Multivariate approaches for aggregate time series

DOI10.1007/978-3-642-57678-2_31MaRDI QIDQ3297953zbMATH OpenOpenAlexFDO

Authors Cristina Davino, Vincenzo Esposito

Publication date 21 July 2020

Published in COMPSTAT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57678-2_31

zbMATH Keywords

coherenceseasonal adjustmentaggregation weightscompromise components

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Assessing direct and indirect seasonal decomposition in state space
• Optimal aggregation of linear time series models
• Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns
• Temporal disaggregation using multivariate structural time series models
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment

Cites work

• scientific article; zbMATH DE number 46736 (Why is no real title available?)
• scientific article; zbMATH DE number 3579840 (Why is no real title available?)
• scientific article; zbMATH DE number 1099312 (Why is no real title available?)
• Generalized Procrustes analysis

Cited in

(8)

• Optimal aggregation of linear time series models
• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• Assessing direct and indirect seasonal decomposition in state space
• A novel weight determination method for time series data aggregation
• Reconciliation of systems of time series according to a growth rates preservation principle
• scientific article; zbMATH DE number 3858243 (Why is no real title available?)
• A random forest-based approach to combining and ranking seasonality tests
• Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns

This page was built for publication: Multivariate approaches for aggregate time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3297953)