Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

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Springer ebook

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
Series: Lecture Notes in Statistics , Vol. 186
Dagum, Estela Bee, Cholette, Pierre A.

2006, XIV, 410 p., 101 illus., Softcover

ISBN: 978-0-387-31102-9

About this book
Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.

Written for:
Practitioners, researchers


Table of contents
Introduction.- 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.--Multiplicative Model.- The Denton Method and its Variants.- Interpolation, Temporal Distribution and Extrapolation.- Signal Extraction and Benchmarking.- Calendarization.- 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 Classified Systems of Time Series.

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关键词：Benchmarking distribution Time Series benchmark temporal Methods Series distribution temporal Benchmarking

【书名】Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
【作者】Dagum, Estela Bee, Cholette, Pierre A.
【出版社】Springer ebook
【版本】
【出版日期】2006
【文件格式】PDF
【文件大小】15.6 MB
【页数】410 p.
【ISBN出版号】ISBN: 978-0-387-31102-9
【资料类别】计量经济学，统计学
【市面定价】56.20 Dollars Amazon Paperback price
【扫描版还是影印版】影印版
【是否缺页】完整
【关键词】time series analysis
【内容简介】
About this book Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.

【目录】

Table of contents

Introduction.

- 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.--Multiplicative Model.

- The Denton Method and its Variants.

- Interpolation, Temporal Distribution and Extrapolation.

- Signal Extraction and Benchmarking.

- Calendarization.

- 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 Classified Systems of Time Series.

【书评】