Mostra el registre d'ítem simple
Problems in scientific time series analysis
dc.contributor.author | Tunnicliffe-Wilson, Granville |
dc.date.accessioned | 2008-03-04T12:45:04Z |
dc.date.available | 2008-03-04T12:45:04Z |
dc.date.issued | 1984-03 |
dc.identifier.issn | 0210-8054 (versió paper) |
dc.identifier.uri | http://hdl.handle.net/2099/4465 |
dc.description.abstract | The paper reviews the statistical methods of time series analysis used in a selection of papers from respected scientific journals. In particular, problems are considered in the search for cycles, the use of regression to establish causal links between variables, transfer function modelling and the use of filtering to extract componentes of time series. An attempt is made to assess how useful the ideas of ARMA and Transfer Function modelling might be in improving the efficiency of statistical inference in these contexts. |
dc.format.extent | p. 9-19 |
dc.language.iso | eng |
dc.publisher | Universitat Politècnica de Barcelona. Centre de Càlcul |
dc.relation.ispartof | Qüestiió. 1984, vol.8, núm.1 |
dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
dc.subject.other | Inference |
dc.subject.other | Parametric modelling |
dc.subject.other | ARMA models |
dc.subject.other | Transfer function models |
dc.subject.other | Linear filtering |
dc.subject.other | Climatological time series |
dc.title | Problems in scientific time series analysis |
dc.type | Article |
dc.subject.lemac | Inferència |
dc.subject.lemac | Processos estocàstics |
dc.subject.ams | Classificació AMS::62 Statistics::62M Inference from stochastic processes |
dc.rights.access | Open Access |
local.ordre | 3 |