This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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495
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Type:
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Invited
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Date/Time:
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Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #306009 |
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Title:
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Interpolation, Benchmarking, and Temporal Distribution with Natural Splines
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Author(s):
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Benoit Quenneville*+ and Susie Fortier and Frédéric Picard
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Companies:
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Statistics Canada and Statistics Canada and Statistics Canada
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Address:
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100 Tunney's Pasture Drive, Ottawa, ON, K1A 0T6, Canada
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Keywords:
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Calendarization
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Abstract:
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We consider the problem of transforming values from a flow time series observed over varying time intervals into values that cover calendar intervals such as day, week, month, quarter and year. We call this process calendarization. We propose a simple method based on interpolating the cumulated flows against a cumulated auxiliary variable with natural splines. This provides an alternative method for benchmarking, interpolation and temporal distribution. We show the theoretical properties of our method, compare it with existing methods and illustrate it with various examples.
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