L34 Further Extensions and Use Cases
Example: Bivariate \(MA(1)\) process¶
Compute:
- \(\Gamma(0) = \Theta_{1} \Sigma \Theta_{1}'\)
- \(\Gamma(1)= \Sigma \Theta_{1}'\)
- \(\Gamma(2+)=0\)
- \(\rho(0)\)
- \(\rho(1)\)
Example: \(VARP(p)\) process¶
- \(\Phi_{i}\) = k-dim square matrices
- \(e_{t}\) = k-dim vector of residuals (purely random process)
- \(\delta\) = vector of constants
- We can express \(VMA(1) \equiv VAR(\infty)\)
- We can express \(VAR(p) \equiv VMA(\infty)\)
Further¶
- We look at the covariance matrices
- Correlation matrices
- The expression and formulae remain the same, but we are having corresponding notation and forms for multivariate notation.
Application Areas¶
Macroeconomics¶
- Monetary policy analysis: interest rate changes, inflation and monetary policies → GDP, unemployment, exchange rages
- Economic forecasting: VARMA is used to forecast GDP growth, inflation employment, considering interactions.
Supply chain an operations¶
- Inventory Managements:
- Improve inventory management
- reduce stockouts, excess inventory
- Logistics and shipping:
- forecast shipping demand and lead times
- interrelated demand taken into account
Financial markets¶
- Asset Pricing
- co-movements between assets
- Volatility Forecasting
Energy Markets¶
- Electricity Load Forecasting
- Overloads
- Oil and Gas
Healthcare¶
- Epidemiology
- Hospital Resource planning
Climate Science¶
- Temperature & Weather Forecasting
- Air Quality Monitoring