Time series analysis
Name: the outlaw
Date: Around 1995
Can someone give me some information on time series analysis?
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!
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.
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