Paper Info
Title
The Analysis of Manufacturing PMI Potential Trends of the US, EU, Japan and China
Abstract
In this paper we establish state space equation and combine it with KALMAN filter algorithm to extract potential signal trends of the manufacturing PMI of the US, EU, Japan and China, furthermore doing time difference correlation analysis and T-test between the potential signals. Empirical analysis shows that Chinese manufacturing PMI takes precedence over the other three economic bodies by one month; potential signal development trends of manufacturing PMI of the US, EU and China are approximately same; however there is a significan difference between the potential signal trends of manufacturing PMI of the US and Japan.
Year
DOI
Venue
2015
10.1016/j.procs.2015.07.006
Procedia Computer Science
Keywords
Field
DocType
Manufacturing PMI,State space model,KALMAN filter,Time difference correlation,T-test
State space equation,Data mining,Computer science,State-space representation,China,Kalman filter,Time difference,Correlation analysis,Kalman filter algorithm
Conference
Volume
ISSN
Citations 
55
1877-0509
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Dan Zhang100.34
Min Xiao200.34
Xiaopeng Yang300.34
Yue He410516.62