Anzeige
Erschienen in:
2000 | OriginalPaper | Buchkapitel
Multivariate approaches for aggregate time series1
verfasst von : Cristina Davino, Vincenzo Esposito
Erschienen in: COMPSTAT
Verlag: Physica-Verlag HD
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 problem of choosing between the direct and the indirect method for the seasonal adjustment of aggregate time series is addressed. Different multivariate approaches are proposed in order to define properly optimised aggregation weights for the component time series. The new weighing systems help in discriminating between the classical methods and may perform better than the weights assigned a-priori. Applications on real economic series are shown.