Statistical modeling based on multiple time series with various time resolution
| Project/Area Number |
21500287
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
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| Project Period (FY) |
2009 – 2011
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| Project Status |
Completed (Fiscal Year 2011)
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| Budget Amount *help |
¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Keywords | 時系列解析 / 多変量時系列 / 非同期観測 / 正則化 / 関数データ解析 / ベンチマーク法 / 点過程 / 不等間隔データ / MIDAS回帰 |
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| Research Abstract |
In this research project, we developed a method of statistical modeling to work with multiple time series observed with various resolutions or different observation intervals. Especially, we are interested in some interpolation method making use of the inter-relationship between the time series with different observation frequencies. In application, we focused on the de-convolution of annual time series(the final estimate of GDP for example) with the help of closely related quarterly time series(the quick estimates of quarterly GDP for example).
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Report
(4 results)
Research Products
(17 results)
