Forecasting real-time data allowing for data revisions

Article Abstract:

A forecasting model for real-time performance that allows for data revisions is presented. A modeling approach was used, and an observed time series was decomposed into stochastic trend, observation noise, and data revision in real time. It is concluded that this approach answered the need for data revision, which was not present in the conventional model developed by AC Harvey and EP Howrey.

Science & research, Models, Report

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Linear combination of restrictions and forecasts in time series analysis

Article Abstract:

The combination of information in an optimal manner is of importance in time series analysis. A basic combining rule of linear predictors is established, and issues are discussed regarding many problems that may be viewed as difficulties resulting from optimal linear combination of restrictions and forecasts.

Administration of General Economic Programs, Economic Statistics & Research, Economic conditions, Time-series analysis, Time series analysis

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Density forecasting: a survey

Article Abstract:

Research is presented describing the study of density forecasting methods and the way such methods are used in economic research.

Functional analysis

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