5th Seasonal Adjustment Practitioners Workshop 2024
September 11 and 12
5th Seasonal Adjustment Practitioners Workshop - Program
Many of the speakers have provided their slides for downloading - the links are provided below.
For more information, contact esmd.seasonal.workshop@census.gov.
All presentation content is that of the presenter(s) and does not reflect the viewpoints or policies of their employers or the organizers of the Seasonal Adjustment Practitioners Workshop.
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https://www.youtube.com/channel/UC6jP4-y5qKrD4IfurqEqBjQ
Session 1 - Software for Seasonal Adjustment
Chair: Dario Buono, European Commission, EUROSTAT
Enhanced Features for Production of Seasonally Adjusted Data Using JDemetra+ 3.x
Anna Smyk, INSEE
A Python-based Platform for Seasonal Adjustment of Economic Time Series
Lijing Sun, U. S. Census Bureau
RegComponent Modeling in the SeasCen Software Platform
William R. Bell, U. S. Census Bureau
X-13-SAM and PyGenhol: Updates to X-13ARIMA-SEATS Helper Programs
Demetra Lytras, U. S. Census Bureau
Concurrent Session 2a - Novel Applications of Modeling and Forecasting
Chair: Becca Weaver, U. S. Census Bureau
A Seasonality Diagnostic Based Upon Multi-Step Ahead Forecasting Errors
Tucker McElroy, U. S. Census Bureau
Modeling Weather Effects and Seasonal Noise in U. S. Monthly Regional Housing Starts
William R. Bell, U. S. Census Bureau
Improving Nowcasts of International Trade Data for the Index of Economic Activity (IDEA)
Elizabeth Marra Viehdorfer and Valerie Pianin, U. S. Census Bureau
Concurrent Session 2b - Special Adjustments
Chair: Kathy McDonald-Johnson, U. S. Census Bureau
The Effects of Different Temporary Change Decay Rates in U. S. Monthly Retail Sales Time Series
Eric Valentine, U. S. Census Bureau
An Application of Functional-Coefficient Autoregressive Modeling in Cybersecurity
Pei Geng, University of New Hampshire
Official Holiday Dates Are Not Enough for Holiday Adjustments
Hideki Furuya, SKANIOGLOS Investment Advisory Co., Ltd.
Concurrent Session 3a - Signal Extraction
Chair: Tucker McElroy, U. S. Census Bureau
New Results for Time-Dependent Models
Guy Mélard, Université libre de Bruxelles
Accounting for Sampling Errors in Seasonal Adjustment
Connor Doherty, U. S. Bureau of Labor Statistics
Concurrent Session 3b - R Packages for Seasonal Adjustment
Chair: Brian Monsell, NSR Solutions Inc. and U. S. Bureau of Labor Statistics
R Package boiwsa for the Seasonal Adjustment of Weekly Data
Tim Ginker, Bank of Israel
The blsplotGG Package
Brian C. Monsell, NSR Solutions Inc. and U. S. Bureau of Labor Statistics
Concurrent Session 4a - Direct and Indirect Seasonal Adjustment
Chair: James Livsey, U. S. Census Bureau
The Divergence Between Direct and Indirect Seasonal Adjustment When Using the Contribution-to-Growth method
Mark Hogan, ONS
A Look at Indirect Seasonal Adjustment Using Multivariate Signal Extraction Versus Existing Methods
Osbert Pang, U. S. Census Bureau
Concurrent Session 4b - Seasonal Breaks in Official Statistics
Chair: Eric Valentine, U. S. Census Bureau
Processing Breaks in Seasonality in Time Series
Dimitrios Nikolakis, ONS
Testing for Changes of Seasonal Patterns in Census Bureau Time Series
Demetra Lytras, Laura James, Samantha Nguyen, Erin Wrona, U. S. Census Bureau
Concurrent Session 5a - Seasonal Adjustment Applications
Chair: Demetra Lytras, U. S. Census Bureau
Using Seasonal Adjustment for Data Review of the Quarterly Survey of Plant Capacity Utilization
Jess Huang, U. S. Census Bureau
Investigating the Impact of Noise Infusion on Seasonal Adjustment in the Quarterly Financial Report
David Mullens, U. S. Census Bureau (Lightning)
Identifying Seasonality Across Numerous Small Area Time Series: An Investigation into Agricultural Employment Across U. S. Counties
Andrew Forrester, U. S. Bureau of Labor Statistics (Lightning)
Concurrent Session 5b - Training Panel Session
Chair: Wendy L. Martinez, U. S. Census Bureau
Transitioning to Virtual Seasonal Adjustment Training
Brian Monsell, NSR Solutions, Inc. and U. S. Bureau of Labor Statistics; Catherine Harvill Hood, Catherine Hood Consulting; Kathy McDonald-Johnson, U. S. Census Bureau; and Wendy L. Martinez, moderator, U. S. Census Bureau