Ma, Chung Ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (leaves 56-57). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Additive model --- p.3 / Chapter 1.2 --- Multiplicative model --- p.4 / Chapter 2 --- Review of benchmarking methods --- p.7 / Chapter 2.1 --- Regression Method and Signal Extraction Method (Additive Case) --- p.7 / Chapter 2.1.1 --- Regression method for Additive model --- p.8 / Chapter 2.1.2 --- Signal extraction method with known auto-covariance of signal for Additive model --- p.9 / Chapter 2.1.3 --- Signal extraction method with unknown auto-covariance of signal for Additive model --- p.10 / Chapter 2.2 --- Regression Method and Signal Extraction Method (Multiplicative Case) --- p.15 / Chapter 2.2.1 --- Regression method for Multiplicative model --- p.15 / Chapter 2.2.2 --- Signal extraction method for Multiplicative model --- p.17 / Chapter 3 --- Benchmarking using an assigned error model --- p.21 / Chapter 3.1 --- Model setting --- p.22 / Chapter 3.2 --- Simulation procedures --- p.24 / Chapter 3.3 --- Simulation results --- p.26 / Chapter 3.3.1 --- Comparison of benchmarking methods for multiplicative model --- p.34 / Chapter 3.3.2 --- Suggestions on the selection of an assigned error model --- p.39 / Chapter 3.4 --- Summary on the effects of CV and Φ --- p.44 / Chapter 4 --- Error modelling by using benchmarks --- p.47 / Chapter 4.1 --- Benchmark Forecasting Method --- p.47 / Chapter 4.2 --- Benchmarking using an estimated error model --- p.49 / Chapter 4.3 --- Comparison of the best Φ and the estimated Φ on the benchmarking prediction --- p.53 / Chapter 5 --- Conclusion --- p.54 / Bibliography --- p.56
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327223 |
| Date | January 2010 |
| Contributors | Ma, Chung Ho., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, viii, 57 leaves ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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