Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends.
Sabine KriegJan A. van den BrakelPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- moving average
- estimation algorithm
- application domains
- structural information
- temporal patterns
- dynamic time warping
- emerging trends
- structural analysis
- cross domain
- autoregressive
- non stationary
- estimation error
- density estimation
- parameter estimation
- markov random field
- structural features
- estimation accuracy
- search algorithm
- information systems
- subsequence matching
- real world