Efficient computation of hierarchical trends

被引：17
|
作者：
Francke, MK [1 ]
de Vos, AF
机构：
[1] Gemeentebelastingen Amsterdam, NL-1100 DZ Amsterdam, Netherlands
[2] Vrije Univ Amsterdam, Dept Econ & Econometr, NL-1081 HV Amsterdam, Netherlands
来源：
JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 2000年 / 18卷 / 01期
关键词：
Bayesian inference; decomposition; housing price; Kalman filter; repeated measurements; state-space model;
D O I：
10.2307/1392136
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
To model a large database containing selling prices for houses, in which local trends, general trends, and specific characteristics play a role, we derived a new procedure to implement a state-space model for repeated measurements. The original model is decomposed into two parts, which are treated differently. The first part is ordinary least squares on data in deviation from means. This step provides a prior for coefficients to be used in the second step, which is a Kalman filter, providing estimates of the trends and the parameters. The procedure exploits and illustrates the Bayesian interpretation of a Kalman filter.
引用
收藏
页码：51 / 57
页数：7
相关论文
共 50 条
  • [1] Efficient don't care computation for hierarchical designs
    Gulati, Kanupriya
    Lovell, Matthew
    Khatri, Sunil P.
    2006 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOLS 1-11, PROCEEDINGS, 2006, : 3037 - 3040
  • [2] Explanation with the Winter value: Efficient computation for hierarchical Choquet integrals
    Labreuche, Christophe
    INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 2022, 151 : 225 - 250
  • [3] Explanation with the Winter Value: Efficient Computation for Hierarchical Choquet Integrals
    Labreuche, Christophe
    SYMBOLIC AND QUANTITATIVE APPROACHES TO REASONING WITH UNCERTAINTY, ECSQARU 2021, 2021, 12897 : 471 - 485
  • [4] Incremental OPTICS:: Efficient computation of updates in a hierarchical cluster ordering
    Kriegel, HP
    Kröger, P
    Gotlibovich, I
    DATA WAREHOUSING AND KNOWLEDGE DISCOVERY, PROCEEDINGS, 2003, 2737 : 224 - 233
  • [5] Nanoscale Memory Design for Efficient Computation: Trends, Challenges and Opportunity
    Vishvakarma, S. K.
    Reniwal, B. S.
    Sharma, V.
    Kushwah, C. B.
    Dwivedi, D.
    2015 IEEE INTERNATIONAL SYMPOSIUM ON NANOELECTRONIC AND INFORMATION SYSTEMS, 2015, : 29 - 34
  • [6] Efficient computation of nonparametric survival functions via a hierarchical mixture formulation
    Wang, Yong
    Taylor, Stephen M.
    STATISTICS AND COMPUTING, 2013, 23 (06) : 713 - 725
  • [7] Efficient computation of nonparametric survival functions via a hierarchical mixture formulation
    Yong Wang
    Stephen M. Taylor
    Statistics and Computing, 2013, 23 : 713 - 725
  • [8] Robust and efficient genetic algorithms with hierarchical niching and a sustainable evolutionary computation model
    Hu, JJ
    Goodman, E
    GENETIC AND EVOLUTIONARY COMPUTATION - GECCO 2004, PT 1, PROCEEDINGS, 2004, 3102 : 1220 - 1232
  • [9] Hierarchical Coded Computation
    Ferdinand, Nuwan
    Draper, Stark C.
    2018 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2018, : 1620 - 1624
  • [10] Efficient computation of Maxwell eigenmodes in axisymmetric cavities using hierarchical vector finite elements
    Venkatarayalu, Neelakantam V.
    INTERNATIONAL JOURNAL OF NUMERICAL MODELLING-ELECTRONIC NETWORKS DEVICES AND FIELDS, 2010, 23 (03) : 231 - 261
12345