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On the alignment of multiple time series fragments.

By Kanchan Mukherjee, Robert Shumway and Kenneth Verosub

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

Year: 2007
OAI identifier: oai:eprints.lancs.ac.uk:865
Provided by: Lancaster E-Prints

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Citations

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  3. (1979). Paleomagnetism of varved sediments from western New England: Secular variation. doi
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  5. (1990). Re-evaluation of Antev's New England varve chronology and new radiocarbon dates of sediments from glacial Lake Hitchcock. doi
  6. (1928). The recession of the last ice sheet in New England. doi
  7. (2000). Time Series Analysis and Its Applications. doi

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