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Mon, 11 Mar
Tue, 12 Mar
Wed, 13 Mar
Thu, 14 Mar
Fri, 15 Mar
10:00 - 11:00
STS04: Time Series Analysis: from theory to practice
Special Topic Session
Room: MANS
Chair:
Atanaska Nikolova, Office for National Statistics, United Kingdom, (
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)
Discussant:
Gian Luigi MAZZI, GOPA Luxembourg S.à r.l, Luxembourg, (
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)
Organiser:
Duncan ELLIOTT, The Office for National Statistics (ONS), (
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)
STS04-001
Estimating unmetered photovoltaic power consumption using causal models
Jan van den Brakel, (
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)
1, 2
, Bart Buelens, (
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)
1
1
Statistics Netherlands, Heerlen, Netherlands,
2
Maastricht University, Gangelt, Germany
STS04-002
A Diagnostic for Seasonality Based Upon Autoregressive Roots
Tucker McElroy, (
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)
US Census Bureau, Washington, DC, United States
STS04-003
Cycle Extraction: Should the Hamilton Regression Filter be Preferred to the Hodrick-Prescott Filter?
Roberto ASTOLFI, (
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)
1
, Philip CHAN, (
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)
1
, Matthew DEQUELJOE, (
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)
1
, Luigi FALASCONI, (
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)
1, 2
1
OECD, Paris, France,
2
Universitat Pompeu Fabra (UPF), Barcellona, Spain
STS04-004
ARMA models with time dependent coefficients
Guy Mélard, (
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)
Université libre de Bruxelles, ECARES CP114/04, Brussels, Belgium
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