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,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Dagum, Estela Bee (Autor), Cholette, Pierre A. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Lecture Notes in Statistics, 186
Temas:
Econometrics.
Statistics .
Statistics in Business, Management, Economics, Finance, Insurance.
Statistical Theory and Methods.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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