Author: Víctor GómezPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Missing Observations in ARIMA Models
Author: Víctor GómezPublisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages : 52
Book Description
Estudio sobre la estimación óptima de la pérdida de valor en modelos ARMA comparándolos con el mismo tipo de procedimientos en modelos ARIMA.
Growth and Poverty Reduction
Author: Quentin WodonPublisher: World Bank Publications
ISBN: 0821366300
Category : Political Science
Languages : en
Pages : 154
Book Description
This volume provides a set of six case studies from West Africa. These assess the benefits of growth (or the costs of a lack of growth) in terms of poverty reduction in those countries. The first part of this book describes the experience of two countries (Ghana and Senegal) that achieved high levels of growth in the 1990s, and that also experienced important reductions in poverty, even though growth was not strictly pro-poor. The second part describes the experience of two other countries (Burkina Faso and Cape Verde) that also achieved high levels of growth in the 1990s, but where there was an initial perception that growth did not lead to much poverty reduction. The more detailed analysis of poverty presented here suggests however that these two countries did witness a sharp reduction in their population share in poverty, as would have been expected given their growth record. Finally, in the third part, the authors argue that a lack of growth in the 1990s in Guinea-Bissau and Nigeria has been a key reason for their persistently high levels of poverty. Overall, the case studies in this Working Paper make a strong case for the positive impact of growth on poverty reduction in West Africa. However, they also point to the need to pay close attention to changes in inequality, because such changes have limited the gains from growth for the poor in several of the countries considered here.
Conflict, Livelihoods, and Poverty in Guinea-Bissau
Author: Boubacar-Sid BarryPublisher: World Bank Publications
ISBN: 0821370227
Category : Political Science
Languages : en
Pages : 106
Book Description
Conflict, Livelihoods, and Poverty in Guinea-Bissau is part of the World Bank Working Paper series. These papers are published to communicate the results of the Bank's ongoing research and to stimulate public discussion. Conflict and political instability have weakened Guinea-Bissau's productive infrastructure considerably during the past three decades. This situation contributes to an increase in the degree of vulnerability of the population, especially in rural areas where most economic activities continue to take place. As growth has been weak, poverty levels remain high. This book provides a collection of papers on conflict, livelihoods, and poverty in Guinea-Bissau based on both the nationally representative 2002 household survey and a small scale survey with both quantitative and qualitative components implemented in 2004. The chapters deal with growth and poverty, institutions and social networks, the determinants of poverty, the means of livelihoods of the population, and finally cashew production and taxation. Book jacket.
Proceedings of the Business and Economic Statistics Section
Author: American Statistical Association. Business and Economic Statistics SectionPublisher:
ISBN:
Category : Business
Languages : en
Pages : 346
Book Description
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author: Estela Bee DagumPublisher: Springer
ISBN: 3319318225
Category : Business & Economics
Languages : en
Pages : 293
Book Description
This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
Directions in Robust Statistics and Diagnostics
Author: Werner StahelPublisher: Springer Science & Business Media
ISBN: 1461244447
Category : Mathematics
Languages : en
Pages : 384
Book Description
This IMA Volume in Mathematics and its Applications DIRECTIONS IN ROBUST STATISTICS AND DIAGNOSTICS is based on the proceedings of the first four weeks of the six week IMA 1989 summer program "Robustness, Diagnostics, Computing and Graphics in Statistics". An important objective of the organizers was to draw a broad set of statisticians working in robustness or diagnostics into collaboration on the challenging problems in these areas, particularly on the interface between them. We thank the organizers of the robustness and diagnostics program Noel Cressie, Thomas P. Hettmansperger, Peter J. Huber, R. Douglas Martin, and especially Werner Stahel and Sanford Weisberg who edited the proceedings. A vner Friedman Willard Miller, Jr. PREFACE Central themes of all statistics are estimation, prediction, and making decisions under uncertainty. A standard approach to these goals is through parametric mod elling. Parametric models can give a problem sufficient structure to allow standard, well understood paradigms to be applied to make the required inferences. If, how ever, the parametric model is not completely correct, then the standard inferential methods may not give reasonable answers. In the last quarter century, particularly with the advent of readily available computing, more attention has been paid to the problem of inference when the parametric model used is not correctly specified.
Strategic System Assurance and Business Analytics
Author: P. K. KapurPublisher: Springer Nature
ISBN: 9811536473
Category : Business & Economics
Languages : en
Pages : 603
Book Description
This book systematically examines and quantifies industrial problems by assessing the complexity and safety of large systems. It includes chapters on system performance management, software reliability assessment, testing, quality management, analysis using soft computing techniques, management analytics, and business analytics, with a clear focus on exploring real-world business issues. Through contributions from researchers working in the area of performance, management, and business analytics, it explores the development of new methods and approaches to improve business by gaining knowledge from bulk data. With system performance analytics, companies are now able to drive performance and provide actionable insights for each level and for every role using key indicators, generate mobile-enabled scorecards, time series-based analysis using charts, and dashboards. In the current dynamic environment, a viable tool known as multi-criteria decision analysis (MCDA) is increasingly being adopted to deal with complex business decisions. MCDA is an important decision support tool for analyzing goals and providing optimal solutions and alternatives. It comprises several distinct techniques, which are implemented by specialized decision-making packages. This book addresses a number of important MCDA methods, such as DEMATEL, TOPSIS, AHP, MAUT, and Intuitionistic Fuzzy MCDM, which make it possible to derive maximum utility in the area of analytics. As such, it is a valuable resource for researchers and academicians, as well as practitioners and business experts.
Selecting Models from Data
Author: P. CheesemanPublisher: Springer Science & Business Media
ISBN: 1461226600
Category : Mathematics
Languages : en
Pages : 475
Book Description
This volume is a selection of papers presented at the Fourth International Workshop on Artificial Intelligence and Statistics held in January 1993. These biennial workshops have succeeded in bringing together researchers from Artificial Intelligence and from Statistics to discuss problems of mutual interest. The exchange has broadened research in both fields and has strongly encour aged interdisciplinary work. The theme ofthe 1993 AI and Statistics workshop was: "Selecting Models from Data". The papers in this volume attest to the diversity of approaches to model selection and to the ubiquity of the problem. Both statistics and artificial intelligence have independently developed approaches to model selection and the corresponding algorithms to implement them. But as these papers make clear, there is a high degree of overlap between the different approaches. In particular, there is agreement that the fundamental problem is the avoidence of "overfitting"-Le., where a model fits the given data very closely, but is a poor predictor for new data; in other words, the model has partly fitted the "noise" in the original data.
The Art of Feature Engineering
Author: Pablo DubouePublisher: Cambridge University Press
ISBN: 1108709389
Category : Computers
Languages : en
Pages : 287
Book Description
A practical guide for data scientists who want to improve the performance of any machine learning solution with feature engineering.
Inventive Communication and Computational Technologies
Author: G. RanganathanPublisher: Springer Nature
ISBN: 981157345X
Category : Technology & Engineering
Languages : en
Pages : 994
Book Description
This book gathers selected papers presented at the 4th International Conference on Inventive Communication and Computational Technologies (ICICCT 2020), held on 28–29 May 2020 at Gnanamani College of Technology, Tamil Nadu, India. The respective contributions highlight recent research efforts and advances in a new paradigm called ISMAC (IoT in Social, Mobile, Analytics and Cloud contexts). The topics covered include the Internet of Things, Social Networks, Mobile Communications, Big Data Analytics, Bio-inspired Computing and Cloud Computing. Given its scope, the book is chiefly intended for academics and practitioners working to resolve practical issues in this area.