DOI: 10.1016/j.ijforecast.2004.03.002. Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program

Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program

10.1016/j.ijforecast.2004.03.002

Crossref journal-article

Elsevier BV

International Journal of Forecasting (78)

Bibliography

Miller, D. M., & Williams, D. (2004). Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program. International Journal of Forecasting, 20(4), 529â549.

Authors 2

Don M. Miller (first)
Dan Williams (additional)

References 29 Referenced 34

{'key': '10.1016/j.ijforecast.2004.03.002_BIB1', 'series-title': 'Long-range forecasting', 'author': 'Armstrong', 'year': '1978'} / Long-range forecasting by Armstrong (1978)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB2', 'series-title': 'Principles of forecasting', 'first-page': '225', 'article-title': 'Extrapolation for time-series and cross-sectional data', 'author': 'Armstrong', 'year': '2001'} / Principles of forecasting / Extrapolation for time-series and cross-sectional data by Armstrong (2001)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB30', 'first-page': '69', 'volume': '8', 'author': 'Armstrong', 'year': '1992', 'journal-title': 'Error measures for generalizing about forecasting methods: empirical comparisons'} / Error measures for generalizing about forecasting methods: empirical comparisons by Armstrong (1992)
Armstrong, J. S. & Collopy, F., 2002. Speculations about seasonal factors. (Available online: http://hops.wharton.upenn.edu/forecast/, accessed November 22, 2002).
10.1016/S0169-2070(99)00005-9 / International Journal of Forecasting / Comparison of seasonal estimation methods in multi-item short-term forecasting by Bunn (1999)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB5', 'series-title': 'Applied probability and statistical methods', 'author': 'Canavos', 'year': '1984'} / Applied probability and statistical methods by Canavos (1984)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB6', 'series-title': 'The X-11-ARIMA seasonal adjustment method', 'author': 'Dagum', 'year': '1980'} / The X-11-ARIMA seasonal adjustment method by Dagum (1980)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB7', 'series-title': 'The X-11-ARIMA/88 seasonal adjustment method', 'author': 'Dagum', 'year': '1988'} / The X-11-ARIMA/88 seasonal adjustment method by Dagum (1988)
10.2307/2284155 / Journal of the American Statistical Association / Stein's estimation rule and its competitors—an empirical Bayes approach by Efron (1973)
10.2307/2285814 / Journal of the American Statistical Association / Data analysis using stein's estimator and its generalizations by Efron (1975)
10.2307/1392565 / Journal of Business and Economic Statistics / New capabilities and methods of the X-12-ARIMA seasonal-adjustment program by Findley (1998)
10.1287/mnsc.31.10.1237 / Management Science / Forecasting trends in time series by Gardner (1985)
10.1016/0169-2070(91)90053-X / International Journal of Forecasting / Empirical Bayes methods for telecommunications forecasting by Greis (1991)
10.1016/S0169-2070(01)00110-8 / International Journal of Forecasting / A state space framework for automatic forecasting using exponential smoothing methods by Hyndman (1992)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB15', 'first-page': '361', 'article-title': 'Estimation with quadratic loss', 'volume': 'vol. 1', 'author': 'James', 'year': '1961'} / Estimation with quadratic loss by James (1961)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB16', 'series-title': 'Seasonal adjustment with the X-11 method', 'author': 'Ladiray', 'year': '2001'} / Seasonal adjustment with the X-11 method by Ladiray (2001)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB17', 'series-title': 'Proceedings of the Symposium on Empirical Bayes estimation and computing in statistics', 'first-page': '110', 'article-title': 'Smooth empirical Bayes estimators: With results for the binomial and normal situations', 'volume': 'vol. 6', 'author': 'Lemon', 'year': '1969'} / Proceedings of the Symposium on Empirical Bayes estimation and computing in statistics / Smooth empirical Bayes estimators: With results for the binomial and normal situations by Lemon (1969)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB18', 'series-title': 'The smoothing of time series', 'author': 'Macauley', 'year': '1930'} / The smoothing of time series by Macauley (1930)
10.1016/S0169-2070(00)00057-1 / International Journal of Forecasting / The M3-competition: Results, conclusions and implications by Makridakis (2000)
10.1002/for.3980010202 / Journal of Forecasting / The accuracy of extrapolation (time series) methods: Results of a forecasting competition by Makridakis (1982)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB21', 'series-title': 'Forecasting methods and applications', 'author': 'Makridakis', 'year': '1998'} / Forecasting methods and applications by Makridakis (1998)
10.1016/S0169-2070(02)00077-8 / International Journal of Forecasting / Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy by Miller (2003)
10.2307/2287098 / Journal of the American Statistical Association / Parametric empirical Bayes inference: theory and applications by Morris (1983)
10.2307/2683868 / The American Statistician / A survey of recent developments in seasonal adjustment by Pierce (1980)
{'key': '10.1016/j.ijforecast.2004.03.002_BIB25', 'first-page': '157', 'article-title': 'An empirical Bayes approach to statistics', 'volume': 'vol. 1', 'author': 'Robbins', 'year': '1955'} / An empirical Bayes approach to statistics by Robbins (1955)
10.1093/biomet/56.1.133 / Biometrika / An empirical Bayes smoothing technique by Rutherford (1969)
Shiskin, J., Young, A. H., & Musgrave, J. C. (1967). The X-11 variant of the Census II method seasonal adjustment program. Bureau of the Census, Technical Paper No. 15.
{'key': '10.1016/j.ijforecast.2004.03.002_BIB28', 'first-page': '197', 'article-title': 'Inadmissibility of the usual estimator for the mean of a multivariate normal distribution', 'volume': 'vol. 1', 'author': 'Stein', 'year': '1955'} / Inadmissibility of the usual estimator for the mean of a multivariate normal distribution by Stein (1955)
U.S. Census Bureau. (2002). X-12-ARIMA Reference Manual, Version 0.2.10. (Available online: http://www.census.gov/srd/www/x12a/x12down_pc.html, accessed November 22, 2002).

