Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

1. Introduction

2. The Components of Time Series

3. The Cholette-Dagum Regression-Based Benchmarking Method — The Additive Model

4. Covariance Matrices for Benchmarking and Reconciliation Methods

5. The Cholette-Dagum Regression-Based Benchmarking Method - The Multiplicative Model

6. The Denton Method and its Variants

7. Temporal Distribution, Interpolation and Extrapolation

8. Signal Extraction and Benchmarking

9. Calendarization

10. A Unified Regression-Based Framework for Signal Extraction, Benchmarking and Interpolation

11. Reconciliation and Balancing Systems of Time Series

12. Reconciling One-Way Classified Systems of Time Series

13. Reconciling the Marginal Totals of Two-Way Classified Systems of Series

14. Reconciling Two-Way Classifed Systems of Series

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: BUSINESS & ECONOMICS / Management Science BUS042000