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.

Analysis, Gross national product

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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.

Models, Finland, Forecasts and trends, Industrial productivity, Business forecasting

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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.

Sweden, Brazil, Methods, Neural networks, Statistics, Statistics (Data), Forecasting, Neural network

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