JDemetra+ State of the art

abusivefroggeryΛογισμικό & κατασκευή λογ/κού

16 Νοε 2012 (πριν από 4 χρόνια και 8 μήνες)

780 εμφανίσεις

SA Workshop

Luxembourg
, 6/3/2012


What is JDemetra+


Objectives of JDemetra+


Main features


New core engines


Additional statistical tools


Current state


Planning


Next
steps


Short Demo




New implementation of Demetra+,
completely in Java, available in open source


Links with Demetra+


Same logic


Similar presentation


Compatible I/O


Pure Java application: no Fortran code


Open source software


EUPL license


Code available on JoinUp
(
https://joinup.ec.europa.eu/software/sat/home
)





Why JDemetra+?


Maintenance in the long term (leave Fortran)


Extensions


Peripheral: quality reports...


Methods:


New models: structural models...


Modifications of existing method: new filters for X11...


Extensions of some features: new calendar variables...




Why Java?


Portable, fast, reliable, widely diffused


Standard environment for many institutions


Eurostat, ECB...


Many free libraries, tools


JFreeChart, NetBeans, Eclipse...



Why an open software?


Easier integration in in
-
house developments


Sharing of knowledge, developments...


Common framework for statistical modules


New core engines


Comparability with
the original core
engines: > 90%


(differences mainly due to other optimization procedures)


Common framework for the
pre
-
processing parts


Easily reusable building blocks


Outliers detection...



Additional statistical tools


Modeling (
SA):
Structural
models, generalized airline models
...


Temporal disaggregation:

Chow
-
Lin
, Fernandez, Litterman...


Benchmarking:
Denton
, Cholette...


State space framework




Current state (March 2012)


Core engines (statistical routines)


Tramo
-
Seats:
last improvements are missing


X13: quasi complete


Graphical interfaces for the main SA algorithms: quasi
complete


TS providers: finished


Output, compatibility with workspaces of Demetra+: in
progress (50%)


Additional modules (direct/indirect, quality report,
diagnostics): in
progress (25%)


Final objective


New modules available for production at the
end of
2012
.



Next steps


Core engines (for tests): April 2012


NetBeans framework: May 2012


First prototype of JDemetra+: June 2012


jean.palate@nbb.be