{ "dc.contributor": "Universitat de Girona. Departament d'Informàtica i Matemàtica Aplicada" , "dc.contributor.author": "Bergman, Jakob" , "dc.contributor.editor": "Daunis i Estadella, Josep" , "dc.contributor.editor": "Martín Fernández, Josep Antoni" , "dc.date.accessioned": "2008-05-13T07:26:35Z" , "dc.date.available": "2008-05-13T07:26:35Z" , "dc.date.issued": "2008-05-29" , "dc.identifier.citation": "Bergman, J. 'Compositional Time Series: An Application' a CODAWORK’08. Girona: La Universitat, 2008 [consulta: 13 maig 2008]. Necessita Adobe Acrobat. Disponible a Internet a: http://dugi-doc.udg.edu//handle/10256/723" , "dc.identifier.uri": "http://hdl.handle.net/10256/723" , "dc.description.abstract": "The composition of the labour force is an important economic factor for a country. Often the changes in proportions of different groups are of interest. I this paper we study a monthly compositional time series from the Swedish Labour Force Survey from 1994 to 2005. Three models are studied: the ILR-transformed series, the ILR-transformation of the compositional differenced series of order 1, and the ILRtransformation of the compositional differenced series of order 12. For each of the three models a VAR-model is fitted based on the data 1994-2003. We predict the time series 15 steps ahead and calculate 95 % prediction regions. The predictions of the three models are compared with actual values using MAD and MSE and the prediction regions are compared graphically in a ternary time series plot. We conclude that the first, and simplest, model possesses the best predictive power of the three models" , "dc.description.sponsorship": "Geologische Vereinigung; Institut d’Estadística de Catalunya; International Association for Mathematical Geology; Càtedra Lluís Santaló d’Aplicacions de la Matemàtica; Generalitat de Catalunya, Departament d’Innovació, Universitats i Recerca; Ministerio de Educación y Ciencia; Ingenio 2010." , "dc.format.mimetype": "application/pdf" , "dc.language.iso": "eng" , "dc.publisher": "Universitat de Girona. Departament d’Informàtica i Matemàtica Aplicada" , "dc.rights": "Tots els drets reservats" , "dc.subject": "Models matemàtics" , "dc.subject": "Temps i reaccions econòmiques" , "dc.title": "Compositional Time Series: An Application" , "dc.type": "info:eu-repo/semantics/conferenceObject" , "dc.rights.accessRights": "info:eu-repo/semantics/openAccess" }