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Gurupdesh S. Pandher 《Revue internationale de statistique》2007,75(2):150-169
The paper presents a method for modelling and controlling time series with identity structures. The approach is presented in the context of monetary targeting where the monetary identity (e.g. reserve money equals net foreign assets plus domestic credit) is modelled using a constrained state space model and next‐period changes in domestic credit (policy variable) are estimated to reach the target level of reserve money. The constrained modelling ensures that aggregation and identity relations among items are dynamically satisfied during estimation, leading to more accurate forecasting and targeting. Applications to Germany, UK and USA show that the constrained state space model provides significant improvements in targeting and forecasting performance over the AR(1) benchmark and the unconstrained model. Reduction in the mean square error of targeting over AR(1) is in the range of 76–95% for the three countries while the gain in targeting efficiency over unconstrained modelling is between 21% and 55%. Beyond monetary targeting, the method has wide application to the dynamic modelling and control of economic and financial time series with identity and aggregation constraints (e.g. balance of payment, national income, purchasing power parity, company balance sheet). 相似文献
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市场环境的快速变化要求采购人员要有大量业务数据支持.然而采购业务的特点却使得相关人员不能很方便地获得公司内部资源,建立一套高效的采购支持系统十分必要:本文介绍了CTRIX技术的特点.提出一种利用CTRIX技术实现安全高效的采购支持的信息系统网络设计方案。同时,本文分析了采购业务的流程,针对询价、制模测试、订单管理三个阶段设计了静态信息库、业务流程记录、数据分析和管理报告四大主要职能,并且针对采购业务的特点,提出了数据库的设计思路。 相似文献
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Robert B. Smith 《Quality and Quantity》1987,21(3):291-311
Interpretations are theoretical structures that explain empirical facts. The joint use of data from qualitative and quantitative studies can provide empirical facts for interpretation that are both valid and reliable. The examples reviewed in this article show how articulated qualitative and quantitative research can ameliorate three interrelated methodological problems that have hindered the gaining of an interpretive understanding of social actions. These are: (1) verstehen and the implementation of empirical studies to assess the subjective meaning of social actions; (2) the linking of understanding and explanation; and (3) the linking of macro and micro analysis. 相似文献
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借鉴六西格玛的实施方法,提出了实施战略采购的具体方法。并且指出要确保战略采购顺利进行的三个关键所在。 相似文献