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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
Available Online
SpringerLink Books Mathematics and Statistics
Springer Mathematics and Statistics eBooks 2006 English/International
Copies in the Library
Location
Call Number
Status
Location Service
Notes
Lewis Library - Stacks
HA30.3 .D339 2006
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Details
Subject(s)
Time-series analysis
[Browse]
Benchmarking (Management)
[Browse]
Related name
Cholette, Pierre A.
[Browse]
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.
Show 18 more Contents items
ISBN
0387311025
9780387311029 ((pbk. ; : acid-free paper))
9780387354392
0387354395
LCCN
2005938354
OCLC
69668595
International Article Number
9780387311029
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Other versions
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series [electronic resource] / by Estela Bee Dagum, Pierre A. Cholette.
id
99125285030006421
Benchmarking, temporal distribution, and reconciliation methods for time series / Estela Bee Dagum, Pierre A. Cholette.
id
SCSB-8749267