Seasonal Adjustment Methods And Real Time Trend Cycle Estimation

Author : Estela Bee Dagum,Silvia Bianconcini
Publisher : Springer
Page : 283 pages
File Size : 46,5 Mb
Release : 2016-06-20
Category : Business & Economics
ISBN : 9783319318226

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Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation by Estela Bee Dagum,Silvia Bianconcini Pdf

This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.

Author : F. A. G. den Butter,M. M. G. Fase
Publisher : North Holland
Page : 236 pages
File Size : 50,6 Mb
Release : 1991
Category : Seasonal variations (Economics)
ISBN : UCAL:B4355225

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Seasonal Adjustment as a Practical Problem by F. A. G. den Butter,M. M. G. Fase Pdf

Presented in this book is the theory and the practice of seasonal adjustment of economic series from the viewpoint of economic policy design. The book offers the economist and practical statistician the opportunity to acquire new and important analytical insights as well as practical tools. Moreover, it discusses the historical development of the practice of seasonal adjustment as applied for policy analysis with Persons in the early twenties, via Zaycoff and Mendershausen in the thirties, through present day modelling with the aid of Kalman filters. Each method treated is empirically illustrated while a comparative analysis is made to assess the appropriateness of the various methods.

Author : Haim Y. Bleikh,Warren L.Young
Publisher : CRC Press
Page : 149 pages
File Size : 43,9 Mb
Release : 2016-02-24
Category : Business & Economics
ISBN : 9781317010180

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Time Series Analysis and Adjustment by Haim Y. Bleikh,Warren L.Young Pdf

In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.

Author : Rob J Hyndman,George Athanasopoulos
Publisher : OTexts
Page : 380 pages
File Size : 47,5 Mb
Release : 2018-05-08
Category : Business & Economics
ISBN : 9780987507112

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Forecasting: principles and practice by Rob J Hyndman,George Athanasopoulos Pdf

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Author : Barend Abeln,Jan P. A. M. Jacobs
Publisher : Springer Nature
Page : 94 pages
File Size : 54,9 Mb
Release : 2023-02-13
Category : Business & Economics
ISBN : 9783031228452

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Seasonal Adjustment Without Revisions by Barend Abeln,Jan P. A. M. Jacobs Pdf

Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course. This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available. The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data. This book appeals to scholars and students of econometrics and statistics, interested in the application of statistical methods for empirical economic modeling.

Author : Dominique Ladiray,Benoit Quenneville
Publisher : Springer Science & Business Media
Page : 245 pages
File Size : 45,7 Mb
Release : 2012-12-06
Category : Computers
ISBN : 9781461301752

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Seasonal Adjustment with the X-11 Method by Dominique Ladiray,Benoit Quenneville Pdf

The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA. While these integrate parametric methods, they remain close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. It will be an important reference for government agencies, and other serious users of economic data.

Author : Arnold Zellner
Publisher : Unknown
Page : 504 pages
File Size : 48,7 Mb
Release : 1978
Category : Business & Economics
ISBN : MINN:31951D00816537S

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Seasonal Analysis of Economic Time Series by Arnold Zellner Pdf

Author : Radek Silhavy,Petr Silhavy,Zdenka Prokopova
Publisher : Springer
Page : 394 pages
File Size : 46,8 Mb
Release : 2017-09-04
Category : Technology & Engineering
ISBN : 9783319676210

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Applied Computational Intelligence and Mathematical Methods by Radek Silhavy,Petr Silhavy,Zdenka Prokopova Pdf

The book discusses real-world problems and exploratory research in computational intelligence and mathematical models. It brings new approaches and methods to real-world problems and exploratory research that describes novel approaches in the mathematical methods, computational intelligence methods and software engineering in the scope of the intelligent systems. This book constitutes the refereed proceedings of the Computational Methods in Systems and Software 2017, a conference that provided an international forum for the discussion of the latest high-quality research results in all areas related to computational methods, statistics, cybernetics and software engineering.

