scispace - formally typeset
Open AccessBook

The Analysis of Time Series: An Introduction

Reads0
Chats0
TLDR
In this paper, simple descriptive techniques for time series estimation in the time domain forecasting stationary processes in the frequency domain spectral analysis bivariate processes linear systems state-space models and the Kalman filter non-linear models multivariate time series modelling some other topics.
Abstract
Simple descriptive techniques probability models for time series estimation in the time domain forecasting stationary processes in the frequency domain spectral analysis bivariate processes linear systems state-space models and the Kalman filter non-linear models multivariate time series modelling some other topics.

read more

Citations
More filters
Proceedings ArticleDOI

Internet routing instability

TL;DR: The analysis in this paper is based on data collected from BGP routing messages generated by border routers at five of the Internet core's public exchange points during a nine month period and reveals several unexpected trends and ill-behaved systematic properties in Internet routing.
Journal ArticleDOI

The Gaussian Graphical Model in Cross-Sectional and Time-Series Data.

TL;DR: The Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) is discussed and its utility as an exploratory data analysis tool is described: which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables.
Journal ArticleDOI

Economic security and value change

TL;DR: In this paper, a time series analysis controlling for the joint effects of inflation and unemployment demonstrates that there is a statistically significant trend toward postmaterialism in all eight West European countries for which data are available over the past two decades.
Journal ArticleDOI

Population cycles in voles and lemmings : density dependence and phase dependence in a stochastic world

Nils Chr. Stenseth
- 01 Dec 1999 - 
TL;DR: It is concluded that multiannual population cycles seen in voles and lemmings will continue to be a strong source of conceptual and methodological developments within the field of population ecology.
Journal ArticleDOI

Vegetation dynamics and responses to climate change and human activities in Central Asia.

TL;DR: Shrubs and sparse vegetation were extremely sensitive to short-term climatic variations, and the results demonstrated that these vegetation types were the most seriously degraded by human activities and regional governments should strive to restore vegetation to sustain this fragile arid ecological environment.