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
Journal ArticleDOI

A predictability study of simulated North Atlantic multidecadal variability

TL;DR: In this article, the authors quantified the predictability of simulated multidecadal climate variability over the North Atlantic through analysis of the time-dependent behavior of large-scale empirical orthogonal function (EOF) patterns.
Journal ArticleDOI

Modelling non-stationary extremes with application to surface level ozone

TL;DR: It is suggested that the preprocessing method gives a model that better incorporates the underlying mechanisms that generate the process, produces a simpler and more efficient fit and allows easier computation.
Book

An Introduction to Bootstrap Methods with Applications to R

TL;DR: This book provides a modern introduction to bootstrap methods for readers who do not have an extensive background in advanced mathematics and serves as an insightful reference for practitioners working with data in engineering, medicine, and the social sciences who would like to acquire a basic understanding of boot strap methods.
Journal ArticleDOI

Ultra-low-frequency variability in a simple atmospheric circulation model

TL;DR: The authors carried out extended runs of a primitive-equation model of the global troposphere and found that the largest-scale structures in the flow were variable on much longer timescales, with maximum variability on periods of 10-40 years.
Journal ArticleDOI

A 1–10-Day Ensemble Forecasting Scheme for the Major River Basins of Bangladesh: Forecasting Severe Floods of 2003–07*

TL;DR: In this paper, a fully automated scheme that has provided calibrated 1-10-day ensemble river discharge forecasts and predictions of severe flooding of the Brahmaputra and Ganges Rivers as they flow into Bangladesh; it has been operational since 2003.