publication . Article . 2015

on the use of running trends as summary statistics for univariate time series and time series association

Mario Trottini; Maria Isabel; Vigo Aguiar; Santiago Belda Palazón;
Open Access
  • Published: 01 Oct 2015 Journal: Journal of Climate, volume 28, pages 7,489-7,502 (issn: 0894-8755, eissn: 1520-0442, Copyright policy)
  • Publisher: American Meteorological Society
  • Country: Spain
Abstract
Given a time series, running trends analysis (RTA) involves evaluating least squares trends over overlapping time windows of L consecutive time points, with overlap by all but one observation. This produces a new series called the “running trends series,” which is used as summary statistics of the original series for further analysis. In recent years, RTA has been widely used in climate applied research as summary statistics for time series and time series association. There is no doubt that RTA might be a useful descriptive tool, but, despite its general use in applied research, precisely what it reveals about the underlying time series is unclear and, as a res...
Subjects
free text keywords: Time series, Running trends analysis, Estadística e Investigación Operativa, Matemática Aplicada, Atmospheric Science, Geology, Least squares, Seasonality, medicine.disease, medicine, Order of integration, Moving average, Equivalence (measure theory), Statistics, Confidence interval, Univariate, Summary statistics, Econometrics
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publication . Article . 2015

on the use of running trends as summary statistics for univariate time series and time series association

Mario Trottini; Maria Isabel; Vigo Aguiar; Santiago Belda Palazón;