Seasonal Adjustment Methods And Real Time Trend Cycle Estimation
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Seasonal Adjustment Methods And Real Time Trend Cycle Estimation
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Author : Estela Bee Dagum
language : en
Publisher: Springer
Release Date : 2016-06-20
Seasonal Adjustment Methods And Real Time Trend Cycle Estimation written by Estela Bee Dagum and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-20 with Business & Economics categories.
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.
Seasonal Adjustment Without Revisions
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Author : Barend Abeln
language : en
Publisher: Springer Nature
Release Date : 2023-02-13
Seasonal Adjustment Without Revisions written by Barend Abeln and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-13 with Business & Economics categories.
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.
Forecasting Principles And Practice
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Author : Rob J Hyndman
language : en
Publisher: OTexts
Release Date : 2018-05-08
Forecasting Principles And Practice written by Rob J Hyndman and has been published by OTexts this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-08 with Business & Economics categories.
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.
Managing Agribusiness Effectively
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Author : Aayushman Dutta
language : en
Publisher: Educohack Press
Release Date : 2025-01-03
Managing Agribusiness Effectively written by Aayushman Dutta and has been published by Educohack Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-03 with Science categories.
The illustrations in this book are created by “Team Educohack”. Managing Agribusiness Effectively equips managers with the essential knowledge for technological and economic management of agricultural activities. We start with an introduction to agribusiness, focusing on the global agri-food system and evolving agricultural practices. You'll learn management principles for planning, organizing, controlling, and directing functions across different stages of agriculture. This innovative book blends traditional and modern management approaches, aiming to develop the business aspect of agriculture. We provide step-by-step guidance for planning and managing activities strategically. By the end, you'll be able to apply management principles effectively. Our book also addresses marketing strategies for agri-products and staying competitive. We consider farmers' fundamental needs and higher-order operations, discussing management challenges and market demands. Based on extensive studies and research, this book is a reliable guide for daily management issues in agribusiness.
Applied Computational Intelligence And Mathematical Methods
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Author : Radek Silhavy
language : en
Publisher: Springer
Release Date : 2017-09-04
Applied Computational Intelligence And Mathematical Methods written by Radek Silhavy and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-04 with Technology & Engineering categories.
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.
Economic Time Series
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Author : William R. Bell
language : en
Publisher: CRC Press
Release Date : 2012-03-19
Economic Time Series written by William R. Bell and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-19 with Mathematics categories.
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies. For easier perusal and absorption, the contents have been grouped into seven topical sections: Section I deals with periodic modeling of time series, introducing, applying, and comparing various seasonally periodic models Section II examines the estimation of time series components when models for series are misspecified in some sense, and the broader implications this has for seasonal adjustment and business cycle estimation Section III examines the quantification of error in X-11 seasonal adjustments, with comparisons to error in model-based seasonal adjustments Section IV discusses some practical problems that arise in seasonal adjustment: developing asymmetric trend-cycle filters, dealing with both temporal and contemporaneous benchmark constraints, detecting trading-day effects in monthly and quarterly time series, and using diagnostics in conjunction with model-based seasonal adjustment Section V explores outlier detection and the modeling of time series containing extreme values, developing new procedures and extending previous work Section VI examines some alternative models and inference procedures for analysis of seasonal economic time series Section VII deals with aspects of modeling, estimation, and forecasting for nonseasonal economic time series By presenting new methodological developments as well as pertinent empirical analyses and reviews of established methods, the book provides much that is stimulating and practically useful for the serious researcher and analyst of economic time series.
Advances In Applied Econometrics
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Author : Subal C. Kumbhakar
language : en
Publisher: Springer Nature
Release Date : 2025-01-08
Advances In Applied Econometrics written by Subal C. Kumbhakar and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-08 with Business & Economics categories.
This edited volume celebrates the profound legacy of Peter Schmidt, an eminent figure in econometric research. Originally featured as a Special Issue in Empirical Economics in 2023, this book gathers esteemed econometricians to honor Schmidt's influential work. His distinguished career encompassed pioneering contributions to various realms of econometrics, including time series and panel data econometrics, as well as stochastic frontier analysis. This Festschrift beautifully captures his synergy of theoretical innovation and empirical significance. Written by distinguished econometricians, the volume presents the state-of-the-art in econometrics, traversing Schmidt's diverse interests. It spotlights his impact on applied econometrics and features 25 contributions on topics such as panel data econometrics, stochastic frontier analysis and efficiency/productivity measurement, time series methods, general applied econometrics, copulas, nonparametric methods, andlimited dependent variable models. Readers will gain an overview of the state of econometrics through the lens of Schmidt's multifaceted expertise, exemplifying the enduring resonance of Schmidt's scholarly journey and his indelible impact on the field.
Applied Time Series Analysis And Forecasting With Python
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Author : Changquan Huang
language : en
Publisher: Springer Nature
Release Date : 2022-10-19
Applied Time Series Analysis And Forecasting With Python written by Changquan Huang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-19 with Mathematics categories.
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.
Reconstruction Of The Public Sphere In The Socially Mediated Age
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Author : Kaoru Endo
language : en
Publisher: Springer
Release Date : 2017-10-31
Reconstruction Of The Public Sphere In The Socially Mediated Age written by Kaoru Endo and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-31 with Computers categories.
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.
Multi Disciplinary Trends In Artificial Intelligence
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Author : Chattrakul Sombattheera
language : en
Publisher: Springer Nature
Release Date : 2025-02-19
Multi Disciplinary Trends In Artificial Intelligence written by Chattrakul Sombattheera and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-19 with Computers categories.
The two-volume set LNAI 15431 and 15432 constitutes the refereed proceedings of the 17th International Conference on Multi-disciplinary Trends in Artificial Intelligence, MIWAI 2024, held in Pattaya, Thailand, during November 11–15, 2024. The 68 full papers presented in these proceedings were carefully reviewed and selected from 147 submissions. The papers focus on various topics in AI and its applications, such as deep learning, machine learning, computer vision, pattern recognition, and natural language processing.