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Name: the outlaw
Status: N/A
Age: N/A
Location: N/A
Country: N/A
Date: Around 1995


Question:
Can someone give me some information on time series analysis?


Replies:
I believe there are several kinds of "time series analysis." What I am familiar with is Fourier analysis, which takes a time sequence of data and determines whether there is something periodic in there (for example, Fourier analysis would immediately notice the yearly variation of tempera- tures, and the Fourier transform would show a sharp peak at one year frequency). Wavelet analysis is a generalization of Fourier analysis that allows discover of periodic behavior that only lasts a short time, or anomalous behavior for one period versus another. I am not too familiar with it, but there have been quite a number of articles recently, and I could give you a reference. There may be other kinds of analysis you would be interested in too - perhaps based on some model of your data. It is probably a good idea to go into the literature related to your subject to see what other people have done!

asmith


And there are also time-series analyses methods for predicting the future - smoothing, trend analysis of various sorts. I would advise a thorough search of the literature - and if you cannot find what you want in the climate literature you might look at stock market analysis.

asmith



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