New answers tagged

0

An alternative approach would be to use a procedure similar to that described in Chow, G. C. and Lin, A.-l. (1971). Best linear unbiased interpolation, distribution, and extrapolation of time series by related series, The Review of Economics and Statistics 53(4): 372 – 75. This procedure is used to produce, for example, quarterly national accounts ...


0

You need to think in terms of autocorrelations and volatility to make your choice: in your example you have the change in the number of workers $Y_{t,q}$ what is the meaning of the average change per quarter compared to the yearly production ? probably you should sum your quarterly changes to have a yearly one : I would recommend $\sum_q Y_{t,q}$. if you ...


0

the geometric mean is appropriate. rule of thumb: geometric mean for percentage numbers arithmetic mean for absolute numbers and continuous rates


0

Why don't you construct the annual value of $Y_t$ from the data, so in your example it would be $Y_{t,annual} = \sum_{i = 1}^{4}Y_{i, quart}$. This is of course only relevant if levels are important, and the time series is in absolute values. If it is a percentage, the geo-mean would be the correct (see https://en.wikipedia.org/wiki/Geometric_mean#...


1

Apache Cassandra would be a good fit for storing real-time intraday data. It's a partitioned row store, where rows are organized into table using a partition key. It you use a schema where you store data for one ticker per row with partitioning by day or month (it has a limit of 2B records in a row), the operations in your questions would be very performant....



Top 50 recent answers are included