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Killick et al., 2025 - Google Patents

Automatic locally stationary time series forecasting with application to predicting UK gross value added time series

Killick et al., 2025

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Document ID
13470323008363120092
Author
Killick R
Knight M
Nason G
Nunes M
Eckley I
Publication year
Publication venue
Journal of the Royal Statistical Society Series C: Applied Statistics

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Snippet

Accurate forecasting of the UK gross value added (GVA) is fundamental for measuring the growth of the UK economy. A common nonstationarity in GVA data, such as the ABML series, is its increase in variance over time due to inflation. Transformed or inflation-adjusted …
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    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
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    • G06Q10/00—Administration; Management
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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