(-
(X_i (t)-X_i (0) )(p_i+q_i ) )+1)), if t≥τ_i and F_i (t)=0  if
t<τ_i
X_i (t)=(t-τ_i+1)+ln(〖pr〗_i (t)/〖pr〗_i (0))β
α_t≥0,   g_t=const
00,
∀i=1,2,…,n
Where
s ̂_i (t)=p_i S_i  +(q_i-p_i ) s_i (t-1)-(q_i/S_i ) [s_i (t-1) ]^2,
S_i=μ_i (t)M_i
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Re: HI

2011-05-02 Thread anvar
Here we need to estimate p_i, q_i, and β.

Thank you,

> Min∑_(i=1)^n▒∑_(t=1)^l▒[s_i (t)-min[s ̂_i (t)×α_t×exp(g_t ),C_i
> (t) ] ]^2
> subject to
> s_i (t)=f_i (t)[S_i+f_(i-1) (t)[S_(i-1)+f_(i-2) (t)[S_(i-2)+⋯f_2 (t)
> [S_2+f_1 (t) S_1 ]…] ] ][1-f_(i+1) (t)]
> f_i (t)=F_i (t)-F_i (t-1)
> F_i (t)=(((1-e^(-(X_i (t)-X_i (0) )(p_i+q_i ) )))/(((q_i⁄p_i ) e^(-
> (X_i (t)-X_i (0) )(p_i+q_i ) )+1)), if t≥τ_i     and F_i (t)=0  if
> t<τ_i
> X_i (t)=(t-τ_i+1)+ln(〖pr〗_i (t)/〖pr〗_i (0))β
> α_t≥0,       g_t=const
> 0 S_i>0,
> ∀i=1,2,…,n
> Where
> s ̂_i (t)=p_i S_i  +(q_i-p_i ) s_i (t-1)-(q_i/S_i ) [s_i (t-1) ]^2,
> S_i=μ_i (t)M_i

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Re: HI

2011-05-02 Thread anvar
Dear Ulrich Eckhardt and Jean-Michel Pichavant!

First of all thank you for your attention. I'have never expected to
receive response.

Actually, I am doing my internship in Marketing Division in small
company., I got this assignment yesterday morning. My boss wants
perfect technology diffusion based forecasting model. I found the
required model, modified it..but cannot solve it (university friend
suggested Python because it had special tools for optimization). I
will appreciate if you help me to find right tools and give some more
advises.

Thank you for your precious time.

As to problem, I should use nonlinear least-square estimation
methodology (to estimate p_i, q_i, and β parameters) where the
objective of the estimation procedure is minimization of the sum of
squared error. Here in problem:
F_i (t) the cumulative density function at time t for technology
generation i
f_i (t) the probability density function at time t for technology
generation i
p_i the proportion of mass media communication for generation i
q_i the proportion of word of mouth for generation i
μ_i (t) the market share at time t for generation i  (data exists)
M_i total market potential for generation i,   (data exists)
S_i total sales potential for generation i, S_i=μ_i (t)M_i
τ_i the introduction time for generation i, τ_i≥1  (data exists)
s_i (t) the actual sales of products at time t for generation
i  (data exists)
s ̂_i (t) the estimated sales of products at time t for generation i
X_i (t) the cumulative market effects
β   the effectiveness of the price
〖pr〗_i (t)  the price at time t for generation i  (data exists)
α_t the seasonal factor at time t (data exists)
g_t the growth rate at time t   (data exists)
n   the number of generations (data exists)
l   the number of periods  (data exists)
C_i (t) the capacity restriction regarding the product at time t for
generation i (data exists)

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