JSM 2004 Online Program

Abstract #301221

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Activity Number:	73
Type:	Topic Contributed
Date/Time:	Monday, August 9, 2004 : 8:30 AM to 10:20 AM
Sponsor:	Business and Economics Statistics Section
Abstract - #301221
Title:	Clustering Time Series: An Application to Seasonal Adjustment
Author(s):	Dominique Ladiray*+
Companies:	INSEE
Address:	, , ,
Keywords:	seasonal adjustment ; cluster analysis
Abstract:	Cluster analysis has been used for decades, not only in Survey Data Analysis, but also in Time Series Analysis especially to improve the quality of forecasts. Algorithms and techniques used in classical cluster analysis must of course be adapted to take into account the nonstationarity of most economic time series. A lot of new techniques have been developed these recent years and are now available. We briefly present these techniques, then show that cluster analysis can be quite surprisingly used in the seasonal adjustment context as a very convenient tool to compare methods and softwares and/or to determine optimal values for the main parameters of seasonal adjustment softwares.

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