Dates

Type	When
Created	21 years, 2 months ago (June 11, 2004, 4:16 p.m.)
Deposited	6 years, 6 months ago (Feb. 6, 2019, 11:27 p.m.)
Indexed	1 year, 10 months ago (Oct. 15, 2023, 3:35 a.m.)
Issued	20 years, 11 months ago (Oct. 1, 2004)
Published	20 years, 11 months ago (Oct. 1, 2004)
Published Print	20 years, 11 months ago (Oct. 1, 2004)

Funders 0

None

BibTeX

@article{Miller_2004, title={Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program}, volume={20}, ISSN={0169-2070}, url={http://dx.doi.org/10.1016/j.ijforecast.2004.03.002}, DOI={10.1016/j.ijforecast.2004.03.002}, number={4}, journal={International Journal of Forecasting}, publisher={Elsevier BV}, author={Miller, Don M. and Williams, Dan}, year={2004}, month=oct, pages={529–549} }

JSON

{
  "indexed": {
    "date-parts": [
      [
        2023,
        10,
        15
      ]
    ],
    "date-time": "2023-10-15T07:35:46Z",
    "timestamp": 1697355346365
  },
  "reference-count": 29,
  "publisher": "Elsevier BV",
  "issue": "4",
  "license": [
    {
      "start": {
        "date-parts": [
          [
            2004,
            10,
            1
          ]
        ],
        "date-time": "2004-10-01T00:00:00Z",
        "timestamp": 1096588800000
      },
      "content-version": "tdm",
      "delay-in-days": 0,
      "URL": "https://www.elsevier.com/tdm/userlicense/1.0/"
    }
  ],
  "content-domain": {
    "domain": [],
    "crossmark-restriction": false
  },
  "published-print": {
    "date-parts": [
      [
        2004,
        10
      ]
    ]
  },
  "DOI": "10.1016/j.ijforecast.2004.03.002",
  "type": "journal-article",
  "created": {
    "date-parts": [
      [
        2004,
        6,
        11
      ]
    ],
    "date-time": "2004-06-11T20:16:34Z",
    "timestamp": 1086984994000
  },
  "page": "529-549",
  "source": "Crossref",
  "is-referenced-by-count": 34,
  "title": "Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program",
  "prefix": "10.1016",
  "volume": "20",
  "author": [
    {
      "given": "Don M.",
      "family": "Miller",
      "sequence": "first",
      "affiliation": []
    },
    {
      "given": "Dan",
      "family": "Williams",
      "sequence": "additional",
      "affiliation": []
    }
  ],
  "member": "78",
  "reference": [
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB1",
      "series-title": "Long-range forecasting",
      "author": "Armstrong",
      "year": "1978"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB2",
      "series-title": "Principles of forecasting",
      "first-page": "225",
      "article-title": "Extrapolation for time-series and cross-sectional data",
      "author": "Armstrong",
      "year": "2001"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB30",
      "first-page": "69",
      "volume": "8",
      "author": "Armstrong",
      "year": "1992",
      "journal-title": "Error measures for generalizing about forecasting methods: empirical comparisons"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB3",
      "unstructured": "Armstrong, J. S. & Collopy, F., 2002. Speculations about seasonal factors. (Available online: http://hops.wharton.upenn.edu/forecast/, accessed November 22, 2002)."
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB4",
      "doi-asserted-by": "crossref",
      "first-page": "431",
      "DOI": "10.1016/S0169-2070(99)00005-9",
      "article-title": "Comparison of seasonal estimation methods in multi-item short-term forecasting",
      "volume": "15",
      "author": "Bunn",
      "year": "1999",
      "journal-title": "International Journal of Forecasting"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB5",
      "series-title": "Applied probability and statistical methods",
      "author": "Canavos",
      "year": "1984"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB6",
      "series-title": "The X-11-ARIMA seasonal adjustment method",
      "author": "Dagum",
      "year": "1980"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB7",
      "series-title": "The X-11-ARIMA/88 seasonal adjustment method",
      "author": "Dagum",
