1. |
Accuracy of Forecasting: An Empirical Investigation |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 97-125
Spyros Makridakis,
Michele Hibon,
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摘要:
SummaryIn this study, the authors used 111 time series to examine the accuracy of various forecasting methods, particularly time‐series methods. The study shows, at least for time series, why some methods achieve greater accuracy than others for different types of data. The authors offer some explanation of the seemingly conflicting conclusions of past empirical research on the accuracy of forecasting. One novel contribution of the paper is the development of regression equations expressing accuracy as a function of factors such as randomness, seasonality, trend‐cycle and the number of data points describing the series. Surprisingly, the study shows that for these 111 series simpler methods perform well in comparison to the more complex and statistically sophisticated arma models.
ISSN:0959-5341
DOI:10.2307/2345077
出版商:Wiley
年代:2018
数据来源: WILEY
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2. |
Discussion of the Paper by Professor Makridakis and Dr Hibon |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 126-145
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ISSN:0959-5341
DOI:10.1111/j.2397-2327.1979.tb04027.x
出版商:Wiley
年代:2018
数据来源: WILEY
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3. |
On the Reconciliation of Probability Assessments |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 146-162
D. V. Lindley,
A. Tversky,
R. V. Brown,
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摘要:
SummaryThis paper investigates the question of how to reconcile incoherent probability assessments, i.e. assessments that are inconsistent with the laws of probability. A general model for the analysis of probability assessments is introduced, and two approaches to the reconciliation problem are developed. In the internal approach, one estimates the subject's “true” probabilities on the basis of his assessments. In the external approach, an external observer updates his own coherent probabilities in the light of the assessments made by the subject. The two approaches are illustrated and discussed. Least‐squares procedures for reconciliation are developed within the internal approach.
ISSN:0959-5341
DOI:10.2307/2345078
出版商:Wiley
年代:2018
数据来源: WILEY
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4. |
Discussion of the Paper by Professor Lindley, Professor Tversky and Dr Brown |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 162-180
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ISSN:0959-5341
DOI:10.1111/j.2397-2327.1979.tb04029.x
出版商:Wiley
年代:2018
数据来源: WILEY
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5. |
Comparing the Early Mortality Rates of the Local Authorities in England and Wales |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 181-198
J. G. Fryer,
R. A. Harding,
M. D. Macdonald,
K. L. Q. Read,
G. R. Crocker,
J. Abernathy,
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摘要:
SummaryOverall mortality rates of sub‐populations are frequently adjusted for factors like sex and age to make them more directly comparable. In this paper we are concerned with the problem of adjusting various early infant mortality rates of the Local Authorities of England and Wales for variations in their circumstances. For example, the proportion of infants of low birth weight (which is well correlated with perinatal mortality rate) shows a strong North‐South contrast, and this needs to be taken into account. The usual direct and indirect methods of adjustment are not suitable here since we intend to correct for a relatively large number of factors. Instead we employ regression analysis, the residuals in effect being the corrected mortality rates. In most regression analyses chief interest lies in the estimated model, residuals often being discarded as worthless once the fit has been judged adequate and error estimated. In this paper by contrast they are of prime importance and we go to considerable lengths to ensure that the “order of merit” table that they produce is robust. With a stepwise procedure to ensure that we correct only for “worthwhile” explanatory variables out of our list of 86, Bath and Carlisle are identified as having extremely high corrected perinatal mortality rates and Hull and Hartlepool exceptionally low. Lists of outstanding Authorities change with the mortality rate used quite strongly. In a few cases we find that Authorities with low corrected rates for one grade of mortality (late neonatal, say) have high corrected rates for another (postneonatal, for example). “Explanation” levels are generally high, sometimes reaching 90 per cent or more. As for “important” regressor variables, it is found that those describing social and economic circumstances dwarf those representing medical services for all of the mortality rates used, though to be fair, these are inadequately represented in our data set. As far as perinatal mortality rate is concerned, the proportion of low weight infants, not surprisingly, turns out to be all‐important.
ISSN:0959-5341
DOI:10.2307/2345079
出版商:Wiley
年代:2018
数据来源: WILEY
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6. |
A Mixed Spectrum Analysis of the Lynx Data |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 199-209
R. J. Bhansali,
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摘要:
SummaryThep(λ) test suggested by Priestley (1962a, b) is applied to the Lynx data to test for the presence of unknown harmonic terms. This test detects one significant harmonic term of frequency 2π/9·5. A second‐order autoregressive model is fitted to the residuals obtained after removing the contribution of this harmonic term. The decision on the order of the autoregression to be fitted to the residuals was made using theFPEα‐criterion studied by Bhansali and Downham (1977). Although obtained by a slightly different method, our fitted model, including the estimates of the autoregressive coefficients, the amplitude, phase and the frequency of the harmonic term, agrees with the corresponding model fitted by Campbell and Walker (1977) to the same series.
ISSN:0959-5341
DOI:10.2307/2345080
出版商:Wiley
年代:2018
数据来源: WILEY
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7. |
Ultimate Cluster Sampling |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 210-222
Graham Kalton,
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摘要:
SummaryA simple random sample of ultimate clusters can serve as a useful approximation for an epsem multi‐stage sample design. The approximation suggests a simple variance estimator for estimates of totals, means and percentages computed from a multi‐stage sample, and provides the basis for a widely‐used design effect model for sampling errors.
ISSN:0959-5341
DOI:10.2307/2345081
出版商:Wiley
年代:2018
数据来源: WILEY
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8. |
Regional Population Projection Models and Accounting Methods |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 223-255
Philip H. Rees,
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摘要:
SummaryThe paper outlines how population accounting models may be used in a variety of ways. The field of interest is first defined in terms of a map, the dimensions of which are a pure‐applied scale and a scale of modelling sequence. The various modes of use of regional population projection models are described. The modes include naive, simple, unconstrained, constrained, with incomplete data, with alternative calibrations, simulation and testing mode. The algebraic notation of population accounts is specified, the conceptual framework of population accounts is developed, and a multi‐regions projection model is built based on population accounts. Key issues in projection model design are discussed and four general principles of model design suggested, namely, system closure, time variable rates, separation of the component processes, and matching of populations at risk in the model and input rates. A case study in multiregional population projection is then described. The final sections of the paper discuss the choices involved when population accounts matrices are constrained and how the best method of accounts construction in a particular situation might be selected.
ISSN:0959-5341
DOI:10.2307/2345082
出版商:Wiley
年代:2018
数据来源: WILEY
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9. |
Selected Percentage Points of Greenwood's Statistic |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 256-258
Peter M. Burrows,
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摘要:
SummaryIn absence of a general analytical formulation for the distribution of Greenwood's statistic, a recursive numerical method has been used to compile a table of percentage points. This extends the range of sample sizes, for which exact results are available, from three to ten.
ISSN:0959-5341
DOI:10.2307/2345083
出版商:Wiley
年代:2018
数据来源: WILEY
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10. |
I. J. Bienaymé: Statistical Theory Anticipated |
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Journal of the Statistical Society of London,
Volume 142,
Issue 2,
2018,
Page 259-260
David Kendall,
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摘要:
1. I. J. Bienaymé: Statistical Theory Anticipated.By C. C. Heyde and E. Seneta. New York, Heidelberg, Berlin, Springer‐Verlag, 1977. xii, 172 p. 24 cm. $23.00. (Studies in the History of Mathematics and Physical Sciences, 3.)
ISSN:0959-5341
DOI:10.2307/2345084
出版商:Wiley
年代:2018
数据来源: WILEY
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