A hyperspherical transformation forecasting model for compositional data

A hyperspherical transformation forecasting model for compositional data

0.00 Avg rating0 Votes
Article ID: iaor2009738
Country: Netherlands
Volume: 179
Issue: 2
Start Page Number: 459
End Page Number: 468
Publication Date: Jun 2007
Journal: European Journal of Operational Research
Authors: , , , ,
Abstract:

Although Aitchison's method of logratio transformation of compositional data is widely used in various domains, it is limited by the assumption of a strict non-negativity of the components and the requirement of special treatments in practice of the zero components. We propose a dimension-reduction approach through a hyperspherical transformation that is capable of resolving the difficulty in maintaining non-negativity and unit-sum in forecasting compositional data over time.

Reviews

Required fields are marked *. Your email address will not be published.