Hotel price forecasting using time series. An exploratory research

[EN] This paper proposes the use of time-series-based forecasting methods to identify the main predictor variables of prices in hotels located in the city of Barcelona. However, in contrast to previous work, the research focusses on online prices, i.e. the prices set by hotel companies' rev...

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Detalles Bibliográficos
Autores: Chávez-Miranda, Esther, Toral, Sergio, Martínez-Torres, M. Rocío
Tipo de recurso: capítulo de libro
Fecha de publicación:2023
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/201701
Acceso en línea:https://riunet.upv.es/handle/10251/201701
Access Level:acceso abierto
Palabra clave:Hotel price
Time series
Autoregressive models
Revenue management
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repository_id_str
spelling Hotel price forecasting using time series. An exploratory researchChávez-Miranda, EstherToral, SergioMartínez-Torres, M. RocíoHotel priceTime seriesAutoregressive modelsRevenue management[EN] This paper proposes the use of time-series-based forecasting methods to identify the main predictor variables of prices in hotels located in the city of Barcelona. However, in contrast to previous work, the research focusses on online prices, i.e. the prices set by hotel companies' revenue management algorithms, rather than purchase prices. For the training of the time series, a dataset of hotel prices offered on from Booking.com with a horizon of zero days in advance has been used. In addition to the price series itself, a set of exogenous variables has been included to improve the predictive capacity of the model. As a result, the relative importance of the lags of the endogenous variables and of the exogenous variables, as well as the prediction error, have been obtained. The lag is the main variable in the determination of the forecast and, more specifically, those referring to one day-, one week-, and one month-lags.This publication is part of the project TED2021-130406B-I00, funded by MCIN/AEI/10.13039/501100011033 and by the European Union "NextGenerationEU"/PRTREditorial Universitat Politècnica de ValènciaMinisterio de Ciencia, Innovación y UniversidadesEuropean CommissionRepositorio Institucional de la Universitat Politècnica de València Riunet20232023-09-22book parthttp://purl.org/coar/resource_type/c_3248VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/bookPartapplication/pdfhttps://riunet.upv.es/handle/10251/201701reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valénciainstname:Universitat Politècnica de València (UPV)InglésengMinisterio de Ciencia e Innovación http://dx.doi.org/10.13039/501100004837open accesshttp://purl.org/coar/access_right/c_abf2Reconocimiento - No comercial - Compartir igual (by-nc-sa) http://creativecommons.org/licenses/by-nc-sa/4.0/info:eu-repo/semantics/openAccessoai:riunet.upv.es:10251/2017012026-06-13T07:49:27Z
dc.title.none.fl_str_mv Hotel price forecasting using time series. An exploratory research
title Hotel price forecasting using time series. An exploratory research
spellingShingle Hotel price forecasting using time series. An exploratory research
Chávez-Miranda, Esther
Hotel price
Time series
Autoregressive models
Revenue management
title_short Hotel price forecasting using time series. An exploratory research
title_full Hotel price forecasting using time series. An exploratory research
title_fullStr Hotel price forecasting using time series. An exploratory research
title_full_unstemmed Hotel price forecasting using time series. An exploratory research
title_sort Hotel price forecasting using time series. An exploratory research
dc.creator.none.fl_str_mv Chávez-Miranda, Esther
Toral, Sergio
Martínez-Torres, M. Rocío
author Chávez-Miranda, Esther
author_facet Chávez-Miranda, Esther
Toral, Sergio
Martínez-Torres, M. Rocío
author_role author
author2 Toral, Sergio
Martínez-Torres, M. Rocío
author2_role author
author
dc.contributor.none.fl_str_mv Ministerio de Ciencia, Innovación y Universidades
European Commission
Repositorio Institucional de la Universitat Politècnica de València Riunet
dc.subject.none.fl_str_mv Hotel price
Time series
Autoregressive models
Revenue management
topic Hotel price
Time series
Autoregressive models
Revenue management
description [EN] This paper proposes the use of time-series-based forecasting methods to identify the main predictor variables of prices in hotels located in the city of Barcelona. However, in contrast to previous work, the research focusses on online prices, i.e. the prices set by hotel companies' revenue management algorithms, rather than purchase prices. For the training of the time series, a dataset of hotel prices offered on from Booking.com with a horizon of zero days in advance has been used. In addition to the price series itself, a set of exogenous variables has been included to improve the predictive capacity of the model. As a result, the relative importance of the lags of the endogenous variables and of the exogenous variables, as well as the prediction error, have been obtained. The lag is the main variable in the determination of the forecast and, more specifically, those referring to one day-, one week-, and one month-lags.
publishDate 2023
dc.date.none.fl_str_mv 2023
2023-09-22
dc.type.none.fl_str_mv book part
http://purl.org/coar/resource_type/c_3248
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/bookPart
format bookPart
dc.identifier.none.fl_str_mv https://riunet.upv.es/handle/10251/201701
url https://riunet.upv.es/handle/10251/201701
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Ministerio de Ciencia e Innovación http://dx.doi.org/10.13039/501100004837
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reconocimiento - No comercial - Compartir igual (by-nc-sa)
http://creativecommons.org/licenses/by-nc-sa/4.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reconocimiento - No comercial - Compartir igual (by-nc-sa)
http://creativecommons.org/licenses/by-nc-sa/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Editorial Universitat Politècnica de València
publisher.none.fl_str_mv Editorial Universitat Politècnica de València
dc.source.none.fl_str_mv reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname:Universitat Politècnica de València (UPV)
instname_str Universitat Politècnica de València (UPV)
reponame_str RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
collection RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
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