      "year": "1988"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB8",
      "doi-asserted-by": "crossref",
      "first-page": "117",
      "DOI": "10.2307/2284155",
      "article-title": "Stein's estimation rule and its competitors\u2014an empirical Bayes approach",
      "volume": "68",
      "author": "Efron",
      "year": "1973",
      "journal-title": "Journal of the American Statistical Association"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB9",
      "doi-asserted-by": "crossref",
      "first-page": "311",
      "DOI": "10.2307/2285814",
      "article-title": "Data analysis using stein's estimator and its generalizations",
      "volume": "70",
      "author": "Efron",
      "year": "1975",
      "journal-title": "Journal of the American Statistical Association"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB10",
      "doi-asserted-by": "crossref",
      "first-page": "127",
      "DOI": "10.2307/1392565",
      "article-title": "New capabilities and methods of the X-12-ARIMA seasonal-adjustment program",
      "volume": "16",
      "author": "Findley",
      "year": "1998",
      "journal-title": "Journal of Business and Economic Statistics"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB11",
      "doi-asserted-by": "crossref",
      "first-page": "1237",
      "DOI": "10.1287/mnsc.31.10.1237",
      "article-title": "Forecasting trends in time series",
      "volume": "31",
      "author": "Gardner",
      "year": "1985",
      "journal-title": "Management Science"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB12",
      "doi-asserted-by": "crossref",
      "first-page": "183",
      "DOI": "10.1016/0169-2070(91)90053-X",
      "article-title": "Empirical Bayes methods for telecommunications forecasting",
      "volume": "7",
      "author": "Greis",
      "year": "1991",
      "journal-title": "International Journal of Forecasting"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB13",
      "doi-asserted-by": "crossref",
      "first-page": "439",
      "DOI": "10.1016/S0169-2070(01)00110-8",
      "article-title": "A state space framework for automatic forecasting using exponential smoothing methods",
      "volume": "18",
      "author": "Hyndman",
      "year": "1992",
      "journal-title": "International Journal of Forecasting"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB15",
      "first-page": "361",
      "article-title": "Estimation with quadratic loss",
      "volume": "vol. 1",
      "author": "James",
      "year": "1961"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB16",
      "series-title": "Seasonal adjustment with the X-11 method",
      "author": "Ladiray",
      "year": "2001"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB17",
      "series-title": "Proceedings of the Symposium on Empirical Bayes estimation and computing in statistics",
      "first-page": "110",
      "article-title": "Smooth empirical Bayes estimators: With results for the binomial and normal situations",
      "volume": "vol. 6",
      "author": "Lemon",
      "year": "1969"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB18",
      "series-title": "The smoothing of time series",
      "author": "Macauley",
      "year": "1930"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB19",
      "doi-asserted-by": "crossref",
      "first-page": "451",
      "DOI": "10.1016/S0169-2070(00)00057-1",
      "article-title": "The M3-competition: Results, conclusions and implications",
      "volume": "16",
      "author": "Makridakis",
      "year": "2000",
      "journal-title": "International Journal of Forecasting"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB20",
      "doi-asserted-by": "crossref",
      "first-page": "111",
      "DOI": "10.1002/for.3980010202",
      "article-title": "The accuracy of extrapolation (time series) methods: Results of a forecasting competition",
      "volume": "1",
      "author": "Makridakis",
      "year": "1982",
      "journal-title": "Journal of Forecasting"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB21",
