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On the alignment of multiple time series fragments.

Mukherjee, Kanchan and Shumway, Robert and Verosub, Kenneth (2007) On the alignment of multiple time series fragments. Biometrika, 94 (2). pp. 347-358. ISSN 1464-3510

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    Abstract

    We consider a local least-squares criterion for aligning multiple time series fragments differing by locations and show the consistency of the time-lag estimator and the asymptotic normality of the location estimator. We apply the criterion to the problem of aligning 50 glacial varve fragments and construct a 3000-year surrogate for global temperature.

    Item Type: Article
    Journal or Publication Title: Biometrika
    Additional Information: This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Biometrika following peer review. The definitive publisher-authenticated version K. Mukherjee, R. H. Shumway, and K. L. Verosub On the alignment of multiple time series fragments Biometrika 2007 94: 347-358 is available online at: http://biomet.oxfordjournals.org/cgi/content/full/94/2/347 Copyright © 2007 Biometrika Trust
    Uncontrolled Keywords: Aligning time series • Asymptotics • Global warming • Lag estimator • Local least-squares • Varve chronology
    Subjects: Q Science > QA Mathematics
    Departments: Faculty of Science and Technology > Mathematics and Statistics
    ID Code: 865
    Deposited By: Dr Kanchan Mukherjee
    Deposited On: 20 Dec 2007 11:35
    Refereed?: Yes
    Published?: Published
    Last Modified: 09 Oct 2013 15:43
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/865

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