This Article 
   
 Share 
   
 Bibliographic References 
   
 Add to: 
 
Digg
Furl
Spurl
Blink
Simpy
Google
Del.icio.us
Y!MyWeb
 
 Search 
   
Some Graphical Considerations in Time Series Analysis
May 1982 (vol. 4 no. 5)
pp. 493-499
Benjamin Kedem, Department of Mathematics, University of Maryland, College Park, MD 20742.
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.
Citation:
Benjamin Kedem, "Some Graphical Considerations in Time Series Analysis," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 4, no. 5, pp. 493-499, May 1982, doi:10.1109/TPAMI.1982.4767293
Usage of this product signifies your acceptance of the Terms of Use.