Benchmarking, temporal distribution, and reconciliation methods for time series / Estela Bee Dagum, Pierre A. Cholette.

Author
Dagum, Estela Bee [Browse]
Format
Book
Language
English
Published/​Created
New York : Springer, 2006.
Description
xiii, 409 pages ; 24 cm

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Lewis Library - Stacks HA30.3 .D339 2006 Browse related items Request

    Details

    Subject(s)
    Series
    • Lecture notes in statistics (Springer-Verlag) ; v. 186. [More in this series]
    • Lecture notes in statistics ; 186
    Bibliographic references
    Includes bibliographical references (p. [393]-402) and index.
    Contents
    • 1. Introduction
    • 2. components of time series
    • 3. Cholette-Dagum regression-based benchmarking method
    • the additive model
    • 4. Covariance matrices for benchmarking and reconciliation methods
    • 5. Cholette-Dagum regression-based benchmarking method
    • the multiplicative model
    • 6. Denton method and its variants
    • 7. Temporal distribution, interpolation and extrapolation
    • 8. Signal extraction and benchmarking
    • 9. Calendarization
    • 10. unified regression-based framework for signal extraction, benchmarking and interpolation
    • 11. Reconciliation and balancing systems of time series
    • 12. Reconciling one-way classified systems of time series
    • 13. Reconciling the marginal totals of two-way classified systems of series
    • 14. Reconciling two-way classified systems of series
    • App. A. Extended Gauss-Markov theorem
    • App. B. alternative solution for the Cholette-Dagum model for binding benchmarks
    • App. C. Formulae for some recurring matrix products
    • App. D. Seasonal regressors
    • App. E. Trading-day regressors.
    ISBN
    • 0387311025
    • 9780387311029 ((pbk. ; : acid-free paper))
    • 9780387354392
    • 0387354395
    LCCN
    2005938354
    OCLC
    69668595
    International Article Number
    • 9780387311029
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