| HÜBNEROVÁ, Zuzana. Modeling of Trends in Time Series based on Maximum Autocorrelation Factors. In XVIII. letná škola biometriky BIOMETRICKÉ METÓDY A MODELY V PÔDOHOSPODÁRSKEJ VEDE, VÝSKUME A VÝUČBE. Nitra: Agentúra Slovenskej akadémie pôdohospodárskych vied, 2008, s. 59-66, 6 s. ISBN 978-80-89162-31-4. |
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@inproceedings{800743,
author = {Hübnerová, Zuzana},
address = {Nitra},
booktitle = {XVIII. letná škola biometriky BIOMETRICKÉ METÓDY A MODELY V PÔDOHOSPODÁRSKEJ VEDE, VÝSKUME A VÝUČBE},
keywords = {Maximum autocorrelation factor; Trend; Time series; Ozone;},
language = {eng},
location = {Nitra},
isbn = {978-80-89162-31-4},
note = {autor: Hrdličková, Z.},
pages = {59-66},
publisher = {Agentúra Slovenskej akadémie pôdohospodárskych vied},
title = {Modeling of Trends in Time Series based on Maximum Autocorrelation Factors},
year = {2008}
}
TY - JOUR
ID - 800743
AU - Hübnerová, Zuzana
PY - 2008
TI - Modeling of Trends in Time Series based on Maximum Autocorrelation Factors
PB - Agentúra Slovenskej akadémie pôdohospodárskych vied
CY - Nitra
SN - 9788089162314
N1 - autor: Hrdličková, Z.
KW - Maximum autocorrelation factor
KW - Trend
KW - Time series
KW - Ozone;
N2 - Description of trends in concurrent time series can be based on a nonparametric method suggested by P. Switzer [Analysis of Monitoring Data for Time Trends Using Maximum Autocorrelation Factors. International Association of Mathematical Geology, IAMG06, Liege. 2006]. In this approach, trends in individual time series are expressed as linear combinations of a chosen number of maximal autocorrelation factors an analogy of principal components focusing on the autocorrelation instead of the variance of a component. This paper describes basic ideas and chosen properties of the maximum autocorrelation factors analysis. An application of the considered method in analysis of trends of ozone time series at chosen European monitoring stations is also presented.
ER -
HÜBNEROVÁ, Zuzana. Modeling of Trends in Time Series based on Maximum Autocorrelation Factors. In \textit{XVIII. letná škola biometriky BIOMETRICKÉ METÓDY A MODELY V PÔDOHOSPODÁRSKEJ VEDE, VÝSKUME A VÝUČBE}. Nitra: Agentúra Slovenskej akadémie pôdohospodárskych vied, 2008, s.~59-66, 6 s. ISBN~978-80-89162-31-4.
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