INVESTIGADORES
LARROSA Juan Manuel Ceferino
congresos y reuniones científicas
Título:
Compositional Time Series. Past and Present
Autor/es:
LARROSA, JUAN M.C.
Lugar:
Bahía Blanca
Reunión:
Jornada; VIII Jornada de Difusión de Investigaciones; 2005
Institución organizadora:
Instituto de Economía de la UNS
Resumen:
This survey reviews diverse academic production on compositional dynamic series analysis. Although time dimension of compositional series has been little investigated, this kind of data structure is widely available and utilized in social sciences research. This way, a review of the state-of-the-art on this topic is required for scientist to understand the available options. The review comprehends the analysis of several techniques like autoregresive integrate moving average (ARIMA) analysis, compositional vector autoregression systems (CVAR) and state space techniques but most of these are developed under Bayesian frameworks. As conclusion, this branch of the compositional statistical analysis still requires a lot of advances and updates and, for this same reason, is a fertile field for future research. Social scientists should pay attention to future developments due to the extensive availability of this kind of data structures in socioeconomic databases.
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