The Official Statistics Section of the Statistics Society collaborated with the ABS Methodology Division to run a one day workshop focusing on state space methods in official statistics. The workshop responded to revival of interest in using SSM within the ABS in a variety of applications, from their orthodox use in time series analysis, to new applications such as small area analysis and the orderly introduction of new survey methods in established collection series.
27 people registered for the workshop, video streamed in ABS offices in Perth, Canberra, Sydney, Hobart, Adelaide, Melbourne and Brisbane. The tone was set by a lecture by Dr W. P. Malcolm, a mathematician with the Department of Defence, setting out the base theory and two extensions: nonlinear scenarios of the extended KF and a finite state filter for a Markov chain.
This opened the day for constructive discussion around later talks on applications in the ABS and outside it. In consequence of common ground in these discussions it was announced that further discussion be carried on through a SSM Working Group, hosted by the Section with ABS support. Contact Stephen Horn if you wish to join this group. Notes and slides from the talks, and useful references will be made available shortly.
Convenor, Official Statistics Section