Reconciliation of systems of time series according to a growth rates preservation principle

DOI10.1007/S10260-015-0322-YzbMath1416.62483OpenAlexW565605846MaRDI QIDQ897853

Tommaso Di Fonzo, Marco A. Marini

Publication date: 8 December 2015

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-015-0322-y

zbMATH Keywords

nonlinear optimizationbenchmarkingreconciliationmovement preservation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

The statistical reconciliation of time series of accounts between two benchmark revisions

Cites Work

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• A non-parametric iterative smoothing method for benchmarking and temporal distribution
• Benchmarking, temporal distribution, and reconciliation methods for time series.
• Benchmarking Time Series with Autocorrelated Survey Errors
• Adjustment of Monthly or Quarterly Series to Annual Totals: An Approach Based on Quadratic Minimization

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