Counting your customers from an “always a share” perspective

Counting your customers from an “always a share” perspective
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从“始终共享”的角度来统计您的客户

DOI:
10.1007/s11002-010-9123-0
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发表时间:
2011-09
期刊:
影响因子:
3.6
通讯作者:
--
中科院分区:
管理学4区
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--
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基于Pareto/NBD框架的模型是最受欢迎的客户群分析。Pareto/NBD框架假设购买遵循泊松过程,直到客户的缺陷。因此,基于这一框架的模型可能会系统性地低估客户未来交易的数量,这些客户的退货概率大于零。在本文中,我们提出了一个新的模型,假设客户不叛逃,而是自由切换之间的活动和非活动状态。我们称这个模型为“间断泊松过程”。根据该模型,客户购买通过泊松过程时,他们是活跃的,他们不购买时,他们是不活跃的。贝叶斯模拟方法的参数估计开发和实施通过马尔可夫链蒙特卡罗(MCMC)模拟。导出了几个有用的客户群分析表达式。通过仿真实验,我们发现客户从非活跃状态向活跃状态的转化率是决定Pareto/NBD模型和我们的模型的拟合度和预测能力的重要因素。实证分析,使用两个现实生活中的数据集,证明了所提出的模型的上级性能。
Models based on the Pareto/NBD framework are among the most popular for customer base analysis. The Pareto/NBD framework assumes that purchasing follows a Poisson process until the customers defect. Therefore, models based on this framework may systematically underestimate the number of future transactions from customers whose probability of returning is greater than zero. In this paper, we propose a new model which assumes that customers do not defect, but instead switch freely between an active and an inactive state. We call this model the “interrupted Poisson process”. According to the model, customers purchase through a Poisson process when they are active and they do not purchase when they are inactive. Bayesian simulation methods for parameter estimation are developed and implemented via a Markov chain Monte Cacrlo (MCMC) simulation. Several useful expressions for customer base analysis are derived. Through simulation experiments, we show that the rate of customers moving from an inactive to an active state is an important factor determining the fit and predictive ability of the Pareto/NBD model and our model. An empirical analysis, using two real-life datasets, demonstrates the superior performance of the proposed model.
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