Scale space multiresolution correlation analysis for time series data

DOI10.1007/S00180-016-0670-6MaRDI QIDQ2358916zbMATH OpenOpenAlexFDO

Authors Leena Pasanen, Lasse Holmström

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

Bayesian inferencetime series decompositiontime-varying correlationvisualization

Mathematics Subject Classification ID

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

Recommendations

• Time-correlation analysis of nonstationary time series
• Bayesian multiscale analysis for time series data
• Nonlinear correlation analysis of time series based on complex network similarity
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Canonical correlation for principal components of time series

Cites work

• A canonical analysis of multiple time series
• A new correlation coefficient for bivariate time-series data
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
• scientific article; zbMATH DE number 517283 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• Scale space multiresolution analysis of random signals
• Scale space multiresolution correlation analysis for time series data
• SiZer for Exploration of Structures in Curves

Cited in

(18)

• Bayesian multiscale analysis for time series data
• Multiscale fluctuation features of the dynamic correlation between bivariate time series
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Magnitude and sign scaling in power-law correlated time series
• Scale space multiresolution correlation analysis for time series data
• Detecting correlation between server resources for system management
• Scale dependence of the directional relationships between coupled time series
• scientific article; zbMATH DE number 1977856 (Why is no real title available?)
• TIME-SHIFTS GENERALIZED MULTIRESOLUTION ANALYSIS OVER DYADIC-SCALING REDUCING SUBSPACES
• scientific article; zbMATH DE number 1376661 (Why is no real title available?)
• Vector Cross-Correlation in Time Series and Applications
• SiZer inference for generalized varying coefficient models
• Extraction of sea temperature in the Barents Sea by a scale space multiresolution method -- prospects for Atlantic salmon
• Nonlinear correlation analysis of time series based on complex network similarity
• Spectral correlation hub screening of multivariate time series
• Intrinsic multi-scale analysis: a multi-variate empirical mode decomposition framework
• Scaling features of texts, images and time series
• Adaptive correlation analysis in stream time series with sliding windows

Describes a project that uses

Uses Software

• PearsonT

This page was built for publication: Scale space multiresolution correlation analysis for time series data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2358916)