Predicting the Brexit outcome using singular spectrum analysis
محل انتشار: مجله آمار و مدل محاسباتی، دوره: 1، شماره: 1
سال انتشار: 1399
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 194
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شناسه ملی سند علمی:
JR_JCSM-1-1_002
تاریخ نمایه سازی: 18 فروردین 1400
چکیده مقاله:
In a referendum conducted in the United Kingdom (UK) on June 23, 2016, $51.6\\%$ of the participants voted to leave the European Union (EU). The outcome of this referendum had major policy and financial impact for both UK and EU, and was seen as a surprise because the predictions consistently indicate that the ``Remain'''' would get a majority. In this paper, we investigate whether the outcome of the Brexit referendum could have been predictable by polls data. The data consists of 233 polls which have been conducted between January 2014 and June 2016 by YouGov, Populus, ComRes, Opinion, and others. The sample size range from 500 to 20058. We used Singular Spectrum Analysis (SSA) which is an increasingly popular and widely adopted filtering technique for both short and long time series. We found that the real outcome of the referendum is very close to our point estimate and within our prediction interval, which reinforces the usefulness of SSA to predict polls data.
کلیدواژه ها:
نویسندگان
Rahim Mahmoudvand
Department of Statistics, Bu-Ali Sina University, Hamedan, Iran
Paulo Rodrigues
CAST, Faculty of Natural Sciences, University of Tampere, Tampere, Finland