Chain Plot: A Tool for Exploiting Bivariate Temporal Structures

Article English OPEN
Taylor, CC; Zempeni, A;
  • Publisher: Elsevier

In this paper we present a graphical tool useful for visualizing the cyclic behaviour of bivariate time series. We investigate its properties and link it to the asymmetry of the two variables concerned. We also suggest adding approximate confidence bounds to the points ... View more
  • References (4)

    Bloomfield, P. 2000. Fourier Analysis of Time Series: An Introduction (second edition). John Wiley, New York.

    Embrechts, P., McNeil, A. and Straumann, D. 1999. Correlation and dependency in risk management: properties and pitfalls. Preprint ETH, Zu¨ rich.∼embrechts.

    Makra, L., Horva´th, Sz., Taylor, C.C., Zemple´ni, A., Motika, G. and Su¨ meghy, Z. 2001. Modelling air pollution in countryside and urban environment, Hungary. Proc. of the 2nd International Symposium on Air Quality Management at Urban, Regional and Global Scales. Istanbul, Turkey. pp. 189-196. Eds.: Topcu, S. Yardim, M.F. and Incecik, S.

    Schmid, F. and Trede, M. 1995. A distribution free teset for the two sample problem for general alternatives. Comput. Stat., Data Anal. 20, p. 409-419.

  • Metrics
Share - Bookmark