Author : Changquan Huang,Alla Petukhina
Publisher : Springer Nature
Page : 377 pages
File Size : 51,5 Mb
Release : 2022-10-19
Category : Mathematics
ISBN : 9783031135842

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Applied Time Series Analysis and Forecasting with Python by Changquan Huang,Alla Petukhina Pdf

This textbook presents methods and techniques for time series analysis and forecasting and shows how to use Python to implement them and solve data science problems. It covers not only common statistical approaches and time series models, including ARMA, SARIMA, VAR, GARCH and state space and Markov switching models for (non)stationary, multivariate and financial time series, but also modern machine learning procedures and challenges for time series forecasting. Providing an organic combination of the principles of time series analysis and Python programming, it enables the reader to study methods and techniques and practice writing and running Python code at the same time. Its data-driven approach to analyzing and modeling time series data helps new learners to visualize and interpret both the raw data and its computed results. Primarily intended for students of statistics, economics and data science with an undergraduate knowledge of probability and statistics, the book will equally appeal to industry professionals in the fields of artificial intelligence and data science, and anyone interested in using Python to solve time series problems.

Author : Kaoru Endo,Satoshi Kurihara,Takashi Kamihigashi,Fujio Toriumi
Publisher : Springer
Page : 200 pages
File Size : 51,9 Mb
Release : 2017-10-31
Category : Computers
ISBN : 9789811061387

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Reconstruction of the Public Sphere in the Socially Mediated Age by Kaoru Endo,Satoshi Kurihara,Takashi Kamihigashi,Fujio Toriumi Pdf

The aim of this book is to establish a basis for resolving the various issues facing modern society by exploring the field of Computational Social Science, which fuses the social and natural sciences. Today, society is threatened by problems concerning the environment, population growth, hunger and epidemics, all of which could lead to the extinction of humankind. However, attempting to resolve these issues is extremely difficult, because of the complex, intertwined factors involved, and because these issues are not just matters related to nature and the environment but also to society. In this book, we investigate this aporia of the social sciences with the help of big data (which has gained considerable attention in recent years) and techniques such as agent-based simulation. Our aim is to resolve the complex system problems characteristic of the present age. In this regard, the book focuses on specific issues such as the reconstruction of public character in our social-media-saturated modern lifestyle, the current state of social capital, and the resultant social changes.

Author : Priyanka Sharma,Deepesh Machiwal
Publisher : Elsevier
Page : 404 pages
File Size : 50,7 Mb
Release : 2021-06-20
Category : Science
ISBN : 9780128209240

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Advances in Streamflow Forecasting by Priyanka Sharma,Deepesh Machiwal Pdf

Advances in Streamflow Forecasting: From Traditional to Modern Approaches covers the three major data-driven approaches of streamflow forecasting including traditional approach of statistical and stochastic time-series modelling with their recent developments, stand-alone data-driven approach such as artificial intelligence techniques, and modern hybridized approach where data-driven models are combined with preprocessing methods to improve the forecast accuracy of streamflows and to reduce the forecast uncertainties. This book starts by providing the background information, overview, and advances made in streamflow forecasting. The overview portrays the progress made in the field of streamflow forecasting over the decades. Thereafter, chapters describe theoretical methodology of the different data-driven tools and techniques used for streamflow forecasting along with case studies from different parts of the world. Each chapter provides a flowchart explaining step-by-step methodology followed in applying the data-driven approach in streamflow forecasting. This book addresses challenges in forecasting streamflows by abridging the gaps between theory and practice through amalgamation of theoretical descriptions of the data-driven techniques and systematic demonstration of procedures used in applying the techniques. Language of this book is kept simple to make the readers understand easily about different techniques and make them capable enough to straightforward replicate the approach in other areas of their interest. This book will be vital for hydrologists when optimizing the water resources system, and to mitigate the impact of destructive natural disasters such as floods and droughts by implementing long-term planning (structural and nonstructural measures), and short-term emergency warning. Moreover, this book will guide the readers in choosing an appropriate technique for streamflow forecasting depending upon the given set of conditions. Contributions from renowned researchers/experts of the subject from all over the world to provide the most authoritative outlook on streamflow forecasting Provides an excellent overview and advances made in streamflow forecasting over the past more than five decades and covers both traditional and modern data-driven approaches in streamflow forecasting Includes case studies along with detailed flowcharts demonstrating a systematic application of different data-driven models in streamflow forecasting, which helps understand the step-by-step procedures

