2011 Fiscal Year Final Research Report
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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| Keywords | 時系列解析 |
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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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