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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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| CE_42T | Wed, 8/6/08, 3:00 PM - 4:45 PM | HY-Capitol Ballroom 3 |
| Structural Analysis of Time Series Using the SAS/ETS UCM Procedure - Continuing Education - CTW | ||
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ASA |
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| Instructor(s): Rajesh Selukar, SAS Institute Inc. | ||
| This workshop will introduce the SAS/ETS UCM procedure, which enables analysis of time series data by using structural models. Structural models provide regression-like decomposition of the response series into components such as trend, seasonal or other periodic, and linear and nonlinear regression effects. Apart from the series forecasts, this methodology provides estimates of these unobserved components, which are useful in practical decisionmaking. Participants will learn to identify, diagnose, and use structural time series models for time series data in a variety of situations. The course will cover novel time series techniques, including approximation of long and complex seasonal patterns by using splines and incorporation of linear and nonlinear regression effects with time varying coefficients. Several real-life examples will be used to demonstrate the functionality of the UCM procedure. Participants also will learn the relationship between the ARIMA models-another class of models widely used for analyzing time series data-and structural models. | ||
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JSM 2008
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |