Hosking, Jonathan R. M.

System and method for modeling and forecasting cyclical demand systems with dynamic controls and dynamic incentives

Systems and methods for modeling and forecasting cyclical demand systems in the presence of dynamic control or dynamic incentives. A method for modeling a cyclical demand system comprises obtaining historical data on one or more demand measurements over a plurality of demand cycles, obtaining historical data on incentive signals over the plurality of demand cycles, constructing a model using the obtained historical data on the one or more demand measurements and the incentive signals, wherein constructing the model comprises specifying a state-space model, specifying variance parameters in the model, and estimating unknown variance parameters.