Anzeige
Erschienen in:
2001 | OriginalPaper | Buchkapitel
Modelling a Change of Classification by a Structural Time Series Approach
verfasst von : Filippo Moauro
Erschienen in: Advances in Classification and Data Analysis
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
The change of classification problem for economic sectoral time series data is examined by a conversion matrix approach. A state space form for data reconstruction by structural time series models is proposed. The Doran (1992) methodology of constraining the Kalman filter to satisfy time varying restrictions is applied to increase efficiency of the estimates. Results of an application on Italian Quarterly Accounts are discussed.