Forecasting contemporal time series aggregates

DOI10.1080/03610928108828115zbMath0464.62089OpenAlexW2055194046MaRDI QIDQ3915871

Bovas Abraham, William W. S. Wei

Publication date: 1981

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828115

zbMATH Keywords

predictionHilbert spacerelative efficiencycontemporal aggregate of time series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

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Grouped multivariate and functional time series forecasting: an application to annuity pricing ⋮ Combining multiple time series predictors: A useful inferential procedure ⋮ Integrated hierarchical forecasting ⋮ Comparing aggregate and disaggregate forecasts of first order moving average models ⋮ Aggregation of space-time processes. ⋮ When is an aggregate of a time series efficiently forecast by its past? ⋮ Effect of aggregation on the estimation of trend in mortality ⋮ Effects of targets and aggregation on the propagation of error in mortality forecasts ⋮ Linear transformations of vector ARMA processes ⋮ Parameter changes in a regression model with autocorrelated errors

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