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https://elib.bsu.by/handle/123456789/339974| Title: | Statistical forecasting of panel data based on state space models |
| Authors: | Lobach, V. I. Lobach, S. V. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Экономика и экономические науки ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 2025 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIV Intern. Conf., Minsk, Sept. 24–27, 2025 / Belarusian State Univ. ; eds.: Yu. Kharin (ed.-in-chief) [et al.]. – Minsk : BSU, 2025. – Pp. 177-179. |
| Abstract: | Panel (or longitudinal) data describes a set of objects which are observed during certain period of time, so they consist of repeated observations of the same objects in sequential time periods. The following examples of panel data can be mentioned: annual household studies, monthly performance indicators for economic institutions and many others. In this study we provide another approach to forecasting cross-sectional data based on state space models together with Kalman filtering procedure |
| URI: | https://elib.bsu.by/handle/123456789/339974 |
| ISBN: | 978-985-881-830-2 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2025. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 177-179.pdf | 305,74 kB | Adobe PDF | View/Open |
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