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On the alignment of multiple time series fragments.

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On the alignment of multiple time series fragments. / Mukherjee, Kanchan; Shumway, Robert; Verosub, Kenneth.
In: Biometrika, Vol. 94, No. 2, 23.05.2007, p. 347-358.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Mukherjee, K, Shumway, R & Verosub, K 2007, 'On the alignment of multiple time series fragments.', Biometrika, vol. 94, no. 2, pp. 347-358. https://doi.org/10.1093/biomet/asm023

APA

Mukherjee, K., Shumway, R., & Verosub, K. (2007). On the alignment of multiple time series fragments. Biometrika, 94(2), 347-358. https://doi.org/10.1093/biomet/asm023

Vancouver

Mukherjee K, Shumway R, Verosub K. On the alignment of multiple time series fragments. Biometrika. 2007 May 23;94(2):347-358. doi: 10.1093/biomet/asm023

Author

Mukherjee, Kanchan ; Shumway, Robert ; Verosub, Kenneth. / On the alignment of multiple time series fragments. In: Biometrika. 2007 ; Vol. 94, No. 2. pp. 347-358.

Bibtex

@article{79a8dba207f949d3b56bf46a1481f64b,
title = "On the alignment of multiple time series fragments.",
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.",
keywords = "Aligning time series • Asymptotics • Global warming • Lag estimator • Local least-squares • Varve chronology",
author = "Kanchan Mukherjee and Robert Shumway and Kenneth Verosub",
note = "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 {\textcopyright} 2007 Biometrika Trust",
year = "2007",
month = may,
day = "23",
doi = "10.1093/biomet/asm023",
language = "English",
volume = "94",
pages = "347--358",
journal = "Biometrika",
issn = "1464-3510",
publisher = "Oxford University Press",
number = "2",

}

RIS

TY - JOUR

T1 - On the alignment of multiple time series fragments.

AU - Mukherjee, Kanchan

AU - Shumway, Robert

AU - Verosub, Kenneth

N1 - 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

PY - 2007/5/23

Y1 - 2007/5/23

N2 - 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.

AB - 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.

KW - Aligning time series • Asymptotics • Global warming • Lag estimator • Local least-squares • Varve chronology

U2 - 10.1093/biomet/asm023

DO - 10.1093/biomet/asm023

M3 - Journal article

VL - 94

SP - 347

EP - 358

JO - Biometrika

JF - Biometrika

SN - 1464-3510

IS - 2

ER -