3.2.1 JDemetra+ development
Frankfurt,
20 June 2013
jean.palate@nbb.be
Outline
 Overview of JDemetra+ 1.3
 Recent developments
 Unit tests
 Statistical modules
 SA Algorithms
 Others
 IO
 Graphical interface (NetBeans)
 Others
 Cruncher, WEB-Service, .NET connection
 Documentation
 JoinUp
 Future developments
Overview
1.
Light final applications
JDemetra+ (main GUI)
jwsacruncher,
NbSA (Tramo
Seats, X13)
Nb SA
advanced
Nb
Bench.
Nb
providers
Nb
others
jbench
Net beans common module (core + UI)
Seasonal adjustment
Utilities
Benchmarking, temporal
disaggregation...
Mathematical and statistical concepts
Peripheral services: data access, IO,
formatting (xml, csv...)...
Time series concepts
Overview (II)
Modules
Main features
Size (=number of
classes)
JTsToolkit
Algorithms
1000
JTss
Advanced time series
framework (events...),
Formatting (Xml...)
350
Ts Providers
Time series factories
(Excel, ODBC...)
250
NetBeans components
Graphical interface
700
Recent developments
 Unit tests
 5-10% of the classes
 Critical statistical functions
 Arima estimation (Kalman filter, Ansley's algorithm...)
 Unobserved components estimation (Burman's algorithm, Kalman
smoother...)
 ...
 Code included in the projects
 Algorithms
 SA modules
 RegArima estimation
 Extensive analysis of the estimation problem (see below)
 Remark:
 RegArima estimations in Tramo, X12 and JD+ refer exactly to the same mathematical
problem
 Their implementations differ on many details
 Tramo-Seats
 No significant changes
 X12
 Forecasts of the components
 Complete diagnostics
 Others
 Temporal disaggregation, benchmarking
 Chow-Lin..., improved multi-variate Cholette
 Independent plug-in, NBB internal use
RegArima estimation
(300 series of the industrial production in Germany)
Main conclusions:
•Identical results for most models
•Differences in complex models (AR and MA) due to several local maxima
•Differences usually small but sometimes substantial
•Limits for the comparison of AMI
•around 90-95% with well-behaved series, worse with "bad" series (<80%)
 IO
 Improved data providers (input)
 JDBC/ODBC (caching)
 SDMX
 Compatibility with SDW (ECB), .STAT (OECD)
 SAS
 Random time series (testing)
 Graphical interface (NetBeans)
 Richer graphical components
 More extension points (=features that external teams may expand)
 "Extensible" workspaces (new statistical tools)
 Others
 Cruncher (batch processing): completed
 Light RESTful WEB service for SA (and other algorithms): in test
 Automatic translation of the bytecode (IKVM): tested
Documentation, JoinUp
 Documentation for developers
 Progressive documentation of the API in the code (for JavaDoc): 10%
 Specific documents on JoinUp (see below)
 JoinUp
 Revival of SAT (Seasonal Adjustment Toolkit project)
 Sharing of the code by means of the JoinUp repositories
 Specific documents for IT developers
 Future use of the Wiki
Future developments (proposals)
 Short term
 Integration of the last improvements of Tramo-Seats
 Medium term
 Interface with the original software (spec files)
 Graphical interface: customization of the output panels...
 Reports, outputs...
 Quality diagnostics
 Long term
 Unified algorithm (single pre-processing, several decomposition schemes)
 Advanced analysis
 Time varying TD...
 Recurring
 Documentation of the API
 Unit tests