Time Series Analysis for Environmental Science
Time Series Analysis for Environmental Science
Course Notes · ESCI 506
Time
Series
Analysis
for Environmental Science
Decomposition
ARMA
Forecasting
Cross-correlation
Spectral
Regression
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Andy Bunn
Time series
+2
+1
0
−1
−2
1980
1985
1990
1995
2000
observed
trend
ACF
1.0
0.0
−1
0
2
4
6
8
10
12
14
16
18
20
lag
+95%
−95%
annual cycle (lag 12)
PACF
1.0
0.0
−1
0
2
4
6
8
10
12
14
16
18
20
lag
+95%
−95%
AR(2) signature