航班动态定价机制下的机票价格序列变点估计

统计研究

航班动态定价机制下的机票价格序列变点估计

王星马璇

出版日期:2015-10-15 发布日期:2015-10-26

Change Point Estimation for Airfare Sequence under Dynamic Pricing Strategy in Air Industry

Wang Xing Ma Xuan

Online:2015-10-15 Published:2015-10-26

摘要/Abstract

摘要： 文章旨在研究受航空业动态定价机制影响下的机票价格序列变点估计模型，文中分析了机票价格u8序列数据的结构特点，提出了可用于高噪声数据环境下、阶梯状、带明显多变点的多阶段序列变点估计框架，该框架中级联组合了DBSCAN算法、EM-高斯混合模型聚类、凝聚层次聚类算法和基于乘积划分模型的变点估计方法等多种成熟的数据分析方法，通过对“北京-昆明”航线航班的实证分析，验证了数据分析框架的有效性和普遍适用性。

关键词: 机票价格预测, 变点估计, 序列聚类模式

Abstract: This paper aims to present change point estimation model for airfare sequence under dynamic pricing strategy in Air Industry. This paper analyses structural characteristics of ticket price series and present a change point estimation framework which can be applied to step-like multi-stage series with high noise data and multiple change points. This framework uses a combination of DBSCAN algorithm, EM-Gaussian Mixture Model clustering, hierarchical clustering algorithm and Product Partition Model for change point detection. By empirical studies on the flights for “Beijing to Kunming” route, this paper verifies the validity and general applicability of the data analysis framework.

Key words: Airfare Price Prediction, Change Point Estimation, Sequential Clustering Pattern

王星马璇. 航班动态定价机制下的机票价格序列变点估计[J]. 统计研究, 2015, 32(10): 74-81.

Wang Xing Ma Xuan. Change Point Estimation for Airfare Sequence under Dynamic Pricing Strategy in Air Industry[J]. Statistical Research, 2015, 32(10): 74-81.