Statistical models for mixed frequency data and their applications in forecasting economic indicators
- 2023-10-02 (Mon.), 10:30 AM
- 統計所B1演講廳;茶 會:上午10:10。
- 英文演講,實體與線上視訊同步進行。
- Prof. George Michailidis
- Department of Statistics & Data Science, UCLA
Abstract
We discuss the problem of modeling and analysis of time series data that evolve at different frequencies (e.g., quarterly-monthly). We present univariate and multivariate modeling paradigms, outline and address technical challenges and illustrate their performance in forecasting tasks involving key macroeconomic indicators.
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最後更新日期:2023-09-25 14:03