Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

• Main Authors: Dagum, Estela Bee (Author), Cholette, Pierre A. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Lecture Notes in Statistics, 186
• Subjects: Statistics.; Econometrics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistical Theory and Methods.

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,...

Table of Contents:

• 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.