From Two to One Index Isomorphism in Optimization Program for Quarterly Disaggregation of Annual Times Series

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From Two to One Index Isomorphism in Optimization Program for Quarterly Disaggregation of Annual Times Series

March 10, 2021 Mathematics and Computer Science 0

A problem of minimization arises when a statistical approach with a cyclical indicator is used to disaggregate an annual economic aggregate quarterly, resulting in a smooth quarterly economic aggregate. There are two quarter and year indices involved in this. When the problem is big, this can make the resolution algorithm less efficient. In order to reduce the cost of the resolution algorithm, we suggest a method of indexing quarterly variables based on an isomorphic transformation of a two-index programme into a one-index programme. When solving the quarterly disaggregation optimization programme, this method of continuous indexing of variables, applied to national accounts, shows that the algorithm with a single index is more efficient than the algorithm with two indexes.

Author(s) Details

Raïmi Aboudou Essessinou
National Institute of Statistics and Economy Analysis (INSAE) / Institute of Mathematics and Physics, University of Abomey-Calavi (UAC), Benin.

Guy Degla
Institute of Mathematics and Physics, University of Abomey-Calavi (UAC), Benin.

Babacar Mbaye Ndiaye
Laboratory of Mathematics of Decision and Numerical Analysis, University of Cheikh Anta Diop, Dakar, Senegal.

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