Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

In modern economies, time series play a crucial role at all levels of activity. They are used by decision makers to plan for a better future, by governments to promote prosperity, by central banks to control inflation, by unions to bargain for higher wages, by hospital, school boards, manufacturers,...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Dagum, Estela Bee (Συγγραφέας), Cholette, Pierre A. (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: New York, NY : Springer New York, 2006.
Σειρά:Lecture Notes in Statistics, 186
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • The Components of Time Series
  • The Cholette-Dagum Regression-Based Benchmarking Method — The Additive Model
  • Covariance Matrices for Benchmarking and Reconciliation Methods
  • The Cholette-Dagum Regression-Based Benchmarking Method - The Multiplicative Model
  • The Denton Method and its Variants
  • Temporal Distribution, Interpolation and Extrapolation
  • Signal Extraction and Benchmarking
  • Calendarization
  • A Unified Regression-Based Framework for Signal Extraction, Benchmarking and Interpolation
  • Reconciliation and Balancing Systems of Time Series
  • Reconciling One-Way Classified Systems of Time Series
  • Reconciling the Marginal Totals of Two-Way Classified Systems of Series
  • Reconciling Two-Way Classifed Systems of Series.