Disaggregation of annual flow data with multiplicative trends
Article Abstract:
Several techniques using smoothing or statistical criteria have been applied for establishing disaggregated values compatible with observed annual totals. A technique using a time-series model in a state space form was developed, permitting a prescribed multiplicative trend. It is applied to GNP data which have been employed for comparing techniques proposed for this purpose. The model broadened to include quarterly series, related to the unknown disaggregated values.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1999
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Business survey data in forecasting the output of Swedish and Finnish metal and engineering industries: a Kalman filter approach
Article Abstract:
A practical method of making use of the predictive information in the answers of the quarterly business survey in forecasting the output of Swedish and Finnish metal and engineering industries is introduced, based on the application of the Kalman filter approach. Results show that the information contained in these business surveysare useful in forecasting the industrial output for the next quarter.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1993
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Building neural network models for time series: a statistical approach
Article Abstract:
A method of developing neural network models for time series that can be used for forecasting is presented. The model uses statistics for computing the forecasts.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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