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预测组合的基准化方法AI 解读

This article is concerned with the development of a statistical model-based approach to optimally combine forecasts derived from an extrapolative model, such as an autoregressive integrated moving average (ARIMA) time series model, with forecasts of a particular characteristic of the same series obtained from independent sources. The methods derived combine the strengths of all forecasting approaches considered in the combinational scheme. The implications of the general…

经济时间序列的基准校准AI 解读

This article develops a statistical model-based approach to the benchmarking problem. Benchmarking is done when data from a monthly sample survey are combined with data from an annual census for the purpose of improving the survey estimates. Previous authors have used numerical analysis techniques to derive methods to perform benchmarking. This article formulates the benchmarking problem in a statistical framework and uses modern times series methods to derive a solution.…