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Bench‐Marking Time Series with Reliable Bench‐Marks
Author(s) -
Trabelsi Abdelwahed,
Hillmer Steven C.
Publication year - 1990
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347386
Subject(s) - series (stratigraphy) , bench to bedside , bench press , test bench , computer science , medicine , geology , physical therapy , embedded system , medical physics , paleontology , resistance training
SUMMARY This paper investigates the implications for the signal extraction bench‐marking method when the bench‐marks are observed without error and when the variance of the survey errors is relatively small. These assumptions are implicit in some common numerical approaches to bench‐marking. Conditions under which the solutions of several numerical bench‐marking approaches are optimal are derived. It is shown that these numerical methods are particular cases of the signal extraction method. Comparisons between the numerically derived methods and the signal extraction method are made in the light of a particular survey.