Modeling non-homogeneous variance time series: an application to sulfur dioxide data

The integrated approach to modeling time series data that possesses changes in variance is applied to an acid rain time series. This approach can provide the exact locations of the points in time where the variance changes abruptly as well as identify a model that best fits the data. Such analysis c...

Full description

Saved in:
Bibliographic Details
Published in:Environmental monitoring and assessment 1988-03, Vol.10 (2), p.123-131
Main Authors: ROA, H. G, TERRY, W. R, ASHOK KUMAR
Format: Article
Language:English
Subjects:
Applied sciences
Exact sciences and technology
Natural water pollution
Pollution
Rainwaters, run off water and others
Water treatment and pollution
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The integrated approach to modeling time series data that possesses changes in variance is applied to an acid rain time series. This approach can provide the exact locations of the points in time where the variance changes abruptly as well as identify a model that best fits the data. Such analysis can aid in development and refinement of cause-effect relationships that exist between observed data and the various processes that affect the data. Application of the modeling technique to sulfur dioxide data series is demonstrated.
ISSN:0167-6369
1573-2959
DOI:10.1007/BF00401777