Scale space multiresolution correlation analysis for time series data

DOI10.1007/s00180-016-0670-6zbMath1417.62256OpenAlexW2461412641MaRDI QIDQ2358916

Lasse Holmström, Leena Pasanen

Publication date: 27 June 2017

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://urn.fi/urn:nbn:fi-fe201702091504

zbMATH Keywords

visualizationBayesian inferencetime series decompositiontime-varying correlation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15)

Related Items (3)

Scale space multiresolution correlation analysis for time series data ⋮ Extraction of sea temperature in the Barents Sea by a scale space multiresolution method – prospects for Atlantic salmon ⋮ SiZer inference for generalized varying coefficient models

Uses Software

• PearsonT

Cites Work

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• Scale space multiresolution analysis of random signals
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
• A new correlation coefficient for bivariate time-series data
• Scale space multiresolution correlation analysis for time series data
• A canonical analysis of multiple time series
• SiZer for Exploration of Structures in Curves
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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