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Activity Number: 684
Type: Contributed
Date/Time: Thursday, August 13, 2015 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #315588
Title: On the Use of Running Trends as Summary Statistics for Time Series Analysis
Author(s): Mario Trottini* and M. Isabel Vigo and Santiago Belda Palazón
Companies: University of Alicante and University of Alicante and University of Alicante
Keywords: Time series ; Running trends ; Time series association
Abstract:

Given an observed time series, running trends analysis involves evaluating least-square trends over overlapping time windows of consecutive time points, with overlap by all but one observation. This produces a new series called running trends series which is used as summary statistics of the original series for further analysis. Despite its general use, especially in applied climate research, precisely what running trends analysis reveals about the underlying time series is unclear and, as a result, its interpretation it is unclear too. This talk is aimed to clarify such interpretation. We discuss in details strength and limitations of running trends as summary statistics for univariate time series and time series association.

Authors who are presenting talks have a * after their name.

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