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Algunas características de los modelos agregados MC-MN de modelos MA.
dc.contributor.advisor | Forecasting |
dc.contributor.advisor | Generalized inverse |
dc.contributor.author | Carrión García, Andrés |
dc.date.accessioned | 2007-12-04T17:18:13Z |
dc.date.available | 2007-12-04T17:18:13Z |
dc.date.issued | 1988 |
dc.identifier.citation | Carrión García, Andrés. "Algunas características de los modelos agregados MC-MN de modelos MA." Qüestiió. 1988, vol. 12, núm. 1 |
dc.identifier.issn | 0210-8054 (versió paper) |
dc.identifier.uri | http://hdl.handle.net/2099/3963 |
dc.description.abstract | Se estudian algunas propiedades de los modelos agregados de mínimos cuadrados y mínima norma de procesos MA. Dichos agregados MC-MN se obtienen mediante una metodología matricial desarrollada por el autor, que es aquí brevemente esbozada. Las características analizadas se refieren a la multiplicatividad de las estructuras componentes del modelo y la invertibilidad del modelo agregado. 1980 M.S.C...... 62M10 (Time series). |
dc.description.abstract | A matricial approach to the problem of temporal aggregation in Time series with ARIMA structure and the use of the generalized inverse matrix, enables us to solve the question of the change of the model form from the original to the aggregated series. A general solution for the orders and parameter's values is given. In the case of MA models, the exact analytic expression of the aggregated model parameters is found. From these previous results, some interesting consecuences can be derived. Two aspects oí the aggregated model are presented here: * A study of the conditions under wich the aggregate model conserves mul- tiplicativity of structures. * A studdy of the invertibility of an aggregate model of a MA series, related with the invertibility of the original series. |
dc.format.extent | Article |
dc.language.iso | spa |
dc.publisher | Universitat Politècnica de Barcelona. Centre de Càlcul |
dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
dc.subject.lcsh | Inference |
dc.subject.other | Time series |
dc.subject.other | Temporal aggregation |
dc.subject.other | Forecasting |
dc.subject.other | Generalized Inverse |
dc.title | Algunas características de los modelos agregados MC-MN de modelos MA. |
dc.title.alternative | Some Characteristics of the MN-LS aggregated modela of MA pro- cesa. |
dc.type | Article |
dc.subject.lemac | Inferència |
dc.subject.lemac | Processos estocàstics |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
dc.rights.access | Open Access |
local.ordre | 1 |
local.personalitzacitacio | true |