Linear dynamic harmonic regression

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Linear dynamic harmonic regression

Among the alternative Unobserved Components formulations within the stochastic state space setting, the Dynamic Harmonic Regression (DHR) model has proven to be particularly useful for adaptive seasonal adjustment, signal extraction, forecasting and back-casting of time series. First, it is shown how to obtain ARMA representations for the DHR components under a Generalized Random Walk setting f...

متن کامل

Interval linear regression

‎In this paper‎, ‎we have studied the analysis an interval linear regression model for fuzzy data‎. ‎In section one‎, ‎we have introduced the concepts required in this thesis and then we illustrated linear regression fuzzy sets and some primary definitions‎. ‎In section two‎, ‎we have introduced various methods of interval linear regression analysis‎. ‎In section three‎, ‎we have implemented nu...

متن کامل

Adaptively refined dynamic program for linear spline regression

The linear spline regression problem is to determine a piecewise linear function for estimating a set of given points while minimizing a given measure of misfit or error. This is a classical problem in computational statistics and operations research; dynamic programming was proposed as a solution technique more than forty years ago by Bellman and Roth (1969). The algorithm requires a discretiz...

متن کامل

Dynamic Linear Panel Regression Models with Interactive Fixed Effects

In the last step we used Assumption ID(ii). Because E [ Tr (e′e) ∣∣∣λ0, f , w] is independent of β, λ, f , we find minimizing Q(β, λ, f) is equivalent to minimizing Q∗(β, λ, f). We decompose ‡Department of Economics and USC Dornsife INET, University of Southern California, Los Angeles, CA 90089-0253. Email: [email protected]. Department of Economics, Yonsei University, Seoul, Korea. §Department of ...

متن کامل

Some Modifications to Calculate Regression Coefficients in Multiple Linear Regression

In a multiple linear regression model, there are instances where one has to update the regression parameters. In such models as new data become available, by adding one row to the design matrix, the least-squares estimates for the parameters must be updated to reflect the impact of the new data. We will modify two existing methods of calculating regression coefficients in multiple linear regres...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2007

ISSN: 0167-9473

DOI: 10.1016/j.csda.2007.07.008