Author : Anonim
Publisher : Unknown
Page : 418 pages
File Size : 41,8 Mb
Release : 1961
Category : Computer programming
ISBN : UOM:39015056037818

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Seasonal Adjustment on Electronic Computers by Anonim Pdf

Author : Ger Snijkers,Mojca Bavdaz,Stefan Bender,Jacqui Jones,Steve MacFeely,Joseph W Sakshaug,Katherine J Thompson,Arnout van Delden
Publisher : John Wiley & Sons
Page : 900 pages
File Size : 46,6 Mb
Release : 2023-02-22
Category : Business & Economics
ISBN : 9781119672302

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Advances in Business Statistics, Methods and Data Collection by Ger Snijkers,Mojca Bavdaz,Stefan Bender,Jacqui Jones,Steve MacFeely,Joseph W Sakshaug,Katherine J Thompson,Arnout van Delden Pdf

ADVANCES IN BUSINESS STATISTICS, METHODS AND DATA COLLECTION Advances in Business Statistics, Methods and Data Collection delivers insights into the latest state of play in producing establishment statistics, obtained from businesses, farms and institutions. Presenting materials and reflecting discussions from the 6th International Conference on Establishment Statistics (ICES-VI), this edited volume provides a broad overview of methodology underlying current establishment statistics from every aspect of the production life cycle while spotlighting innovative and impactful advancements in the development, conduct, and evaluation of modern establishment statistics programs. Highlights include: Practical discussions on agile, timely, and accurate measurement of rapidly evolving economic phenomena such as globalization, new computer technologies, and the informal sector. Comprehensive explorations of administrative and new data sources and technologies, covering big (organic) data sources and methods for data integration, linking, machine learning and visualization. Detailed compilations of statistical programs’ responses to wide-ranging data collection and production challenges, among others caused by the Covid-19 pandemic. In-depth examinations of business survey questionnaire design, computerization, pretesting methods, experimentation, and paradata. Methodical presentations of conventional and emerging procedures in survey statistics techniques for establishment statistics, encompassing probability sampling designs and sample coordination, non-probability sampling, missing data treatments, small area estimation and Bayesian methods. Providing a broad overview of most up-to-date science, this book challenges the status quo and prepares researchers for current and future challenges in establishment statistics and methods. Perfect for survey researchers, government statisticians, National Bank employees, economists, and undergraduate and graduate students in survey research and economics, Advances in Business Statistics, Methods and Data Collection will also earn a place in the toolkit of researchers working –with data– in industries across a variety of fields.

Author : Julius Shiskin,Harry Eisenpress
Publisher : Unknown
Page : 44 pages
File Size : 43,5 Mb
Release : 1958
Category : Computers
ISBN : UOM:39015035947335

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Seasonal Adjustments by Electronic Computer Methods by Julius Shiskin,Harry Eisenpress Pdf

Author : Aman Khan,Kenneth A. Kriz
Publisher : Rowman & Littlefield
Page : 269 pages
File Size : 42,6 Mb
Release : 2022-12-15
Category : Political Science
ISBN : 9781793613110

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Forecasting Government Budgets by Aman Khan,Kenneth A. Kriz Pdf

Forecasting is integral to all governmental activities, especially budgetary activities. Without good and accurate forecasts, a government will not only find it difficult to carry out its everyday operations but will also find it difficult to cope with the increasingly complex environment in which it has to operate. This book presents, in a simple and easy to understand manner, some of the commonly used methods in budget forecasting, simple as well as advanced. The book is divided into three parts: It begins with an overview of forecasting background, forecasting process, and forecasting methods, followed by a detailed discussion of the actual methods in Parts I, II, and III. Part I discusses a combination of basic time series models such as percentage average, simple moving average, double moving average, exponential moving average, double as well as triple, simple trend line, time-series with cyclical variation, and time-series regression, with single and multiple independent variables. Part II discusses some of the more advanced, but frequently used time series models, such as ARIMA, regular as well as seasonal, Vector Autoregression (VAR), and Vector Error Correction (VEC). Part III provides an overview of three of the more recent advances in time series models, namely ensemble forecasting, state-space forecasting, and neural network. The book concludes with a brief discussion of some practical issues in budget forecasting.