On the Use of Running Trends as Summary Statistics for Univariate Time Series and Time Series Association

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Trottini, Mario; Vigo, Isabel; Belda, Santiago;
(2015)
  • Publisher: American Meteorological Society
  • Related identifiers: doi: 10.1175/JCLI-D-15-0009.1
  • Subject: Time series | Running trends analysis | Summary statistics | Estadística e Investigación Operativa | Matemática Aplicada

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 ... View more
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