      "series-title": "Forecasting methods and applications",
      "author": "Makridakis",
      "year": "1998"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB22",
      "doi-asserted-by": "crossref",
      "first-page": "669",
      "DOI": "10.1016/S0169-2070(02)00077-8",
      "article-title": "Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy",
      "volume": "19",
      "author": "Miller",
      "year": "2003",
      "journal-title": "International Journal of Forecasting"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB23",
      "doi-asserted-by": "crossref",
      "first-page": "47",
      "DOI": "10.2307/2287098",
      "article-title": "Parametric empirical Bayes inference: theory and applications",
      "volume": "78",
      "author": "Morris",
      "year": "1983",
      "journal-title": "Journal of the American Statistical Association"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB24",
      "doi-asserted-by": "crossref",
      "first-page": "125",
      "DOI": "10.2307/2683868",
      "article-title": "A survey of recent developments in seasonal adjustment",
      "volume": "34",
      "author": "Pierce",
      "year": "1980",
      "journal-title": "The American Statistician"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB25",
      "first-page": "157",
      "article-title": "An empirical Bayes approach to statistics",
      "volume": "vol. 1",
      "author": "Robbins",
      "year": "1955"
    },
    {
      "issue": "1",
      "key": "10.1016/j.ijforecast.2004.03.002_BIB26",
      "doi-asserted-by": "crossref",
      "first-page": "133",
      "DOI": "10.1093/biomet/56.1.133",
      "article-title": "An empirical Bayes smoothing technique",
      "volume": "56",
      "author": "Rutherford",
      "year": "1969",
      "journal-title": "Biometrika"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB27",
      "unstructured": "Shiskin, J., Young, A. H., & Musgrave, J. C. (1967). The X-11 variant of the Census II method seasonal adjustment program. Bureau of the Census, Technical Paper No. 15."
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB28",
      "first-page": "197",
      "article-title": "Inadmissibility of the usual estimator for the mean of a multivariate normal distribution",
      "volume": "vol. 1",
      "author": "Stein",
      "year": "1955"
    },
    {
      "key": "10.1016/j.ijforecast.2004.03.002_BIB29",
      "unstructured": "U.S. Census Bureau. (2002). X-12-ARIMA Reference Manual, Version 0.2.10. (Available online: http://www.census.gov/srd/www/x12a/x12down_pc.html, accessed November 22, 2002)."
    }
  ],
  "container-title": "International Journal of Forecasting",
  "original-title": [],
  "language": "en",
  "link": [
    {
      "URL": "https://api.elsevier.com/content/article/PII:S0169207004000354?httpAccept=text/xml",
      "content-type": "text/xml",
      "content-version": "vor",
      "intended-application": "text-mining"
    },
    {
      "URL": "https://api.elsevier.com/content/article/PII:S0169207004000354?httpAccept=text/plain",
      "content-type": "text/plain",
      "content-version": "vor",
      "intended-application": "text-mining"
    }
  ],
  "deposited": {
    "date-parts": [
      [
        2019,
        2,
        7
      ]
    ],
    "date-time": "2019-02-07T04:27:02Z",
    "timestamp": 1549513622000
  },
  "score": 1,
  "resource": {
    "primary": {
      "URL": "https://linkinghub.elsevier.com/retrieve/pii/S0169207004000354"
    }
  },
  "subtitle": [],
  "short-title": [],
  "issued": {
    "date-parts": [
      [
        2004,
        10
      ]
    ]
  },
  "references-count": 29,
  "journal-issue": {
    "issue": "4",
    "published-print": {
      "date-parts": [
        [
          2004,
          10
        ]
      ]
    }
  },
  "alternative-id": [
    "S0169207004000354"
  ],
  "URL": "http://dx.doi.org/10.1016/j.ijforecast.2004.03.002",
  "relation": {},
  "ISSN": [
    "0169-2070"
  ],
  "subject": [],
  "container-title-short": "International Journal of Forecasting",
  "published": {
    "date-parts": [
      [
        2004,
        10
      ]
    ]
  }
}