Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica

DOI10.2307/2286324MaRDI QIDQ3206169zbMATH OpenOpenAlexFDO

Authors Alexander Basilevsky, Derek P. J. Hum

Publication date 1979

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2286324

zbMATH Keywords

cycleeigenvalueseigenvectorsFourier transformfrequency domainJamaican plantation births dataKarhunen-Loève decompositionprincipal componentsseasonalitystochastic integral equationtime domaintrend

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Stochastic integral equations (60H20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(6)

• Spectral modeling of time series with missing data
• A note on window length selection in singular spectrum analysis
• A review of some modern approaches to the problem of trend extraction
• On singular spectrum analysis and stepwise time series reconstruction
• Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
• Bootstrapping non-stationary and irregular time series using singular spectral analysis

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