DETERMINATION OF THE UNCERTAINTIES IN S-CURVE LOGISTIC FITS

被引:31
作者
DEBECKER, A
MODIS, T
机构
[1] DIGITAL EQUIPMENT CORP INT EUROPE,12 AVE MORIGNES CP 176,CH-1213 PETIT LANCY 1,SWITZERLAND
[2] INSEAD,FONTAINEBLEAU,FRANCE
[3] COLUMBIA UNIV,NEW YORK,NY 10027
[4] UNIV GENEVA,CH-1211 GENEVA 4,SWITZERLAND
[5] IMD,LAUSANNE,SWITZERLAND
[6] UNIV LYON 1,F-69365 LYON 2,FRANCE
关键词
D O I
10.1016/0040-1625(94)90023-X
中图分类号
F [经济];
学科分类号
02 ;
摘要
Look-up tables and graphs are provided for determining the uncertainties during logistic fits, on the three parameters M, alpha and t(o) describing an S-curve of the form: S(t) = M/1 + e(-alpha(t-t(o))). The uncertainties and the associated confidence levels are given as a function of the uncertainty on the data points and the length of the historical period. Correlations between these variables are also examined; they make ''what-if'' games possible even before doing the fit. The study is based on some 35,000 S-curve fits on simulated data covering a variety of conditions and carried out via a chi2 minimization technique. A rule-of-thumb general result is that, given at least half of the S-curve range and a precision of better than 10% on each hitorical point, the uncertainty on M will be less than 20% with 90% confidence level.
引用
收藏
页码:153 / 173
页数:21
相关论文
共 6 条
[1]  
DEBECKER A, 1988, TECHNOLOGICAL FORECA, V33, P267
[2]   SIMPLE SUBSTITUTION MODEL OF TECHNOLOGICAL CHANGE [J].
FISHER, JC ;
PRY, RH .
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 1971, 3 (01) :75-88
[3]  
JAMES F, MINUIT FUNCTION MINI
[4]   INFRASTRUCTURES FOR MOVEMENT [J].
MARCHETTI, C .
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 1987, 32 (04) :373-393
[5]  
MARCHETTI C, 1983, INNOVATION IND EC TO, P83
[6]  
Narendra S., 1971, REV MOD PHYS, V43, P231, DOI [10.1103/RevModPhys.43.231, DOI 10.1103/REVMODPHYS.43.231]