DocumentCode :
1118967
Title :
Some Graphical Considerations in Time Series Analysis
Author :
Kedem, Benjamin
Author_Institution :
Department of Mathematics, University of Maryland, College Park, MD 20742.
Issue :
5
fYear :
1982
Firstpage :
493
Lastpage :
499
Abstract :
The pictorial information in a stationary time series as depicted by crossings of levels and crossings of random levels and related quantities is studied. It is shown that such graphical features are directly connected with the covariance function and hence with the spectral density. Many of these features can be actually applied in estimation and in the study of extremes. In the Gaussian case, the finite dimensional distributions are completely determined by the axis crossings and by the crossings of a random curve (to be defined) if the process is essentially bounded. Certain graphical patterns are suggested for a fast recognition of low-order ARMA models.
Keywords :
Gaussian processes; Graphics; Information analysis; Pattern recognition; Random variables; Spectral analysis; Time series analysis; Zinc; Clipping; crossings; features in time series; higher order crossings; pictorial information; random clipping; sojoums;
fLanguage :
English
Journal_Title :
Pattern Analysis and Machine Intelligence, IEEE Transactions on
Publisher :
ieee
ISSN :
0162-8828
Type :
jour
DOI :
10.1109/TPAMI.1982.4767293
Filename :
4767293
Link To Document :
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