✦ LIBER ✦

Smoothing splines for trend estimation and prediction in time series

✍ Scribed by Richard Morton; Emily L. Kang; Brent L. Henderson

Publisher: John Wiley and Sons
Year: 2009
Tongue: English
Weight: 302 KB
Volume: 20
Category: Article
ISSN: 1180-4009
DOI: 10.1002/env.925

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

We consider the use of generalized additive models with correlated errors for analysing trends in time series. The trend is represented as a smoothing spline so that it can be extrapolated. A method is proposed for choosing the smoothing parameter. It is based on the ability to predict a short term into the future. The choice not only addresses the purpose in hand, but also performs very well, and avoids the tendency to under‐smooth or to interpolate the data that can occur with other data‐driven methods used to choose the smoothing parameter. The method is applied to data from a chemical process and to stream salinity measurements. Copyright © 2008 John Wiley & Sons, Ltd.

📜 SIMILAR VOLUMES

Comments on ‘time-variable parameter and

Comments on ‘time-variable parameter and trend estimation in non-stationary economic time series’

✍ J. Del Hoyo 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 323 KB

Misspecified prediction for time series

✍ In-Bong Choi; Masanobu Taniguchi 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 205 KB

## Abstract Let {__X__~__t__~} be a stationary process with spectral density __g__(λ).It is often that the true structure __g__(λ) is not completely specified. This paper discusses the problem of misspecified prediction when a conjectured spectral density __f__~θ~(λ), θ∈Θ, is fitted to __g__(λ). Th

Shift trend and step changes for runoff

Shift trend and step changes for runoff time series in the Shiyang River basin, northwest China

✍ Z. L. Li; Z. X. Xu; J. Y. Li; Z. J. Li 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

## Abstract Shift trend and step changes were detected for runoff time series in the Shiyang River basin, one of the inland river basins in north‐west China. Annual runoff data from eight tributaries as well as both annual and monthly runoff from the mainstream from 1958 to 2003 were used. Seven st

Climate change, trends in extremes, and

Climate change, trends in extremes, and model assessment for a long temperature time series from Sweden

✍ Peter Guttorp; Jia Xu 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 601 KB

Relative-risk-estimate bias and loss of

Relative-risk-estimate bias and loss of power in the mantel test for trend resulting from the use of magnetic-field point-in-time (“spot”) measurements in epidemiological studies based on an ordinal exposure scale

✍ Dr. Vincent Delpizzo; Michael R. Salzberg 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 763 KB