Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica

DOI10.2307/2286324zbMath0416.62069OpenAlexW4237418596MaRDI QIDQ3206169

Alexander Basilevsky, Derek P. J. Hum

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286324

zbMATH Keywords

trendFourier transformfrequency domaincycleseasonalityeigenvaluestime domaineigenvectorsprincipal componentsKarhunen-Loève decompositionstochastic integral equationJamaican plantation births data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Stochastic integral equations (60H20)

Related Items (4)

A Review of Some Modern Approaches to the Problem of Trend Extraction ⋮ Spectral modeling of time series with missing data ⋮ On Singular Spectrum Analysis And Stepwise Time Series Reconstruction ⋮ A Note on Window Length Selection in Singular Spectrum Analysis

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