On the alignment of multiple time series fragments

K. Mukherjee, R. H. Shumway and K. L. Verosub

Biometrika, 2007, vol. 94, issue 2, 347-358

Abstract: We consider a local least-squares criterion for aligning multiple time series fragments differing by locations and show the consistency of the time-lag estimator and the asymptotic normality of the location estimator. We apply the criterion to the problem of aligning 50 glacial varve fragments and construct a 3000-year surrogate for global temperature. Copyright 2007, Oxford University Press.

Date: 2007
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